XSLV
Invesco S&P SmallCap Low Volatility ETF
Invesco S&P SmallCap Low Volatility Portfolio is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the performance of the S&P SmallCap 400 Low Volatility Index.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
326.1 M
ASSETS UNDER MGMT
25 bp
EXPENSES
Fund Basics
| Fund sponsor | Invesco |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Feb 12, 2013 |
| Assets (mns) | $326 |
| 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 +
| TWO HARBORS INVESTMENT CORP | 1.7 % |
| CARETRUST REIT INC | 1.2 % |
| LTC PROPERTIES INC | 1.2 % |
| ESSENTIAL PROPERTIES REALTY TRUST, INC. | 1.1 % |
| EMPLOYERS HOLDINGS INC | 1.1 % |
| FOUR CORNERS PROPERTY TRUST, INC. | 1.1 % |
| GETTY REALTY CORP | 1.1 % |
| PHILLIPS EDISON & COMPANY, INC. | 1.1 % |
| MADISON SQUARE GARDEN CO. CLASS A | 1.0 % |
| MDU RESOURCES GROUP INC | 1.0 % |
Constituent Breakdown
| Number of holdings | 118 |
| Herfindahl-Hirschman Index | 86 |
| Wgt avg mkt cap (mns) | $2,760 |
| Large cap (>$10bn) | 0.0% |
| Mid cap ($2-10bn) | 61.2% |
| Small cap (<$2bn) | 38.9% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 93.8 % |
 |
PUERTO RICO | 2.2 % |
 |
BERMUDA | 1.7 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 8.0% | 25.1% | 3.6% | 1.0% | 1.1% | 6.1% | 7.9% | Volatility | 15.2% | 15.7% | 17.2% | 17.6% | 24.6% | 19.7% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.81 | 55% |
| MSCI EAFE | 0.77 | 52% |
| MSCI Emg Mkts | 0.50 | 21% |
Liquidity Measures
| Avg. volume (000) | 17 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.25% |
| ADV of underlying (mns) | $2,155 |
Technical Indicators
| Recent close | $50.21 |
| 30d moving avg. | $47.67 |
| Annualized volatility | 18.9% |
| Relative strength (RSI) | 50 |
| Short interest (ETF) | 0.1% |
| Short interest (underlying) | 4.2% |
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. XSLV |
Expenses vs. XSLV |
ALTAR Score™ vs. XSLV |
|---|---|---|---|---|
| PSCF | Invesco S&P SmallCap Financials ETF | 26.6% | +4 bp | +1.6% |
| ESIX | SPDR S&P SmallCap 600 ESG ETF | 24.7% | -13 bp | +0.6% |
| IJT | iShares S&P Small-Cap 600 Growth ETF | 24.0% | -7 bp | -1.0% |
| VIOG | Vanguard S&P Small-Cap 600 Growth ETF | 23.2% | -10 bp | -1.0% |
| XJR | iShares ESG Screened S&P Small-Cap ETF | 23.1% | -13 bp | +0.2% |
| SLYG | SPDR S&P 600 Small Cap Growth ETF | 23.1% | -10 bp | -1.0% |
| SIXS | ETC 6 Meridian Small Cap Equity ETF | 22.5% | +64 bp | +1.4% |
| QVMS | Invesco S&P SmallCap 600 QVM Multi-factor ETF | 22.4% | -10 bp | +0.6% |
| IJR | iShares Core S&P Small Cap ETF | 22.2% | -19 bp | -0.2% |
| VIOO | Vanguard S&P Small-Cap 600 ETF | 21.5% | -15 bp | -0.2% |
Risk and Returns: XSLV 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 11/21/2024
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
XSLV
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
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™
XSLV
6.7%
Cat. Avg
5.4%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.4% and a standard deviation of
2.4%. XSLV's ALTAR Score™ is approximately
0.6 standard deviations
above
the category average. This places XSLV in the 71st percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
XSLVSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| XSLV (25 bp) Percentile rank | 26 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| XSLV | 25.0 | 25.0 | 50 |
| Peer Avg. | 29.7 | 13.9 | 43.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .