Invesco S&P 500 Low Volatility ETF
Provider: Invesco
Invesco S P 500 Low Volatility ETF is an exchange-traded fund incorporated in the USA. The Fund tracks 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 measured by trailing 12 month standard deviation. The Fund's sector exposure is unconstrained and rebalances quarterly.
| Annualised Return | 9.96% |
| Realised Volatility | 11.56% |
| Downside Volatility | 8.44% |
| Max Drawdown | -21.39% |
| Winning months | 61.49% |
| Sharpe Ratio | 0.86 |
| Sortino Ratio | 1.18 |
| Calmar Ratio | 0.47 |
| Viking Ratio | 0.32 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.06% | 4.6% | 0.41% | -2.38% | 1.04% | -0.71% | -0.26% | 1.56% | 0.16% | -1.7% | 4.7% | ||
| 2024 | 0.94% | 1.61% | 3.09% | -3.13% | 2.59% | -0.28% | 4.35% | 5.23% | 1.04% | -0.91% | 5.6% | -6.34% | 13.93% |
| 2023 | 0.06% | -3.34% | 1.55% | 2.66% | -5.23% | 4.05% | 0.93% | -3% | -3.78% | -0.45% | 5.35% | 2.33% | 0.53% |
| 2022 | -4.62% | -2.29% | 5.44% | -2.43% | -0.53% | -4.27% | 4.24% | -1.86% | -8.33% | 6.97% | 5.68% | -1.71% | -4.88% |
| 2021 | -1.82% | -1.16% | 7.03% | 4.08% | 1.13% | -0.08% | 3.67% | 1.79% | -4.95% | 4.69% | -1.35% | 9.71% | 24.13% |
| 2020 | 2.99% | -9.51% | -13.12% | 6.68% | 0.33% | -0.39% | 7.44% | 2.84% | -1.77% | -2.88% | 6.2% | 2.04% | -1.39% |
| 2019 | 6.66% | 4.02% | 2.29% | 2.34% | -0.97% | 3.7% | 1.13% | 2.35% | 2.23% | -0.39% | 0% | 1.73% | 27.87% |
| 2018 | 2.44% | -4.33% | 0.89% | -0.61% | 0.65% | 1.45% | 3.54% | 1.77% | -0.36% | -2.91% | 4.68% | -6.79% | -0.19% |
| 2017 | 0.76% | 4.35% | -0.03% | 1.04% | 2.73% | -0.31% | 1.37% | 0.76% | 0.78% | 1.8% | 3.88% | -0.9% | 17.32% |
| 2016 | -1.76% | 0.99% | 5.99% | -0.8% | 1.68% | 5.74% | 0.22% | -1.91% | -0.89% | -2.32% | 0.53% | 2.59% | 10.09% |
| 2015 | -0.57% | 1.46% | -0.35% | -2.04% | 0.73% | -1.71% | 4.29% | -5.01% | -0.36% | 6.88% | 1.07% | -0.16% | 3.79% |
| 2014 | -2.54% | 3.79% | 2.07% | 1.9% | 1.03% | 2.24% | -4% | 3.85% | -0.86% | 4.89% | 2.89% | 1.19% | 17.28% |
| 2013 | 4.93% | 2.76% | 4.89% | 3.77% | -3.61% | 0.72% | 4.26% | -4.98% | 1.97% | 4.63% | 1.12% | 1.13% | 23.15% |
| 2012 | -0.55% | 1.82% | 2.87% | 1.06% | -1.54% | 4.17% | 2.03% | -0.86% | 1.7% | 0.01% | -0.38% | -0.52% | 10.08% |
| 2011 | 1.98% | -1.17% | -2.34% | 0.07% | -2.14% | 5.95% | 1.05% | 3.12% | 6.41% |