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Invesco S&P SmallCap Low Volatility ETF (XSLV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B6395

CUSIP

73937B639

Issuer

Invesco

Inception Date

Feb 15, 2013

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Low Volatility Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
XSLV vs. SMLV XSLV vs. VOO XSLV vs. USMV XSLV vs. FTBFX XSLV vs. VBR XSLV vs. SPY XSLV vs. FSPGX XSLV vs. ViOO XSLV vs. IWM XSLV vs. vioo
Popular comparisons:
XSLV vs. SMLV XSLV vs. VOO XSLV vs. USMV XSLV vs. FTBFX XSLV vs. VBR XSLV vs. SPY XSLV vs. FSPGX XSLV vs. ViOO XSLV vs. IWM XSLV vs. vioo

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap Low Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.78%
10.75%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P SmallCap Low Volatility ETF had a return of 13.85% year-to-date (YTD) and 24.60% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap Low Volatility ETF had an annualized return of 6.74%, while the S&P 500 had an annualized return of 11.10%, indicating that Invesco S&P SmallCap Low Volatility ETF did not perform as well as the benchmark.


XSLV

YTD

13.85%

1M

2.28%

6M

12.90%

1Y

24.60%

5Y (annualized)

2.14%

10Y (annualized)

6.74%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of XSLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.19%1.52%2.53%-3.78%3.43%-0.46%10.09%0.39%0.25%-2.37%13.85%
20234.87%-0.52%-8.36%-4.20%-4.12%2.88%7.11%-3.07%-4.15%-2.76%6.00%9.37%1.35%
2022-6.80%-0.54%1.96%-6.93%2.28%-3.71%7.16%-5.51%-9.01%13.11%3.14%-5.33%-11.84%
20210.76%8.40%3.47%0.61%2.49%-0.64%0.83%2.96%-3.03%4.44%-1.12%7.43%29.34%
2020-2.52%-8.71%-25.65%6.03%-4.52%1.42%1.39%2.56%-5.18%2.08%12.54%7.33%-17.40%
20198.58%3.63%-2.09%3.03%-4.63%5.05%1.71%-2.58%3.37%2.68%0.76%1.53%22.35%
2018-0.61%-5.18%3.49%0.73%5.56%1.51%2.65%3.04%-2.72%-7.00%3.61%-9.38%-5.41%
2017-2.03%1.36%-0.51%1.31%-1.27%2.35%1.34%-1.97%6.44%1.11%3.16%-2.69%8.57%
2016-2.79%0.37%6.63%0.63%3.18%2.28%3.32%2.06%-0.44%-2.12%10.72%4.56%31.43%
2015-1.45%1.82%1.70%-3.72%0.41%1.11%1.71%-4.66%0.82%6.00%2.74%-3.31%2.68%
2014-2.72%3.28%2.08%-2.77%0.91%3.21%-4.10%3.06%-4.43%9.34%-0.21%3.51%10.79%
20130.08%4.92%0.60%1.18%0.69%7.21%-5.69%4.93%5.10%3.46%0.83%25.18%

Expense Ratio

XSLV has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for XSLV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSLV is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XSLV is 5353
Combined Rank
The Sharpe Ratio Rank of XSLV is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of XSLV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XSLV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XSLV is 4747
Calmar Ratio Rank
The Martin Ratio Rank of XSLV is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XSLV, currently valued at 1.52, compared to the broader market0.002.004.001.522.51
The chart of Sortino ratio for XSLV, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.002.313.36
The chart of Omega ratio for XSLV, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.47
The chart of Calmar ratio for XSLV, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.263.62
The chart of Martin ratio for XSLV, currently valued at 8.91, compared to the broader market0.0020.0040.0060.0080.00100.008.9116.12
XSLV
^GSPC

The current Invesco S&P SmallCap Low Volatility ETF Sharpe ratio is 1.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P SmallCap Low Volatility ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.52
2.51
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P SmallCap Low Volatility ETF provided a 1.94% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.96$1.04$1.24$0.55$1.01$1.23$1.17$0.86$0.85$0.74$0.80$0.49

Dividend yield

1.94%2.35%2.79%1.05%2.48%2.43%2.75%1.87%1.96%2.20%2.38%1.58%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.27$0.00$0.00$0.14$0.00$0.00$0.25$0.00$0.00$0.66
2023$0.00$0.00$0.34$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.30$1.04
2022$0.00$0.00$0.21$0.00$0.00$0.39$0.00$0.00$0.49$0.00$0.00$0.15$1.24
2021$0.00$0.00$0.16$0.00$0.00$0.13$0.00$0.00$0.10$0.00$0.00$0.17$0.55
2020$0.00$0.00$0.47$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.19$1.01
2019$0.00$0.00$0.04$0.00$0.00$0.46$0.00$0.00$0.25$0.00$0.00$0.48$1.23
2018$0.00$0.00$0.11$0.00$0.00$0.26$0.00$0.00$0.28$0.00$0.00$0.52$1.17
2017$0.00$0.00$0.04$0.00$0.00$0.26$0.00$0.00$0.19$0.00$0.00$0.38$0.86
2016$0.00$0.00$0.09$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.42$0.85
2015$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.19$0.00$0.00$0.33$0.74
2014$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.36$0.80
2013$0.04$0.00$0.00$0.12$0.00$0.00$0.09$0.00$0.00$0.25$0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.84%
-1.80%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap Low Volatility ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P SmallCap Low Volatility ETF was 44.34%, occurring on Mar 23, 2020. Recovery took 407 trading sessions.

The current Invesco S&P SmallCap Low Volatility ETF drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.34%Jan 21, 202044Mar 23, 2020407Nov 1, 2021451
-24.71%Jan 5, 2022456Oct 27, 2023258Nov 6, 2024714
-18.7%Sep 4, 201878Dec 24, 2018181Sep 13, 2019259
-11.06%Dec 2, 201534Jan 21, 201647Mar 30, 201681
-9.75%Nov 30, 201748Feb 8, 201873May 24, 2018121

Volatility

Volatility Chart

The current Invesco S&P SmallCap Low Volatility ETF volatility is 7.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
7.18%
4.06%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)