See what your fund actually adds

Invesco S&P MidCap Low Volatility ETF XMLV

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

Fund and replication metrics

XMLV compared with its replication portfolio
MeasureXMLVReplication
Annualized growth5.7%6.3%
Annualized volatility13.8%14.8%
Sharpe ratio0.470.49
Maximum drawdown16.5%18.3%
Replication fit (R²)0.87 · Tracking error 5.1%

Replication portfolio

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

XMLV replication basket weights
TickerBuilding blockWeight
VBRSmall-Cap · Value39.8%
VNQSector · Real Estate23.5%
XLPSector · Cons Staples20.4%
XLUSector · Utilities16.2%