Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EELV (Invesco S&P Emerging Markets Low Volatility ETF) | 14.30% | 16.71% | 8.13% | 9.34% | 4.76% | NA | NA | 3.88% |
Data as of 08/05/2025, AR inception is 01/13/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EELV (Invesco S&P Emerging Markets Low Volatility ETF) | 01/13/2012 | 08/05/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.97 | 16.71 | 8.13 | 9.34 | 4.76 | NA | NA | 3.88 | 14.30 | 1.90 | 8.85 | -3.98 | 16.15 | -3.86 | 8.69 | -5.34 | 24.87 | 5.32 | -18.77 | -4.94 | -1.76 | 17.60 |
| Sharpe Ratio | NA | 0.72 | 0.39 | 0.65 | 0.22 | NA | NA | 0.18 | 1.63 | -0.16 | 0.51 | -0.39 | 1.54 | -0.16 | 0.71 | -0.48 | 2.89 | 0.30 | -1.05 | -0.37 | -0.13 | 1.38 |
| Standard Deviation(%) | NA | 12.09 | 11.43 | 11.45 | 14.55 | NA | NA | 14.34 | 12.48 | 10.63 | 10.32 | 13.74 | 10.50 | 25.44 | 10.12 | 14.06 | 8.42 | 17.13 | 17.87 | 13.35 | 14.01 | 13.32 |
| Draw Down(%) | NA | 11.79 | 13.26 | 19.04 | 36.42 | NA | NA | 36.42 | 7.94 | 9.80 | 9.67 | 19.04 | 4.87 | 33.37 | 9.19 | 15.44 | 2.90 | 11.40 | 26.59 | 16.69 | 14.75 | 10.11 |
| Yield(%) | 0.00 | 5.39 | 4.39 | 4.72 | 3.67 | 2.84 | 2.13 | 3.28 | 2.67 | 4.59 | 4.19 | 3.23 | 4.83 | 2.60 | 3.12 | 4.86 | 3.52 | 2.42 | 2.03 | 3.08 | 2.00 | 1.14 |
Data as of 08/05/2025, AR inception is 01/13/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EELV (Invesco S&P Emerging Markets Low Volatility ETF) |
-9.04%
Jan 2013 - Jan 2016 |
-4.14%
Mar 2015 - Mar 2020 |
0.63%
Sep 2012 - Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EELV (Invesco S&P Emerging Markets Low Volatility ETF) |
13.78%
Mar 2020 - Mar 2023 |
11.02%
Mar 2020 - Mar 2025 |
4.58%
Jul 2015 - Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart