PortfoliosLab logo

Invesco S&P SmallCap Low Volatility ETF

XSLV
ETF · Currency in USD
ISIN
US73937B6395
CUSIP
73937B639
Issuer
Invesco
Inception Date
Feb 15, 2013
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.25%
Index Tracked
S&P SmallCap 600 Low Volatility Index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

XSLVPrice Chart


Click Calculate to get results
S&P 500

XSLVPerformance

The chart shows the growth of $10,000 invested in Invesco S&P SmallCap Low Volatility ETF on Feb 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,142 for a total return of roughly 121.42%. All prices are adjusted for splits and dividends.


XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (S&P 500)

XSLVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.53%
6M9.79%
YTD14.93%
1Y37.61%
5Y6.47%
10Y9.89%

XSLVMonthly Returns Heatmap


Click Calculate to get results

XSLVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco S&P SmallCap Low Volatility ETF Sharpe ratio is 2.00. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (S&P 500)

XSLVDividends

Invesco S&P SmallCap Low Volatility ETF granted a 1.02% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $0.48 per share.


PeriodTTM20202019201820172016201520142013
Dividend$0.48$0.82$1.23$1.17$0.86$0.76$0.74$0.80$0.49

Dividend yield

1.02%2.02%2.43%2.75%1.87%1.75%2.20%2.38%1.58%

XSLVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (S&P 500)

XSLVWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P SmallCap Low Volatility ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco S&P SmallCap Low Volatility ETF is 44.34%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.34%Jan 21, 202044Mar 23, 2020
-18.7%Sep 4, 201878Dec 24, 2018181Sep 13, 2019259
-11.06%Dec 2, 201534Jan 21, 201660Apr 18, 201694
-9.75%Nov 30, 201748Feb 8, 201873May 24, 2018121
-8.87%Mar 24, 2015108Aug 25, 201542Oct 23, 2015150
-7.54%Jul 2, 201464Oct 1, 201421Oct 30, 201485
-6.47%Jul 24, 201328Aug 30, 201329Oct 11, 201357
-6.37%Sep 8, 201641Nov 3, 20166Nov 11, 201647
-5.91%Jan 23, 20148Feb 3, 201420Mar 4, 201428
-5.76%Apr 3, 201430May 15, 201415Jun 6, 201445

XSLVVolatility Chart

Current Invesco S&P SmallCap Low Volatility ETF volatility is 18.09%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (S&P 500)

Portfolios with Invesco S&P SmallCap Low Volatility ETF


Loading data...

More Tools for Invesco S&P SmallCap Low Volatility ETF