(XMLV) Invesco S&P MidCap Low - Ratings and Ratios
Stocks, Mid-Cap, Low-Volatility, S&P400
Dividends
| Dividend Yield | 2.80% |
| Yield on Cost 5y | 4.20% |
| Yield CAGR 5y | 9.98% |
| Payout Consistency | 95.4% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 11.9% |
| Value at Risk 5%th | 19.7% |
| Relative Tail Risk | 0.54% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.06 |
| Alpha | -7.03 |
| CAGR/Max DD | 0.59 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.297 |
| Beta | 0.519 |
| Beta Downside | 0.535 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.90% |
| Mean DD | 4.49% |
| Median DD | 3.82% |
Description: XMLV Invesco S&P MidCap Low November 30, 2025
The Invesco S&P MidCap Low Volatility ETF (XMLV) seeks to track an index that selects roughly 80 stocks from the S&P MidCap 400 ® that have exhibited the lowest realized volatility over the prior 12 months, and it must allocate at least 90 % of its assets to those index constituents.
Key quantitative points (as of the most recent public filings) include an expense ratio of 0.25 %, total assets under management of about $1.2 billion, and an annualized 30-day SEC yield near 2.1 %. The fund’s sector weighting tilts toward consumer staples and health-care, both historically less sensitive to economic cycles, which helps preserve its low-volatility mandate during periods of heightened market stress.
From a macro perspective, the fund’s performance is closely linked to the broader mid-cap market’s exposure to U.S. monetary policy; rising interest rates tend to compress equity valuations, but low-volatility mid-caps have historically shown lower beta and smaller drawdowns, offering a modest defensive edge when risk appetite wanes.
For a deeper quantitative breakdown, you might explore the fund’s risk-adjusted metrics on ValueRay.
What is the price of XMLV shares?
Over the past week, the price has changed by +0.88%, over one month by -0.25%, over three months by -0.59% and over the past year by +2.64%.
Is XMLV a buy, sell or hold?
What are the forecasts/targets for the XMLV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.8 | 8.9% |
XMLV Fundamental Data Overview December 05, 2025
Beta = 0.74
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 763.4m USD (763.4m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 763.4m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 763.4m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.93% (E(763.4m)/V(763.4m) * Re(7.93%) + (debt-free company))
Discount Rate = 7.93% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XMLV ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle