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SPLV vs. EDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLV vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Low Volatility ETF (SPLV) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPLV achieves a 4.85% return, which is significantly higher than EDV's -0.21% return. Over the past 10 years, SPLV has outperformed EDV with an annualized return of 8.33%, while EDV has yielded a comparatively lower -3.55% annualized return.


SPLV

1D
-0.36%
1M
2.76%
YTD
4.85%
6M
4.17%
1Y
4.71%
3Y*
8.01%
5Y*
6.29%
10Y*
8.33%

EDV

1D
-0.22%
1M
4.29%
YTD
-0.21%
6M
-0.22%
1Y
3.14%
3Y*
-5.43%
5Y*
-10.13%
10Y*
-3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLV vs. EDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLV
Invesco S&P 500 Low Volatility ETF
4.85%4.10%13.93%0.53%-4.88%24.13%-1.39%27.87%-0.19%17.32%
EDV
Vanguard Extended Duration Treasury ETF
-0.21%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%

Correlation

The correlation between SPLV and EDV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 5, 2011

-0.08

The correlation between SPLV and EDV shifts across timeframes, from -0.08 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLV vs. EDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPLV
SPLV Risk / Return Rank: 1717
Overall Rank
SPLV Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPLV Sortino Ratio Rank: 1616
Sortino Ratio Rank
SPLV Omega Ratio Rank: 1515
Omega Ratio Rank
SPLV Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPLV Martin Ratio Rank: 1717
Martin Ratio Rank

EDV
EDV Risk / Return Rank: 1212
Overall Rank
EDV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1212
Sortino Ratio Rank
EDV Omega Ratio Rank: 1212
Omega Ratio Rank
EDV Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDV Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPLV vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility ETF (SPLV) and Vanguard Extended Duration Treasury ETF (EDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPLVEDVDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.04

Calmar ratioReturn relative to maximum drawdown

0.64

0.25

+0.39

Martin ratioReturn relative to average drawdown

1.50

0.57

+0.93

SPLV vs. EDV - Sharpe Ratio Comparison

The current SPLV Sharpe Ratio is 0.47, which is higher than the EDV Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SPLV and EDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPLV vs. EDV - Drawdown Comparison

The maximum SPLV drawdown since its inception was -36.26%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for SPLV and EDV.


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Drawdown Indicators


SPLVEDVDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-59.96%

+23.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-12.54%

+5.13%

Max Drawdown (3Y)

Largest decline over 3 years

-9.64%

-26.99%

+17.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-55.03%

+37.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-59.96%

+23.70%

Current Drawdown

Current decline from peak

-3.66%

-54.22%

+50.56%

Average Drawdown

Average peak-to-trough decline

-3.55%

-23.48%

+19.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

5.57%

-2.42%

Volatility

SPLV vs. EDV - Volatility Comparison

Invesco S&P 500 Low Volatility ETF (SPLV) and Vanguard Extended Duration Treasury ETF (EDV) have volatilities of 4.03% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLVEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

4.21%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

9.89%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

14.37%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.51%

21.63%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

19.82%

-4.44%

SPLV vs. EDV - Expense Ratio Comparison

SPLV has a 0.25% expense ratio, which is higher than EDV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPLV vs. EDV - Dividend Comparison

SPLV's dividend yield for the trailing twelve months is around 2.15%, less than EDV's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.96%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
SPLV
Invesco S&P 500 Low Volatility ETF
2.15%2.04%1.88%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%

Frequently Asked Questions


SPLV and EDV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDV has higher volatility (4.21%) compared to SPLV (4.03%). In terms of maximum drawdown, SPLV dropped -36.26% vs EDV's -59.96%.

On 10-year performance, SPLV leads with 8.33% vs -3.55% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, SPLV has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPLV has performed better with a 8.33% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDV is cheaper with a 0.05% expense ratio, compared with 0.25% for SPLV.

EDV has the higher dividend yield at 4.96%, compared with 2.15% for SPLV.

SPLV is categorized as S&P 500, while EDV is Government Bonds. SPLV tracks S&P 500 Low Volatility Index, while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.25% for SPLV and 0.05% for EDV.

SPLV currently has the higher Sharpe Ratio (0.47 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPLV and EDV

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