Russell 1000 Low Volatility ETF (LVOL)

Description

The LVOL ETF contains 78 constituents. It is focused on blend holdings in the North America region.

Price $39.57 as of 2022-10-19

Cost/Risk/Yield

Dividend yield1.2%
Expense ratio0.29%
Average spread0.126%
1Y roundtrip cost0.416%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-7.0%-2.0%4.0%-6.3%-0.4%-6.5%5.9%-3.6%-8.0%3.8%-19.9%
20211.6%4.1%4.5%1.1%2.5%3.9%2.9%-5.8%6.0%-1.0%5.5%25.3%
-7.0%-0.3%8.1%-1.8%0.7%-4.0%9.9%-0.6%-13.9%9.8%-1.0%5.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.120.200.32
20210.090.140.120.150.49
0.000.000.210.000.000.340.000.000.120.000.000.15

Sectors and Top Holdings

Security % Assets
Alphabet Inc. Class A5.06%
Apple Inc.3.60%
Microsoft Corporation3.09%
Adobe Inc.2.54%
Accenture Plc Class A2.52%
Coca-Cola Company2.52%
S&P Global, Inc.2.50%
Visa Inc. Class A2.50%
Intuit Inc.2.38%
Starbucks Corporation2.30%
Procter & Gamble Company2.28%
Broadcom Inc.2.20%
Johnson & Johnson2.19%
Amazon.com, Inc.2.11%
Meta Platforms Inc. Class A2.02%
Top 15 Weights39.81%

Compare with similar ETFs

LVOL FDLO GSLC JQUA QLC VSLU
Product nameRussell 1000 Low Volatility ETFFidelity Low Volatility Factor ETFGoldman Sachs ActiveBeta International Equity ETFJPMorgan U.S. Quality Factor ETFFlexShares US Quality Large Cap Index FundApplied Finance Valuation Large Cap ETF
IssuerAmerican CenturyFidelityGoldman SachsJPMorganFlexSharesApplied Finance
Price$39.574$44.01$72.48$35.9$40.779$22.296
Expense Ratio0.29%0.29%better0.09%better0.12%worse0.32%worse0.49%
Average Spread0.126%0.114%0.028%0.056%0.147%0.314%
AUM$5,909,070$444,633,000$11,181,300,000$322,657,000$116,846,000$7,226,690
Shares149,31710,102,991154,267,8428,987,6602,865,358324,125
Average Daily Volume57356,653515,038157,94016,8772,197
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2021-01-122016-09-122015-09-212017-11-082015-09-242021-04-29
Index TrackedNo Underlying IndexFidelity U.S. Low Volatility Factor IndexGoldman Sachs ActiveBeta U.S. Large Cap Equity IndexJ.P. Morgan US Quality Factor IndexNorthern Trust Quality Large Cap IndexNo Underlying Index
CategoryLarge Cap Blend EquitiesVolatility Hedged EquityLarge Cap Growth EquitiesLarge Cap Growth EquitiesLarge Cap Growth Equitiesn/a
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge/Mid CapsLarge CapsLarge Caps
Value or GrowthBlendGrowthBlendGrowthBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.Broad
Annual Dividend Rate$0.476$0.506$1.188$0.485$0.585$0.161
Annual Dividend Yield0.012%0.011%0.016%0.014%0.014%0.007%
Number of Holdings78127453263157277
YTD Return-19.23%-14.93%-22.96%-20.54%-21.12%-21.43%
Beta0.780.870.970.931.000.87
Upside Beta-0.170.580.540.590.61-0.19
Downside Beta-0.390.19-0.020.58-0.06-0.63
Volatility 1Y18.67%18.23%22.39%21.02%22.15%20.85%
Sharpe Ratio 3Y0.000.550.480.560.450.00
Treynor Ratio 3Y0.000.010.010.010.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew