Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPLV (Invesco S&P 500 Low Volatility ETF) | 4.95% | 14.27% | 7.82% | 9.90% | 9.26% | NA | NA | 10.57% |
Data as of 07/02/2025, AR inception is 05/05/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPLV (Invesco S&P 500 Low Volatility ETF) | 05/05/2011 | 07/02/2025 |
| 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.41 | 14.27 | 7.82 | 9.90 | 9.26 | NA | NA | 10.57 | 4.95 | 13.93 | 0.52 | -4.88 | 24.13 | -1.36 | 27.87 | -0.18 | 17.33 | 10.09 | 4.00 | 17.28 | 23.15 | 10.08 | 6.95 |
| Sharpe Ratio | NA | 0.71 | 0.31 | 0.66 | 0.49 | NA | NA | 0.64 | 0.34 | 1.13 | -0.29 | -0.37 | 2.25 | -0.05 | 2.78 | -0.12 | 2.82 | 0.87 | 0.26 | 1.79 | 2.18 | 1.20 | 0.56 |
| Standard Deviation(%) | NA | 13.39 | 12.72 | 12.84 | 15.86 | NA | NA | 14.81 | 16.53 | 9.14 | 11.02 | 17.01 | 10.69 | 34.52 | 9.49 | 12.90 | 5.94 | 11.34 | 15.21 | 9.62 | 10.62 | 8.42 | 19.19 |
| Draw Down(%) | NA | 9.10 | 14.79 | 17.27 | 36.25 | NA | NA | 36.25 | 9.10 | 7.04 | 9.78 | 17.27 | 5.79 | 36.25 | 3.60 | 11.51 | 2.74 | 7.73 | 11.30 | 4.81 | 7.13 | 5.90 | 12.48 |
| Yield(%) | 0.00 | 1.98 | 2.26 | 2.55 | 3.11 | 4.06 | 3.04 | 4.35 | 0.96 | 2.08 | 2.40 | 1.99 | 1.86 | 2.06 | 2.64 | 2.14 | 2.33 | 2.22 | 2.31 | 2.56 | 3.05 | 3.23 | 2.20 |
Data as of 07/02/2025, AR inception is 05/05/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLV (Invesco S&P 500 Low Volatility ETF) |
2.02%
Sep 2019 - Sep 2022 |
5.63%
Jun 2019 - Jun 2024 |
8.36%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPLV (Invesco S&P 500 Low Volatility ETF) |
17.45%
Nov 2011 - Nov 2014 |
14.98%
Jul 2011 - Jul 2016 |
12.84%
Aug 2011 - Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart