Invesco S&P 500 Low Volatility ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The Invesco S&P 500 Low Volatility Portfolio seeks results that correspond (before fees and expenses) generally to the price and yield of the S&P 500 Low Volatility Index. |
Category | US Equities |
Fund Sponsor | Invesco PowerShares |
Website | www.powershares.com |
Inception date | May 05, 2011 |
Assets (mns) | $8,132 |
Currency | USD |
Expense ratio | 25 bp |
Distributions | Monthly |
Regulation | Open-Ended Fund |
Custodian | Bank of New York Mellon |
Weighting | Volatility |
Index replication | Full |
Uses derivatives | No |
Options available | Yes |
No. of constituents | 100 |
Wgt avg mkt cap (mns) | $110,234 |
Large cap (>$10bn) | 98.1% |
Mid cap ($2-10bn) | 1.9% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
VERIZON COMMUNICATIONS INC | 1.3 % |
JOHNSON & JOHNSON | 1.3 % |
ELI LILLY & CO | 1.3 % |
BRISTOL-MYERS SQUIBB CO | 1.3 % |
ELECTRONIC ARTS INC | 1.2 % |
COSTCO WHOLESALE CORP | 1.2 % |
CERNER CORP | 1.2 % |
ABBVIE INC | 1.2 % |
CLOROX COMPANY | 1.2 % |
PERKINELMER INC | 1.2 % | Total | 12.3 % |
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UNITED STATES | 94.4 % |
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BRITAIN | 2.7 % |
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IRELAND | 1.9 % |
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SWITZERLAND | 1.0 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-1.4% | -1.4% | 10.2% | -- | 11.6% |
versus... | Beta | R-squared |
S&P500 | 0.68 | 76% |
MSCI EAFE | 0.63 | 64% |
MSCI Emg. Mkts. | 0.51 | 54% |
Recent close | $56.79 |
30d moving avg. | $55.98 |
Annualized volatility | 14.8% |
Short interest (ETF) | 5.5% |
Short interest (Underlying) | 2.8% |
Relative strength (RSI) | 59 |
Avg. volume (thou.) | 2,989 |
Turnover | 2.1% |
Bid/Ask (% of price) | 0.02% |
ADV underlying (mns) | $56,000 |
FINDING ALTERNATIVE FUNDS
Below is a list of 96 potential alternatives to the Invesco S&P 500 Low Volatility ETF ETF based on the alternatives' overlap in portfolio holdings with SPLV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | SPLV | Expense: | 25 bp | ALTAR Score™: | 5.5% |
Ticker | Fund Name |
Overlap1 vs SPLV (%) |
Expense ratio (bp) |
Savings vs SPLV (bp) |
ALTAR Score™ (%) |
ALTAR vs SPLV (%) |
XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 63.8 | 25 | 0 | 5.8 | +0.3 |
DEF | Invesco Defensive Equity ETF | 53.8 | 55 | -30 | 5.2 | -0.3 |
HUSV | First Trust Horizon Managed Volatility Domestic ETF | 50.1 | 70 | -45 | 4.8 | -0.7 |
LSLT | Salt Low truBeta US Market ETF | 46.5 | 60 | -35 | 5.7 | +0.2 |
USMV | iShares Edge MSCI Min Vol USA ETF | 41.8 | 15 | 10 | 5.3 | -0.2 |
GBLO | Global Beta Low Beta ETF | 41.7 | 29 | -4 | 7.3 | +1.8 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 38.9 | 30 | -5 | 4.6 | -1.0 |
JMIN | JPMorgan U.S. Minimum Volatility ETF | 36.6 | 12 | 13 | 5.3 | -0.2 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 35.2 | 15 | 10 | 5.9 | +0.4 |
FLLV | Franklin Liberty U.S. Low Volatility ETF | 34.9 | 29 | -4 | 4.9 | -0.6 |
FDLO | Fidelity Low Volatility Factor ETF | 33.0 | 29 | -4 | 4.9 | -0.6 |
QUS | SPDR MSCI USA StrategicFactors ETF | 31.4 | 15 | 10 | 5.3 | -0.3 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 31.1 | 27 | -2 | 4.9 | -0.7 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 31.0 | 25 | 0 | 5.6 | +0.1 |
VOOV | Vanguard S&P 500 Value ETF | 30.3 | 10 | 15 | 6.6 | +1.1 |
SCHV | Schwab U.S. Large-Cap Value ETF | 29.3 | 4 | 21 | 6.1 | +0.6 |
MGV | Vanguard Mega Cap Value ETF | 28.6 | 7 | 18 | 6.5 | +0.9 |
OUSA | O'Shares FTSE US Quality Dividend ETF | 28.6 | 48 | -23 | 5.5 | -0.1 |
DLN | WisdomTree U.S. LargeCap Dividend Fund | 28.5 | 28 | -3 | 6.1 | +0.6 |
VYM | Vanguard High Dividend Yield Index ETF | 28.1 | 6 | 19 | 6.7 | +1.1 |
AFLG | First Trust Active Factor Large Cap ETF | 28.0 | 55 | -30 | 4.6 | -0.9 |
SPMV | Invesco S&P 500 Minimum Variance ETF | 27.9 | 10 | 15 | 5.5 | -0.1 |
FTCS | First Trust Capital Strength ETF | 27.9 | 58 | -33 | 5.0 | -0.5 |
ACIO | Aptus Collared Income Opportunity ETF | 27.9 | 79 | -54 | 3.8 | -1.7 |
ROUS | Hartford Multifactor US Equity ETF | 27.7 | 19 | 6 | 5.8 | +0.3 |
VTV | Vanguard Value Index Fund | 27.7 | 4 | 21 | 6.6 | +1.0 |
PSET | Principal Price Setters Index ETF | 27.7 | 15 | 10 | 4.6 | -0.9 |
ESGV | Vanguard ESG U.S. Stock ETF | 27.6 | 12 | 13 | 4.5 | -1.1 |
IWX | iShares Russell Top 200 Value ETF | 27.3 | 20 | 5 | 6.1 | +0.5 |
DTD | WisdomTree U.S.Total Dividend Fund | 27.0 | 28 | -3 | 6.2 | +0.7 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 26.9 | 30 | -5 | 5.0 | -0.5 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 26.9 | 4 | 21 | 6.4 | +0.9 |
IVE | iShares S&P 500 Value ETF | 26.9 | 18 | 7 | 6.3 | +0.8 |
QLV | FlexShares US Quality Low Volatility Index Fund | 26.6 | 22 | 3 | 4.3 | -1.2 |
EPS | WisdomTree U.S. Earnings 500 Fund | 26.4 | 8 | 17 | 5.9 | +0.4 |
RYH | Invesco S&P 500 Equal Weight Health Care ETF | 26.2 | 40 | -15 | 6.3 | +0.8 |
JOET | Virtus Terranova US Quality Momentum ETF | 26.2 | 29 | -4 | 4.6 | -0.9 |
JQUA | JPMorgan U.S. Quality Factor ETF | 26.1 | 12 | 13 | 5.0 | -0.5 |
MXDU | Nationwide Maximum Diversification US Core Equity ETF | 26.0 | 34 | -9 | 4.3 | -1.3 |
ACWV | iShares MSCI Global Min Vol Factor ETF | 25.9 | 20 | 5 | 5.5 | -0.1 |
IUSV | iShares Core S&P U.S. Value ETF | 25.7 | 4 | 21 | 6.4 | +0.9 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 25.7 | 17 | 8 | 6.1 | +0.6 |
VONV | Vanguard Russell 1000 Value Index Fund | 25.6 | 8 | 17 | 6.2 | +0.7 |
MGC | Vanguard Mega Cap Index Fund | 25.6 | 7 | 18 | 4.6 | -1.0 |
LGLV | SPDR Russell 1000 Low Volatility ETF | 25.3 | 12 | 13 | 5.2 | -0.3 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 25.2 | 20 | 5 | 4.8 | -0.8 |
PFM | Invesco Dividend Achievers ETF | 25.1 | 53 | -28 | 5.0 | -0.5 |
PBP | Invesco S&P 500 BuyWrite ETF | 25.1 | 49 | -24 | 4.3 | -1.2 |
IWL | iShares Russell Top 200 ETF | 25.0 | 15 | 10 | 4.4 | -1.2 |
BKLC | BNY Mellon US Large Cap Core Equity ETF | 24.9 | 0 | 25 | 4.4 | -1.1 |
KLCD | KFA Large Cap Quality Dividend Index ETF | 24.9 | 42 | -17 | 5.1 | -0.5 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 24.9 | 9 | 16 | 4.8 | -0.7 |
JKF | iShares Morningstar Large Cap Value ETF | 24.8 | 25 | 0 | 6.7 | +1.2 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 24.8 | 27 | -2 | 4.6 | -0.9 |
NOBL | ProShares S&P 500 Dividend Aristocrats ETF | 24.8 | 35 | -10 | 5.7 | +0.2 |
KNG | Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | 24.8 | 75 | -50 | 5.3 | -0.3 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 24.8 | 60 | -35 | 4.4 | -1.1 |
IWD | iShares Russell 1000 Value ETF | 24.8 | 19 | 6 | 6.0 | +0.5 |
SIXA | 6 Meridian Mega Cap Equity ETF | 24.7 | 82 | -57 | 5.8 | +0.3 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 24.7 | 27 | -2 | 4.3 | -1.2 |
OEF | iShares S&P 100 ETF | 24.7 | 20 | 5 | 4.2 | -1.4 |
DGRO | iShares Core Dividend Growth ETF | 24.5 | 8 | 17 | 6.0 | +0.5 |
SPY | SPDR S&P 500 ETF Trust | 24.4 | 9 | 16 | 4.7 | -0.9 |
IVV | iShares Core S&P 500 ETF | 24.4 | 3 | 22 | 4.7 | -0.8 |
SPLG | SPDR Portfolio Large Cap ETF | 24.4 | 3 | 22 | 4.7 | -0.8 |
RHS | Invesco S&P 500 Equal Weight Consumer Staples ETF | 24.3 | 40 | -15 | 6.3 | +0.7 |
JHMS | John Hancock Multifactor Consumer Staples ETF | 24.3 | 40 | -15 | 5.7 | +0.1 |
VOO | VANGUARD S&P 500 ETF | 24.1 | 3 | 22 | 4.8 | -0.7 |
DIVB | iShares U.S. Dividend & Buyback ETF | 24.0 | 25 | 0 | 5.9 | +0.4 |
JHMH | John Hancock Multifactor Healthcare ETF | 23.9 | 40 | -15 | 5.8 | +0.2 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 23.9 | 15 | 10 | 4.6 | -0.9 |
DSTL | Distillate US Fundamental Stability & Value ETF | 23.9 | 39 | -14 | 5.7 | +0.2 |
FVD | First Trust Value Line Dividend Index Fund | 23.8 | 70 | -45 | 5.8 | +0.2 |
USMF | WisdomTree U.S. Multifactor Fund | 23.7 | 28 | -3 | 5.4 | -0.2 |
FVL | First Trust Value Line 100 ETF | 23.7 | 70 | -45 | 6.0 | +0.4 |
DGRW | WisdomTree U.S. Quality Dividend Growth Fund | 23.6 | 28 | -3 | 6.0 | +0.5 |
DTN | WisdomTree U.S. Dividend ex-Financials Fund | 23.5 | 38 | -13 | 7.6 | +2.1 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 23.5 | 7 | 18 | 4.5 | -1.0 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 23.4 | 35 | -10 | 5.1 | -0.5 |
VSDA | VictoryShares Dividend Accelerator ETF | 23.4 | 35 | -10 | 4.6 | -0.9 |
PRF | Invesco FTSE RAFI US 1000 ETF | 23.4 | 39 | -14 | 5.8 | +0.3 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 23.3 | 20 | 5 | 4.6 | -1.0 |
VV | Vanguard Large-Cap Index Fund | 23.3 | 4 | 21 | 4.6 | -1.0 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 23.1 | 2 | 23 | 4.6 | -0.9 |
EFIV | SPDR S&P 500 ESG ETF | 23.1 | 10 | 15 | 4.6 | -1.0 |
SFY | SoFi Select 500 ETF | 23.1 | 0 | 25 | 4.6 | -1.0 |
SNPE | Xtrackers S&P 500 ESG ETF | 23.1 | 10 | 15 | 4.6 | -1.0 |
PBUS | Invesco PureBeta MSCI USA ETF | 23.1 | 4 | 21 | 4.6 | -0.9 |
XLP | Consumer Staples Select Sector SPDR Fund | 23.0 | 13 | 12 | 5.4 | -0.1 |
XLG | Invesco S&P 500 Top 50 ETF | 22.9 | 20 | 5 | 4.0 | -1.5 |
XVV | iShares ESG Screened S&P 500 ETF | 22.9 | 8 | 17 | 4.9 | -0.7 |
FQAL | Fidelity Quality Factor ETF | 22.8 | 29 | -4 | 5.0 | -0.6 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 22.7 | 25 | 0 | 5.7 | +0.2 |
DVOL | First Trust Dorsey Wright Momentum & Low Volatility ETF | 22.7 | 60 | -35 | 3.5 | -2.0 |
IQSU | IQ Candriam ESG US Equity ETF | 22.6 | 9 | 16 | 4.5 | -1.0 |
QDEF | FlexShares Quality Dividend Defensive Index Fund | 22.6 | 37 | -12 | 5.4 | -0.1 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
---|---|---|---|
Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Invesco S&P 500 Low Volatility ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
OVERWEIGHT |
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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