See what your fund actually adds

Invesco S&P 500 Low Volatility ETF SPLV

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SPLV compared with its replication portfolio
MeasureSPLVReplication
Annualized growth5.1%7.2%
Annualized volatility12.4%12.3%
Sharpe ratio0.460.63
Maximum drawdown16.1%15.9%
Replication fit (R²)0.92 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model SPLV’s historical return behavior.

SPLV replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol34.0%
XLPSector · Cons Staples30.5%
XLUSector · Utilities24.1%
XLVSector · Healthcare6.4%
VNQSector · Real Estate5.0%