SPLV offers a straightforward low-volatility take on the S&P 500. It selects about 100 S&P 500 stocks with the lowest daily volatility over the past year. Least volatile stocks receive the highest weight in the portfolio. SPLV does not consider correlation among stocks, so it produces a basket of low-volatility stocks, not a minimum volatility portfolio, in contrast with iShares' USMV. The largely unconstrained fund makes sizable sector bets at times, which can change dramatically over successive quarterly rebalances. Volatility-based selection and weighting typically drive SPLV's market-cap and beta lower than its neutral benchmark.
公司网站 :
https://www.invesco.com/portal/site/us/investors/etfs/product-detail?productId=SPLV
总经理:-
建立时间:2011
公司总部:Invesco S&P 500 Low Volatility ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds