IDLV
Invesco S&P International Developed Low Volatility ETF
Invesco S&P International Developed Low Volatility Portfolio is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S&P BMI International Developed Low Volatility Index (the "Underlying Index").
International
EQUITY
Rules-Based
MANAGEMENT STYLE
252.4 M
ASSETS UNDER MGMT
25 bp
EXPENSES
Fund Basics
Fund sponsor | Invesco |
Category | International |
Asset class | Equity |
Website | link... |
Inception date | Jan 13, 2012 |
Assets (mns) | $252 |
Expense ratio | 25 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Quarterly |
Taxation | 1099 |
Stock selection | Volatility |
Weighting | Volatility |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | Yes |
Currency hedged | No |
Fund of funds | No |
Top 10 Holdings
Complete list +
THOMSON REUTERS CORP | 0.9 % |
PEMBINA PIPELINE CORP | 0.8 % |
UNITED OVERSEAS BANK LTD | 0.7 % |
ROYAL KPN NV | 0.7 % |
DEUTSCHE TELEKOM AG | 0.7 % |
LONDON STOCK EXCHANGE GROUP | 0.7 % |
OVERSEA-CHINESE BANKING CORP | 0.7 % |
SINGAPORE EXCHANGE LTD | 0.7 % |
ZURICH FINANCIAL SERVICES AG | 0.7 % |
DBS GROUP HOLDINGS LTD | 0.7 % |
Constituent Breakdown
Number of holdings | 198 |
Herfindahl-Hirschman Index | 52 |
Wgt avg mkt cap (mns) | $41,108 |
Large cap (>$10bn) | 74.3% |
Mid cap ($2-10bn) | 25.3% |
Small cap (<$2bn) | 0.5% |
Developed mkts. | 100.0% |
Emerging mkts. | 0.0% |
Country Exposure
CANADA | 18.3 % | |
AUSTRALIA | 12.3 % | |
BRITAIN | 10.5 % | |
JAPAN | 8.6 % | |
FRANCE | 7.8 % | |
SINGAPORE | 6.2 % | |
SWITZERLAND | 5.4 % | |
GERMANY | 4.7 % | |
ITALY | 4.4 % | |
SWEDEN | 3.5 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 5.4% | 15.8% | 12.0% | 1.2% | 0.5% | 2.8% | 4.6% | Volatility | 10.1% | 10.3% | 11.0% | 12.1% | 15.8% | 13.6% | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.60 | 60% |
MSCI EAFE | 0.70 | 85% |
MSCI Emg Mkts | 0.60 | 60% |
Liquidity Measures
Avg. volume (000) | 16 |
Turnover | 0.2% |
Avg. Bid/Ask (% of price) | 0.26% |
ADV of underlying (mns) | $14,656 |
Technical Indicators
Recent close | $28.87 |
30d moving avg. | $29.84 |
Annualized volatility | 13.4% |
Relative strength (RSI) | 44 |
Short interest (ETF) | 0.0% |
Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
Ticker | Fund Name | Overlap vs. IDLV |
Expenses vs. IDLV |
ALTAR Score™ vs. IDLV |
---|---|---|---|---|
HDMV | First Trust Horizon Managed Volatility Developed Intl ETF | 48.9% | +55 bp | -0.7% |
CIL | VictoryShares International Volatility Wtd ETF | 35.5% | +20 bp | +0.7% |
DWMF | WisdomTree International Multifactor Fund | 35.3% | +13 bp | +1.2% |
CIZ | VictoryShares Developed Enhanced Volatility Wtd ETF | 35.2% | +26 bp | +0.9% |
TPIF | Timothy Plan International ETF | 32.4% | +37 bp | +0.5% |
EFAV | iShares MSCI EAFE Min Vol Factor ETF | 31.2% | -3 bp | +0.3% |
STXI | Strive International Developed Markets ETF | 30.2% | +4 bp | +0.6% |
RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 29.7% | +4 bp | +2.3% |
DOL | WisdomTree International LargeCap Dividend Fund | 29.3% | +23 bp | +1.7% |
QEFA | SPDR MSCI EAFE StrategicFactors ETF | 29.0% | +5 bp | +1.0% |
Risk and Returns: IDLV vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
---|---|---|---|---|---|---|---|---|
Sales per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- | |
Book value per share | -- | -- | -- | -- | -- | -- | -- | |
change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
2023 | 2024E | Fwd Est | 2025E | |
Price-to-sales | --x | --x | --x | --x |
Price-to-earnings | --x | --x | --x | --x |
Price-to-cash flow | --x | --x | --x | --x |
Price-to-growth | --x | --x | --x | --x |
Price-to-book value | --x | --x | --x | --x |
Yield | --% | --% | --x | --% |
Based on closing prices from 11/22/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
IDLV
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
ALTAR Score™
IDLV
6.2%
Cat. Avg
7.3%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.3% and a standard deviation of
2.6%. IDLV's ALTAR Score™ is approximately
0.4 standard deviations
below
the category average. This places IDLV in the 34th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
IDLVSELL
U/W
HOLD
O/W
BUY
Expense Analysis
Peer Group | Rules-Based International Equity ETFs |
# of ETFs | 152 |
Avg. Expense Ratio | 42.9 bp |
Std. Deviation | 24.3 bp |
IDLV (25 bp) Percentile rank | 23 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
IDLV | 25.0 | 25.5 | 50.5 |
Peer Avg. | 35.0 | 18.4 | 53.5 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .