PowerShares S&P 500 Value With Momentum Portfolio (SPVM)

Description

The investment seeks to track the performance of the S&P 500 High Momentum Value Index. The SPVM ETF contains 99 constituents. It is focused on blend holdings in the North America region.

Price $46.37 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.13%
Expense ratio0.39%
Average spread0.086%
1Y roundtrip cost0.476%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20221.0%1.7%2.5%-5.8%3.6%-11.9%6.1%-0.3%-8.8%4.7%-7.3%
20211.0%3.8%9.5%4.3%2.8%-1.7%-0.2%3.0%-3.7%4.9%-3.3%5.7%26.1%
2020-2.9%-10.6%-24.3%12.6%4.1%1.3%3.7%4.4%-2.4%-0.3%14.6%2.3%2.4%
20199.2%3.2%0.4%4.1%-5.9%7.1%1.5%-5.6%5.0%1.6%4.1%2.4%27.1%
20183.5%-3.5%-2.2%1.2%0.2%-0.3%4.1%0.3%-0.3%-4.1%1.7%-9.2%-8.8%
20171.6%3.4%-1.5%0.2%-0.6%2.1%1.8%-0.8%3.3%1.5%2.2%0.7%13.9%
2016-5.3%0.1%7.3%1.8%1.8%-1.6%4.9%2.1%-0.3%1.4%6.9%2.8%22.0%
2015-5.0%4.4%-2.0%1.9%0.8%-1.5%0.3%-6.3%-3.7%8.3%0.4%-2.4%-4.7%
2014-3.9%2.8%2.7%1.6%0.4%1.7%-0.3%2.2%-0.8%1.3%1.5%1.1%10.5%
20136.6%2.6%3.7%2.1%3.1%-2.1%5.6%-3.9%1.7%5.1%3.3%2.3%30.0%
20122.7%4.1%4.0%-3.0%-6.7%1.9%4.0%2.0%6.3%-0.0%-0.8%3.3%17.6%
2011-3.8%-6.5%-7.4%14.4%-6.1%5.0%-4.3%
8.6%11.9%0.2%21.0%3.5%-5.0%27.7%-9.4%-11.1%38.9%24.4%13.8%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.220.270.310.80
20210.200.160.190.54
20200.220.230.200.65
20190.210.310.230.281.04
20180.170.330.290.281.06
20170.010.180.220.230.65
20160.140.170.200.460.96
20150.140.190.190.240.76
20140.100.170.130.200.60
20130.100.110.130.200.54
20120.080.120.120.170.49
20110.140.130.27
0.000.001.590.000.002.240.000.001.960.000.002.58

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

SPVM FBCV ILCV PXLV STLV TPHD
Product namePowerShares S&P 500 Value With Momentum PortfolioFidelity Blue Chip Value ETFiShares Morningstar Value ETFPowerShares Russell Top 200 Pure Value Portfolio ETFiShares Factors US Value Style ETFTimothy Plan High Dividend Stock ETF
IssuerInvescoFidelityiSharesN/AiSharesTimothy
Price$46.37$26.75$58.55$46.37$24.731$28.49
Expense Ratio0.39%worse0.59%better0.04%0.39%better0.25%worse0.52%
Average Spread0.086%0.262%0.051%0.086%0.162%0.211%
AUM$33,575,100$92,203,700$684,475,000$0$6,121,540$130,113,000
Shares724,0703,446,86611,690,4340247,5254,566,954
Average Daily Volume5,17719,69737,4535,17721739,413
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2011-06-162020-06-032004-06-282011-06-162020-01-142019-04-29
Index TrackedS&P 500 High Momentum Value IndexNo Underlying IndexMorningstar US Large-Mid Cap Broad Value IndexS&P 500 High Momentum Value IndexRussell US Large Cap Factors Value Style IndexVictory US Large Cap High Dividend Volatility Weighted BRI Index
CategoryLarge Cap Value EquitiesLarge Cap Blend EquitiesLarge Cap Value EquitiesLarge Cap Value EquitiesAll Cap EquitiesAll Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid Caps
Value or GrowthBlendBlendValueValueValueBlend
RegionNorth AmericaEuropeNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.986$0.977$1.469$0.986$0.733$0.685
Annual Dividend Yield0.021%0.037%0.025%0.021%0.030%0.024%
Number of Holdings997854099199100
YTD Return-8.65%-8.06%-14.44%-8.65%-15.98%-10.71%
Beta1.050.820.951.050.920.89
Upside Beta0.050.590.140.050.680.80
Downside Beta-0.330.07-0.06-0.330.080.55
Volatility 1Y22.51%18.14%18.67%22.51%19.30%18.43%
Sharpe Ratio 3Y0.340.000.240.340.000.33
Treynor Ratio 3Y0.010.000.000.010.000.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew