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
239.7 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) | $240 |
| 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 +
| UNITED OVERSEAS BANK LTD | 0.7 % |
| LONDON STOCK EXCHANGE GROUP | 0.7 % |
| DEUTSCHE TELEKOM AG | 0.7 % |
| ROYAL KPN NV | 0.7 % |
| THOMSON REUTERS CORP | 0.7 % |
| OVERSEA-CHINESE BANKING CORP | 0.7 % |
| PEMBINA PIPELINE CORP | 0.7 % |
| ZURICH FINANCIAL SERVICES AG | 0.7 % |
| PEARSON PLC | 0.7 % |
| SINGAPORE EXCHANGE LTD | 0.7 % |
Constituent Breakdown
| Number of holdings | 198 |
| Herfindahl-Hirschman Index | 53 |
| Wgt avg mkt cap (mns) | $40,563 |
| Large cap (>$10bn) | 73.7% |
| Mid cap ($2-10bn) | 25.8% |
| Small cap (<$2bn) | 0.5% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
CANADA | 18.0 % |
 |
AUSTRALIA | 12.2 % |
 |
BRITAIN | 10.8 % |
 |
JAPAN | 8.5 % |
 |
FRANCE | 7.7 % |
 |
SINGAPORE | 6.2 % |
 |
SWITZERLAND | 5.4 % |
 |
GERMANY | 4.9 % |
 |
ITALY | 4.5 % |
 |
SWEDEN | 3.5 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 6.5% | 11.6% | 7.9% | 2.5% | 0.6% | 3.0% | 4.7% | Volatility | 10.1% | 10.3% | 11.0% | 12.1% | 15.8% | 13.6% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.58 | 60% |
| MSCI EAFE | 0.70 | 85% |
| MSCI Emg Mkts | 0.59 | 59% |
Liquidity Measures
| Avg. volume (000) | 30 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.26% |
| ADV of underlying (mns) | $12,360 |
Technical Indicators
| Recent close | $27.80 |
| 30d moving avg. | $28.95 |
| Annualized volatility | 13.3% |
| 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 | 49.0% | +55 bp | -0.7% |
| DWMF | WisdomTree International Multifactor Fund | 35.6% | +13 bp | +1.0% |
| CIL | VictoryShares International Volatility Wtd ETF | 35.5% | +20 bp | +0.7% |
| CIZ | VictoryShares Developed Enhanced Volatility Wtd ETF | 35.2% | +26 bp | +0.4% |
| EFAV | iShares MSCI EAFE Min Vol Factor ETF | 33.0% | -3 bp | +0.4% |
| TPIF | Timothy Plan International ETF | 32.4% | +37 bp | +0.5% |
| STXI | Strive International Developed Markets ETF | 30.2% | +4 bp | +0.6% |
| RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 29.8% | +4 bp | +2.5% |
| QEFA | SPDR MSCI EAFE StrategicFactors ETF | 29.5% | +5 bp | +1.0% |
| DOL | WisdomTree International LargeCap Dividend Fund | 29.2% | +23 bp | +1.6% |
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 12/23/2024
Peer Group Comparison Sample data. Subscribe for access.
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
6.4%
Cat. Avg
7.5%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.5% and a standard deviation of
2.7%. 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. | 35.6 | 19.0 | 54.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .