PowerShares S&P 500 Low Volatility Portfolio ETF (SPLV)

Description

The investment seeks to track the performance of the S&P 500 Low Volatility. The SPLV ETF contains 100 constituents. It is focused on blend holdings in the North America region.

Price $57.86 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.07%
Expense ratio0.25%
Average spread0.017%
1Y roundtrip cost0.267%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.6%-2.3%5.4%-2.4%-0.5%-4.3%4.2%-1.9%-8.3%0.1%-14.6%
2021-1.8%-1.2%7.0%4.1%1.1%-0.1%3.7%1.8%-5.1%4.7%-1.3%9.7%22.6%
20203.0%-9.5%-13.1%6.7%0.3%-0.4%7.4%2.8%-1.8%-2.9%6.2%2.0%0.9%
20196.7%4.0%2.3%2.3%-1.0%3.7%1.1%2.3%2.2%-0.4%-0.0%1.7%25.1%
20182.4%-4.3%0.9%-0.6%0.7%1.4%3.5%1.8%-0.4%-2.9%4.7%-6.8%0.4%
20170.8%4.4%-0.0%1.0%2.7%-0.3%1.4%0.8%0.8%1.8%3.9%-0.9%16.2%
2016-1.8%1.0%6.0%-0.8%1.7%5.7%0.2%-1.9%-0.9%-2.3%0.5%2.6%10.1%
2015-0.6%1.5%-0.3%-2.0%0.9%-1.7%4.3%-5.0%-0.4%6.9%1.1%-0.2%4.4%
2014-2.6%3.8%2.1%1.9%1.1%2.2%-4.0%3.8%-0.9%4.9%2.9%1.2%16.4%
20134.9%2.8%4.9%3.8%-3.6%0.8%4.2%-5.0%2.0%4.6%1.1%1.1%21.6%
2012-0.6%1.8%2.9%1.1%-1.5%4.2%2.0%-0.9%1.7%0.0%-0.2%-0.7%9.8%
2011-1.2%-2.3%0.1%-2.1%6.0%1.0%3.1%4.5%
5.8%2.0%18.0%14.9%1.9%10.1%25.8%-1.3%-13.1%20.4%19.8%12.9%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.100.110.110.110.110.110.110.110.111.00
20210.080.080.080.080.080.080.080.090.090.100.100.94
20200.120.120.120.120.120.110.100.100.070.070.070.071.19
20190.090.100.100.100.100.100.100.100.100.100.110.111.21
20180.070.080.090.080.080.090.090.090.080.090.090.091.01
20170.070.080.080.080.080.080.080.080.080.080.080.070.97
20160.070.070.070.070.070.080.070.070.070.070.070.070.84
20150.070.080.080.080.080.070.070.070.070.070.070.070.88
20140.070.070.070.070.070.070.070.070.070.070.070.070.84
20130.070.070.070.070.070.070.070.070.070.080.070.070.86
20120.070.070.070.060.060.070.070.070.060.060.070.110.83
20110.080.110.060.070.070.070.080.55
0.890.920.930.920.931.021.030.990.860.850.870.92

Sectors and Top Holdings

Security % Assets
Verizon Communications Inc.1.36%
Procter & Gamble Company1.33%
Republic Services, Inc.1.31%
PepsiCo, Inc.1.31%
McDonald\'s Corporation1.30%
Merck & Co., Inc.1.28%
Hershey Company1.26%
Waste Management, Inc.1.25%
Arthur J. Gallagher & Co.1.24%
Colgate-Palmolive Company1.24%
Marsh & McLennan Companies, Inc.1.23%
Costco Wholesale Corporation1.23%
Intercontinental Exchange, Inc.1.22%
Mondelez International, Inc. Class A1.22%
Johnson & Johnson1.17%
Top 15 Weights18.95%

Compare with similar ETFs

SPLV FVD GBLO JEPI USMV VPU
Product namePowerShares S&P 500 Low Volatility Portfolio ETFFirst Trust Value Line Dividend Index FundGlobal Beta Low Beta ETFJPMorgan Equity Premium Income ETFiShares MSCI USA Minimum Volatility ETFVanguard Utilities ETF
IssuerInvescoFirst TrustGlobal BetaJPMorganiSharesVanguard
Price$57.86$36.28$26.5646$51.62$66.82$135.65
Expense Ratio0.25%worse0.7%worse0.29%worse0.35%better0.15%better0.1%
Average Spread0.017%0.028%0.075%0.058%0.015%0.022%
AUM$7,325,210,000$10,832,500,000$1,287,980$3,811,400,000$25,120,600,000$4,668,410,000
Shares126,602,262298,581,78348,48573,835,639375,943,71334,415,107
Average Daily Volume3,350,3701,216,0426,5103,383,9994,429,510392,390
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2011-05-052003-08-192020-07-242020-05-202011-10-182004-01-26
Index TrackedS&P 500 Low VolatilityValue Line Dividend (TR)Global Beta Low Beta Factor IndexNo Underlying IndexMSCI USA Minimum Volatility IndexMSCI US Investable Market Utilities 25/50 Index
CategoryVolatility Hedged EquityLarge Cap Blend EquitiesLarge Cap Blend EquitiesLarge Cap Blend EquitiesLarge Cap Growth EquitiesUtilities Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge/Mid CapsLarge CapsLarge CapsLarge CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendValue
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$1.199$0.835$0$5.78$1.072$4.446
Annual Dividend Yield0.021%0.023%0.000%0.112%0.016%0.033%
Number of Holdings1002051009118363
YTD Return-14.35%-14.40%3.21%-11.50%-16.45%-11.28%
Beta0.820.860.470.580.790.91
Upside Beta0.040.210.480.280.060.29
Downside Beta-0.270.070.27-0.20-0.240.09
Volatility 1Y16.34%16.44%14.87%14.82%17.34%19.85%
Sharpe Ratio 3Y0.050.170.000.000.140.00
Treynor Ratio 3Y0.000.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew