(SPLV) SP500 Low Volatility - Overview
Etf: Low-Volatility, Stocks, S&P, Equity, ETF
Dividends
| Dividend Yield | 2.07% |
| Yield on Cost 5y | 2.92% |
| Yield CAGR 5y | 8.95% |
| Payout Consistency | 96.3% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 9.62% |
| Relative Tail Risk | 4.31% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -2.20 |
| Character TTM | |
|---|---|
| Beta | 0.365 |
| Beta Downside | 0.391 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.64% |
| CAGR/Max DD | 0.85 |
Description: SPLV SP500 Low Volatility January 07, 2026
The Invesco S&P 500® Low Volatility ETF (NYSE ARCA: SPLV) seeks to track an index that selects the 100 S&P 500 constituents with the lowest realized volatility over the prior 12 months, investing at least 90 % of its assets in those securities under strict index-provider guidelines.
Key metrics (as of Q4 2025): ticker SPLV, expense ratio ≈ 0.25 %, dividend yield ≈ 2.5 % annualized, and assets under management roughly $30 billion. The portfolio is weighted toward defensive sectors-Utilities, Consumer Staples, and Health Care together account for about 45 % of holdings, reflecting their historically lower price swings.
Economic drivers that tend to boost SPLV’s relative performance include a flattening equity risk premium, heightened market uncertainty, and a rising interest-rate environment that pressures high-beta growth stocks; under such conditions, low-volatility, dividend-paying equities often attract capital as investors seek downside protection.
For a deeper, data-rich analysis of SPLV’s risk-adjusted returns and sector dynamics, you may find ValueRay’s toolkit useful.
What is the price of SPLV shares?
Over the past week, the price has changed by +1.64%, over one month by +4.69%, over three months by +6.61% and over the past year by +6.00%.
Is SPLV a buy, sell or hold?
What are the forecasts/targets for the SPLV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 80.8 | 7.9% |
SPLV Fundamental Data Overview February 02, 2026
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 = 7.39b USD (7.39b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 7.39b)
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 7.39b / 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 = 7.26% (E(7.39b)/V(7.39b) * Re(7.26%) + (debt-free company))
Discount Rate = 7.26% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)