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Invesco S&P SmallCap Low Volatility ETF (XSLV) Sharpe Ratio: 0.93

ETF · Currency in USD · Last updated Jun 3, 2026

XSLV is a passive ETF by Invesco tracking the investment results of the S&P SmallCap 600 Low Volatility Index. XSLV launched on Feb 15, 2013 and has a 0.25% expense ratio.

XSLV's Sharpe Ratio of 0.93 indicates that for each unit of volatility, it generates 0.93 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XSLV Sharpe Ratio Rank

XSLV Sharpe Ratio Rank: 26.026
Below Average

XSLV ranks above 26.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XSLV Sharpe Ratio Market Positioning

The chart shows XSLV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.77+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P SmallCap Low Volatility ETF's Sharpe Ratio with other ETFs in the Volatility Hedged Equity category across multiple time periods, showing how XSLV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLLVFranklin Liberty U.S. Low Volatility ETF3.50
LVHILegg Mason International Low Volatility High Dividend ETF3.18
VSMVVictoryShares US Multi-Factor Minimum Volatility ETF2.73
DVQQWEBs QQQ Defined Volatility ETF2.29
QLVEFlexShares Emerging Markets Quality Low Volatility Index Fund2.23
EJANInnovator Emerging Markets Power Buffer ETF January2.06
QLVFlexShares US Quality Low Volatility Index Fund1.98
DVSPWEBs SPY Defined Volatility ETF1.95
FDLOFidelity Low Volatility Factor ETF1.91
SMLVSPDR SSGA US Small Cap Low Volatility Index ETF1.62
XSLVInvesco S&P SmallCap Low Volatility ETF0.93

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XSLV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XSLV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XSLV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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