(SPLV) SP500 Low Volatility - NYSE

ETF Category: Large Value | Exchange: NYSE (USA) | Market Cap: 6.937m USD | Total Return: 2.1% in 12m

Equity Securities, Index Funds, Investment Shares
Total Rating 37
Safety 42
Buy Signal -1.29
Large Value
Category Rotation: +1.4
TER: 0.25%
AUM: 6.94B
Avg Turnover: 199M
Risk 3d forecast
Volatility12.3%
VaR 5th Pctl2.29%
VaR vs Median3.36%
Reward TTM
Sharpe Ratio-0.22
Rel. Str. IBD26.5
Rel. Str. Peer Group3.6
Character TTM
Beta0.179
Beta Downside0.207
Hurst Exponent0.502
Drawdowns 3y
Max DD9.64%
CAGR/Max DD0.81
CAGR/Mean DD3.07

Warnings

Volatile

Tailwinds

No distinct edge detected

Description: SPLV SP500 Low Volatility

The Invesco S&P 500 Low Volatility ETF (SPLV) tracks the S&P 500 Low Volatility Index by investing at least 90% of its assets in the 100 stocks within the S&P 500 that exhibited the lowest realized volatility over the previous 12 months. This strategy aims to provide exposure to large-cap U.S. equities while mitigating downside risk during periods of market turbulence.

The funds methodology often leads to high concentrations in defensive sectors such as Utilities and Consumer Staples, which typically possess stable cash flows and inelastic demand for their services. By rebalancing quarterly, the ETF adjusts its holdings to reflect recent shifts in market standard deviation across various industry groups. You can further analyze these defensive metrics and valuation trends on ValueRay.

Launched in 2011, SPLV functions as a Large Value vehicle designed for investors seeking capital preservation alongside equity participation. The underlying index is strictly maintained by S&P Dow Jones Indices LLC to ensure the portfolio remains aligned with its low-variance mandate.

Headlines to Watch Out For
  • Market volatility spikes drive defensive rotation into low beta equities
  • Relative performance lags during aggressive growth-led bull markets
  • Interest rate sensitivity increases due to heavy utility and consumer staple weighting
  • Quarterly index rebalancing shifts exposure toward least volatile S&P 500 sectors
What is the price of SPLV shares?

As of June 09, 2026, the stock is trading at USD 72.47 with a total of 2,962,602 shares traded.
Over the past week, the price has changed by +1.63%, over one month by -0.03%, over three months by -3.93% and over the past year by +2.09%.

Is SPLV a buy, sell or hold?

SP500 Low Volatility has no consensus analysts rating.