Invesco S&P 500® Low Volatility ETF (SPLV): Historical Returns

Data Source: from January 2012 to February 2024 (~12 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
Invesco S&P 500® Low Volatility ETF (SPLV) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.61%
February 2024

In the last 10 Years, the Invesco S&P 500® Low Volatility ETF (SPLV) ETF obtained a 9.03% compound annual return, with a 12.31% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Feb 29, 2024

The Invesco S&P 500® Low Volatility ETF (SPLV) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~12Y)
Invesco S&P 500® Low Volatility ETF (SPLV) ETF n.a. n.a. 1.61 5.91 6.60 6.59 9.03 10.19
US Inflation Adjusted return 1.61 4.71 3.79 2.39 6.09 7.42
Returns over 1 year are annualized | Available data source: since Jan 2012
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the Invesco S&P 500® Low Volatility ETF (SPLV) ETF granted a 2.43% dividend yield. If you are interested in getting periodic income, please refer to the Invesco S&P 500® Low Volatility ETF (SPLV) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 2.37$, with a total return of 137.41% (9.03% annualized).

The Inflation Adjusted Capital now would be 1.81$, with a net total return of 80.57% (6.09% annualized).
An investment of 1$, since January 2012, now would be worth 3.25$, with a total return of 225.48% (10.19% annualized).

The Inflation Adjusted Capital now would be 2.39$, with a net total return of 138.81% (7.42% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Invesco S&P 500® Low Volatility ETF (SPLV) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Advanced Metrics
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~12Y)
Investment Return (%) 1.61 4.95 5.91 6.60 7.80 6.59 9.03 10.19
Infl. Adjusted Return (%) details 1.61 4.39 4.71 3.79 2.16 2.39 6.09 7.42
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.58
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -7.52 -14.40 -21.37 -21.37 -21.37
Start to Recovery (# months) details 9 26* 15 15 15
Start (yyyy mm) 2023 05 2022 01 2020 02 2020 02 2020 02
Start to Bottom (# months) 6 9 2 2 2
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 3 17 13 13 13
End (yyyy mm) 2024 01 - 2021 04 2021 04 2021 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-14.40 -14.40 -14.40
Start to Recovery (# months) details 26* 26* 26*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 3 17 17 17 17
End (yyyy mm) 2024 01 - - - -
Longest negative period (# months) details 8 27 27 27 27
Period Start (yyyy mm) 2023 03 2021 08 2021 08 2021 08 2021 08
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -5.34 -1.30 -1.30 -1.30 -1.30
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.87 -19.02 -21.14 -21.14 -21.14
Start to Recovery (# months) details 10 26* 15 15 15
Start (yyyy mm) 2023 05 2022 01 2020 02 2020 02 2020 02
Start to Bottom (# months) 6 22 2 2 2
Bottom (yyyy mm) 2023 10 2023 10 2020 03 2020 03 2020 03
Bottom to End (# months) 4 4 13 13 13
End (yyyy mm) 2024 02 - 2021 04 2021 04 2021 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-19.02 -19.02 -19.02
Start to Recovery (# months) details 26* 26* 26*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4
End (yyyy mm) 2024 02 - - - -
Longest negative period (# months) details 9 34 54 54 54
Period Start (yyyy mm) 2023 03 2021 04 2019 05 2019 05 2019 05
Period End (yyyy mm) 2023 11 2024 01 2023 10 2023 10 2023 10
Annualized Return (%) -0.77 -0.52 -0.26 -0.26 -0.26
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 10.54 14.04 14.57 12.31 11.81
Sharpe Ratio 0.13 0.39 0.33 0.64 0.52
Sortino Ratio 0.17 0.55 0.43 0.85 0.70
Ulcer Index 3.45 5.83 7.17 5.31 4.87
Ratio: Return / Standard Deviation 0.63 0.56 0.45 0.73 0.86
Ratio: Return / Deepest Drawdown 0.88 0.54 0.31 0.42 0.48
% Positive Months details 66% 55% 56% 60% 61%
Positive Months 8 20 34 72 90
Negative Months 4 16 26 48 56
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 9.03 12.75
Worst 10 Years Return (%) - Annualized 8.30
Best 10 Years Return (%) - Annualized 6.09 10.38
Worst 10 Years Return (%) - Annualized 5.37
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 27.63 15.90 13.02 9.03
Worst Rolling Return (%) - Annualized -8.76 1.89 5.61
% Positive Periods 79% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.93 31.71 21.91 14.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.64 6.55
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 24.74 12.86 11.30 6.09
Worst Rolling Return (%) - Annualized -10.62 -2.90 1.52
% Positive Periods 71% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.93 31.71 21.91 14.69
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.64 6.55
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2012 - Feb 2024)
Best Rolling Return (%) - Annualized 27.63 16.72 14.22 12.75
Worst Rolling Return (%) - Annualized -8.76 1.89 5.61 8.30
% Positive Periods 83% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.93 31.71 21.91 14.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.64 6.00
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 24.74 15.56 12.70 10.38
Worst Rolling Return (%) - Annualized -10.62 -2.90 1.52 5.37
% Positive Periods 77% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.93 31.71 21.91 14.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.64 6.00
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Invesco S&P 500® Low Volatility ETF (SPLV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs SPLV
Asset Class 1 Year 5 Years 10 Years Since
Jan 2012
VTI
US Total Stock Market
0.81
0.82
0.81
0.80
SPY
US Large Cap
0.83
0.84
0.83
0.82
IJR
US Small Cap
0.61
0.70
0.69
0.68
VNQ
US REITs
0.78
0.86
0.83
0.81
QQQ
US Technology
0.49
0.66
0.65
0.64
PFF
Preferred Stocks
0.66
0.72
0.67
0.65
EFA
EAFE Stocks
0.93
0.79
0.73
0.71
VT
World All Countries
0.86
0.82
0.80
0.78
EEM
Emerging Markets
0.73
0.59
0.56
0.54
VGK
Europe
0.93
0.80
0.73
0.70
VPL
Pacific
0.80
0.69
0.65
0.65
FLLA
Latin America
0.73
0.65
0.51
0.50
BND
US Total Bond Market
0.67
0.43
0.39
0.38
TLT
Long Term Treasuries
0.70
0.17
0.17
0.15
BIL
US Cash
0.23
-0.11
-0.09
-0.11
TIP
TIPS
0.69
0.58
0.50
0.46
LQD
Invest. Grade Bonds
0.72
0.58
0.54
0.52
HYG
High Yield Bonds
0.79
0.74
0.70
0.69
CWB
US Convertible Bonds
0.59
0.64
0.64
0.63
BNDX
International Bonds
0.54
0.47
0.44
0.43
EMB
Emerg. Market Bonds
0.81
0.73
0.65
0.63
GLD
Gold
0.33
0.36
0.21
0.18
DBC
Commodities
0.21
0.46
0.32
0.31

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.37% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.83
-14.40% Jan 2022 Sep 2022 9 in progress 17 26 6.74
-6.79% Dec 2018 Dec 2018 1 Feb 2019 2 3 3.41
-5.36% Aug 2015 Sep 2015 2 Oct 2015 1 3 3.67
-5.09% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.46
-5.04% Aug 2016 Oct 2016 3 Feb 2017 4 7 2.82
-4.33% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.01
-4.00% Jul 2014 Jul 2014 1 Oct 2014 3 4 1.87
-3.26% Sep 2018 Oct 2018 2 Nov 2018 1 3 1.64
-3.15% Mar 2015 Jun 2015 4 Jul 2015 1 5 1.73
-1.91% Dec 2015 Jan 2016 2 Mar 2016 2 4 0.95
-0.97% May 2019 May 2019 1 Jun 2019 1 2 0.56
-0.90% Dec 2017 Dec 2017 1 Jan 2018 1 2 0.52
-0.80% Apr 2016 Apr 2016 1 May 2016 1 2 0.46
-0.57% Jan 2015 Jan 2015 1 Feb 2015 1 2 0.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 42 2.9 Months 34.71%
 
DD = 0% 34.71%
 
0% < DD <= -5% 49 2.5 Months 40.50%
 
DD <= -5% 75.21%
 
-5% < DD <= -10% 21 5.8 Months 17.36%
 
DD <= -10% 92.56%
 
-10% < DD <= -15% 5 24.2 Months 4.13%
 
DD <= -15% 96.69%
 
-15% < DD <= -20% 3 40.3 Months 2.48%
 
DD <= -20% 99.17%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.14% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.84
-19.02% Jan 2022 Oct 2023 22 in progress 4 26 12.36
-6.85% Dec 2018 Dec 2018 1 Feb 2019 2 3 3.44
-5.68% Aug 2016 Oct 2016 3 Feb 2017 4 7 3.40
-5.47% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.17
-5.28% Mar 2015 Sep 2015 7 Oct 2015 1 8 3.05
-4.59% Feb 2018 Apr 2018 3 Jul 2018 3 6 3.42
-4.11% Jul 2014 Jul 2014 1 Oct 2014 3 4 1.93
-3.69% Sep 2018 Oct 2018 2 Nov 2018 1 3 1.86
-1.76% Dec 2015 Jan 2016 2 Mar 2016 2 4 0.84
-1.18% Apr 2016 Apr 2016 1 May 2016 1 2 0.68
-1.11% Dec 2017 Dec 2017 1 Jan 2018 1 2 0.64
-0.99% May 2019 May 2019 1 Jun 2019 1 2 0.57
-0.96% Oct 2019 Nov 2019 2 Dec 2019 1 3 0.58
-0.89% Jun 2021 Jun 2021 1 Jul 2021 1 2 0.52
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 43 2.8 Months 35.54%
 
DD = 0% 35.54%
 
0% < DD <= -5% 34 3.6 Months 28.10%
 
DD <= -5% 63.64%
 
-5% < DD <= -10% 20 6.1 Months 16.53%
 
DD <= -10% 80.17%
 
-10% < DD <= -15% 15 8.1 Months 12.40%
 
DD <= -15% 92.56%
 
-15% < DD <= -20% 8 15.1 Months 6.61%
 
DD <= -20% 99.17%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.37% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.83
-14.40% Jan 2022 Sep 2022 9 in progress 17 26 6.74
-6.79% Dec 2018 Dec 2018 1 Feb 2019 2 3 3.41
-5.36% Aug 2015 Sep 2015 2 Oct 2015 1 3 3.67
-5.09% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.46
-5.04% Aug 2016 Oct 2016 3 Feb 2017 4 7 2.82
-5.04% Aug 2013 Aug 2013 1 Oct 2013 2 3 2.96
-4.33% Feb 2018 Feb 2018 1 Jul 2018 5 6 3.01
-4.00% Jul 2014 Jul 2014 1 Oct 2014 3 4 1.87
-3.61% May 2013 May 2013 1 Jul 2013 2 3 2.30
-3.26% Sep 2018 Oct 2018 2 Nov 2018 1 3 1.64
-3.15% Mar 2015 Jun 2015 4 Jul 2015 1 5 1.73
-2.57% Jan 2014 Jan 2014 1 Feb 2014 1 2 1.49
-1.91% Dec 2015 Jan 2016 2 Mar 2016 2 4 0.95
-1.54% May 2012 May 2012 1 Jun 2012 1 2 0.89
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 58 2.5 Months 39.46%
 
DD = 0% 39.46%
 
0% < DD <= -5% 58 2.5 Months 39.46%
 
DD <= -5% 78.91%
 
-5% < DD <= -10% 22 6.7 Months 14.97%
 
DD <= -10% 93.88%
 
-10% < DD <= -15% 5 29.4 Months 3.40%
 
DD <= -15% 97.28%
 
-15% < DD <= -20% 3 49.0 Months 2.04%
 
DD <= -20% 99.32%
 
-20% < DD <= -25% 1 147.0 Months 0.68%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.14% Feb 2020 Mar 2020 2 Apr 2021 13 15 10.84
-19.02% Jan 2022 Oct 2023 22 in progress 4 26 12.36
-6.85% Dec 2018 Dec 2018 1 Feb 2019 2 3 3.44
-5.68% Aug 2016 Oct 2016 3 Feb 2017 4 7 3.40
-5.47% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.17
-5.28% Mar 2015 Sep 2015 7 Oct 2015 1 8 3.05
-5.26% Aug 2013 Aug 2013 1 Oct 2013 2 3 3.12
-4.59% Feb 2018 Apr 2018 3 Jul 2018 3 6 3.42
-4.11% Jul 2014 Jul 2014 1 Oct 2014 3 4 1.93
-3.69% Sep 2018 Oct 2018 2 Nov 2018 1 3 1.86
-3.65% May 2013 May 2013 1 Jul 2013 2 3 2.40
-2.81% Jan 2014 Jan 2014 1 Feb 2014 1 2 1.62
-1.76% Dec 2015 Jan 2016 2 Mar 2016 2 4 0.84
-1.43% Aug 2012 Aug 2012 1 Jan 2013 5 6 0.76
-1.34% May 2012 May 2012 1 Jun 2012 1 2 0.77
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 57 2.6 Months 38.78%
 
DD = 0% 38.78%
 
0% < DD <= -5% 45 3.3 Months 30.61%
 
DD <= -5% 69.39%
 
-5% < DD <= -10% 21 7.0 Months 14.29%
 
DD <= -10% 83.67%
 
-10% < DD <= -15% 15 9.8 Months 10.20%
 
DD <= -15% 93.88%
 
-15% < DD <= -20% 8 18.4 Months 5.44%
 
DD <= -20% 99.32%
 
-20% < DD <= -25% 1 147.0 Months 0.68%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.76 04/2019
03/2020
0.91$ -1.60 0.98$ 8.79 1.08$ 19.04 1.19$ 27.63 01/2019
12/2019
1.27$ 6.60 20.18%
2Y -2.22 01/2022
12/2023
0.95$ 4.87 1.09$ 9.75 1.20$ 13.17 1.28$ 21.65 04/2020
03/2022
1.47$ 2.58 3.09%
3Y 1.89 10/2019
09/2022
1.05$ 6.00 1.19$ 10.23 1.33$ 11.96 1.40$ 15.90 01/2019
12/2021
1.55$ 7.80 0.00%
5Y 5.61 10/2018
09/2023
1.31$ 7.38 1.42$ 9.64 1.58$ 11.53 1.72$ 13.02 10/2014
09/2019
1.84$ 6.59 0.00%
7Y 7.29 10/2016
09/2023
1.63$ 7.91 1.70$ 9.83 1.92$ 10.64 2.02$ 11.51 08/2014
07/2021
2.14$ 7.88 0.00%
10Y 9.03 03/2014
02/2024
2.37$ 9.03 2.37$ 9.03 2.37$ 9.03 2.37$ 9.03 03/2014
02/2024
2.37$ 9.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 01/2022
12/2022
0.89$ -5.44 0.94$ 6.94 1.06$ 15.65 1.15$ 24.74 01/2019
12/2019
1.24$ 3.79 28.44%
2Y -7.11 11/2021
10/2023
0.86$ 1.05 1.02$ 6.55 1.13$ 10.74 1.22$ 15.26 04/2020
03/2022
1.32$ -1.67 13.40%
3Y -2.90 10/2019
09/2022
0.91$ 1.16 1.03$ 7.58 1.24$ 10.29 1.34$ 12.86 02/2017
01/2020
1.43$ 2.16 4.71%
5Y 1.52 10/2018
09/2023
1.07$ 3.37 1.18$ 7.35 1.42$ 9.52 1.57$ 11.30 10/2014
09/2019
1.70$ 2.39 0.00%
7Y 3.64 10/2016
09/2023
1.28$ 4.31 1.34$ 6.67 1.57$ 8.27 1.74$ 9.37 08/2014
07/2021
1.87$ 4.27 0.00%
10Y 6.09 03/2014
02/2024
1.80$ 6.09 1.80$ 6.09 1.80$ 6.09 1.80$ 6.09 03/2014
02/2024
1.80$ 6.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.76 04/2019
03/2020
0.91$ -0.84 0.99$ 10.57 1.10$ 19.33 1.19$ 27.63 01/2019
12/2019
1.27$ 6.60 16.30%
2Y -2.22 01/2022
12/2023
0.95$ 5.68 1.11$ 10.91 1.23$ 14.79 1.31$ 21.65 04/2020
03/2022
1.47$ 2.58 2.44%
3Y 1.89 10/2019
09/2022
1.05$ 6.31 1.20$ 10.96 1.36$ 13.66 1.46$ 16.72 01/2012
12/2014
1.59$ 7.80 0.00%
5Y 5.61 10/2018
09/2023
1.31$ 7.93 1.46$ 10.78 1.66$ 12.76 1.82$ 14.22 12/2012
11/2017
1.94$ 6.59 0.00%
7Y 7.29 10/2016
09/2023
1.63$ 8.29 1.74$ 10.29 1.98$ 12.89 2.33$ 13.80 01/2013
12/2019
2.47$ 7.88 0.00%
10Y 8.30 11/2013
10/2023
2.21$ 8.88 2.34$ 9.91 2.57$ 11.81 3.05$ 12.75 01/2012
12/2021
3.31$ 9.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 01/2022
12/2022
0.89$ -4.08 0.95$ 8.80 1.08$ 16.77 1.16$ 24.74 01/2019
12/2019
1.24$ 3.79 22.96%
2Y -7.11 11/2021
10/2023
0.86$ 1.76 1.03$ 8.98 1.18$ 12.93 1.27$ 18.90 01/2013
12/2014
1.41$ -1.67 10.57%
3Y -2.90 10/2019
09/2022
0.91$ 2.19 1.06$ 8.80 1.28$ 11.80 1.39$ 15.56 02/2012
01/2015
1.54$ 2.16 3.60%
5Y 1.52 10/2018
09/2023
1.07$ 3.93 1.21$ 8.29 1.48$ 11.27 1.70$ 12.70 12/2012
11/2017
1.81$ 2.39 0.00%
7Y 3.64 10/2016
09/2023
1.28$ 4.63 1.37$ 7.82 1.69$ 11.22 2.10$ 11.99 01/2013
12/2019
2.20$ 4.27 0.00%
10Y 5.37 11/2013
10/2023
1.68$ 5.93 1.77$ 7.15 1.99$ 9.14 2.39$ 10.38 01/2012
12/2021
2.68$ 6.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco S&P 500® Low Volatility ETF (SPLV) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Invesco S&P 500® Low Volatility ETF (SPLV) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.49
60%
-2.94
20%
0.60
80%
2.62
80%
-1.06
40%
0.60
40%
3.48
100%
0.42
60%
-3.35
20%
1.59
40%
3.18
60%
2.82
80%
Best 3.0
2020
1.6
2024
7.0
2021
6.4
2020
1.1
2021
4.1
2023
7.4
2020
2.8
2020
2.2
2019
7.0
2022
6.2
2020
9.7
2021
Worst -4.6
2022
-9.5
2020
-13.1
2020
-2.4
2022
-5.2
2023
-4.3
2022
0.9
2023
-3.0
2023
-8.3
2022
-2.9
2020
-1.3
2021
-1.7
2022
Monthly Seasonality over the period Feb 2012 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.51
60%
-0.82
50%
1.16
70%
1.25
60%
0.18
70%
1.04
50%
2.28
90%
0.16
60%
-1.84
20%
1.63
50%
2.89
80%
1.00
60%
Best 6.7
2019
4.4
2017
7.0
2021
6.4
2020
2.7
2017
5.7
2016
7.4
2020
3.8
2014
2.2
2019
7.0
2022
6.2
2020
9.7
2021
Worst -4.6
2022
-9.5
2020
-13.1
2020
-2.4
2022
-5.2
2023
-4.3
2022
-4.0
2014
-5.0
2015
-8.3
2022
-2.9
2018
-1.3
2021
-6.8
2018
Monthly Seasonality over the period Feb 2012 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.52
54%
0.02
62%
1.62
75%
1.45
67%
-0.28
58%
1.28
58%
2.42
92%
-0.36
50%
-1.23
33%
1.74
58%
2.49
75%
0.87
58%
Best 6.7
2019
4.4
2017
7.0
2021
6.4
2020
2.7
2017
5.7
2016
7.4
2020
3.8
2014
2.2
2019
7.0
2022
6.2
2020
9.7
2021
Worst -4.6
2022
-9.5
2020
-13.1
2020
-2.4
2022
-5.2
2023
-4.3
2022
-4.0
2014
-5.0
2013
-8.3
2022
-2.9
2018
-1.3
2021
-6.8
2018
Monthly Seasonality over the period Feb 2012 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Invesco S&P 500® Low Volatility ETF (SPLV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

INVESCO S&P 500® LOW VOLATILITY ETF (SPLV) ETF
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2012 - 29 February 2024 (~12 years)
72 Positive Months (60%) - 48 Negative Months (40%)
90 Positive Months (62%) - 56 Negative Months (38%)
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(Scroll down to see all data)
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