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
250.4 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) | $250 |
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 % |
ROYAL KPN NV | 0.7 % |
PEMBINA PIPELINE CORP | 0.7 % |
UNITED OVERSEAS BANK LTD | 0.7 % |
DEUTSCHE TELEKOM AG | 0.7 % |
LONDON STOCK EXCHANGE GROUP | 0.7 % |
SINGAPORE EXCHANGE LTD | 0.7 % |
OVERSEA-CHINESE BANKING CORP | 0.7 % |
DANONE | 0.6 % |
ZURICH FINANCIAL SERVICES AG | 0.6 % |
Constituent Breakdown
Number of holdings | 198 |
Herfindahl-Hirschman Index | 51 |
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 | 18.0 % | |
AUSTRALIA | 12.1 % | |
BRITAIN | 10.4 % | |
JAPAN | 8.5 % | |
FRANCE | 7.8 % | |
SINGAPORE | 6.1 % | |
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 | $28.48 |
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)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
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 | 48.5% | +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 | +1.1% |
CIZ | VictoryShares Developed Enhanced Volatility Wtd ETF | 35.2% | +26 bp | +0.8% |
TPIF | Timothy Plan International ETF | 32.4% | +37 bp | +0.5% |
EFAV | iShares MSCI EAFE Min Vol Factor ETF | 31.0% | -3 bp | +0.3% |
STXI | Strive International Developed Markets ETF | 30.1% | +4 bp | +0.6% |
RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 29.8% | +4 bp | +2.3% |
DOL | WisdomTree International LargeCap Dividend Fund | 29.1% | +23 bp | +1.6% |
QEFA | SPDR MSCI EAFE StrategicFactors ETF | 28.8% | +5 bp | +0.9% |
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.
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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 11/13/2024
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.
Some content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
6.3%
Cat. Avg
7.4%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.4% 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. | 35.1 | 18.4 | 53.5 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .