About SPLV ETF
ETF Name: Invesco SP 500 Low Volatility ETF (SPLV) Sector: SPLV has invested in Utilities (22%), Real Estate (18%), Financials (17%), Technology (11%) and Consumer Non-Cyclical (9%). Geography: SPLV has invested 100% of its assets in the US. Fund Manager Name: Invesco ETF Description: SPLV selects about 100 S&P 500 stocks with the lowest daily volatility over the past year. SPLV does not consider correlation among stocks, so it produces a basket of low-volatility stocks, not a minimum volatility portfolio. SPLV makes sizable sector bets at times, which can change dramatically over successive quarterly rebalances. What ETFdb says about it: The fund is probably one of the safest in the equity world as the companies on this list are very unlikely to go under unless there is an apocalyptic event in the economy. Why is that Kristal there: A complete pool of 2100+ ETFs are screened on various qualitative and quantitative parameters to evaluate efficiency, tradability and fit. The metrics used were alpha, beta and R-Squared with respect to the segment benchmark and ETF specific metrics such as expense ratio, drawdown, volatility and the overall rating. We evaluate all ETFs and assign a composite score based on our analysis and then select the top ones in a category based on that comprehensive score by the inhouse research / quant analysts team. SPLV has a strong liquidity, thanks to its large AUM with high volume and low costs. The strategy is rebalanced on a quarterly basis with the rebalancing mechanism being determined by an algorithm that takes into account the overall performance of the strategy so far. Fund Manager Description: Invesco was incorporated in 1935, offers insightful financial strategies through their diversified product offerings and manages $987.8B. Invesco is an American independent investment management company that has branch offices in 25 countries with more than 7000 employees.
Returns
| Performance | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|
| Invesco SP 500 Low Volatility ETF | 5.30% | 20.82% | 10.62% | 10.32% |
Asset Class
Asset type breakdown
SPLV Holdings - Top 10
| Namei | Weightage (%) | |
|---|---|---|
| Verizon Communications Inc | 1.50% | |
| Bristol-Myers Squibb Company | 1.29% | |
| Kellogg Company | 1.23% | |
| General Mills, Inc | 1.23% | |
| Expeditors International of Washington, Inc | 1.21% | |
| Altria Group, Inc | 1.20% | |
| Merck & Co., Inc | 1.18% | |
| Costco Wholesale Corporation | 1.17% | |
| Mondelez International, Inc | 1.17% | |
| The J. M. Smucker Company | 1.16% |
SPLV Sectors/Industry Breakdown
| Sectori | % of market value | |
|---|---|---|
| Consumer Defensive | 27.98% | |
| Healthcare | 21.18% | |
| Industrials | 14.12% | |
| Technology | 9.38% | |
| Communication Services | 7.26% | |
| Financial Services | 6.99% | |
| Consumer Cyclicals | 5.44% | |
| Utilities | 4.84% | |
| Real Estate | 1.84% | |
| Basic Materials | 0.99% |
SPLV Countries
| Countryi | % of market value | |
|---|---|---|
| North America | 97.09% | |
| United Kingdom | 1.90% | |
| Europe Developed | 1% |
Projected Returns
Returnsbased on historic SIP returns of 5.93% per annum
SPLV Summary Data
| Total Net Assets | $ | i |
| Average Mkt Cap Mil | $ | i |
| Symbol | SPLV | |
| Exchange | ARCX | |
| ISIN | US46138E3541 |
| Cat. Benchmark | S&P 500 TR USD | |
| Asset class | Equity | |
| Category | Large Blend | |
| Country | US |
SPLV Portfolio Data & Volatility Analysis
| Net Expense Ratio | 0.25 | i |
| Beta | 0.7 | i |
| Valuations Rates Portfolio PE | 19.99229 | i |
| 3 Year Standard Deviation | 14.99 | i |
Fund Strategy
Invesco S&P 500 Low Volatility ETF operates as an exchange-traded fund enlisted in the USA. The Fund focuses on the S&P 500 Low Volatility Index which is designed to measure the performance of the 100 least volatile stocks in the S&P 500 Index as calculated by trailing 12 months standard deviation. The Fund's sector exposure is unconstrained and rebalances quarterly. The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index.
SPLV Fact Sheets & Reports
About Invesco
Invesco is an independent American investment manager founded in 1935 headquartered in Georgia, United States. Today, Invesco has a global presence and has investments across different asset classes. Invesco looks to invest in companies with solid financials and strong balance sheet and fixed income with investment grade debt rating.
