Summary
SPLV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 8.49% Volatility 12.78% Sharpe -0.22
Official loaded data — not a live quote.

INVESCO S&P 500 LOW VOLATILITY ETF

Symbol: SPLV

Exchange: NYSE

Sector: Utilities

Category: Large Value

Inception date: 05/05/2011

Latest date: 16/07/2026

Current price: $76.94

Expense ratio: 0.25%

Assets under management
$7.1B
1.60% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.47%

Ann. -40.11% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

-4.018

VaR 95%

-1.39%

CVaR 95%: -1.59%
Max drawdown: -6.17%
Sortino ratio: -5.169
Calmar ratio: -6.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.19%

Ann. 18.06% (Sharpe / Sortino numerator)

Volatility

9.48%

Sharpe ratio

1.521

VaR 95%

-0.96%

CVaR 95%: -1.32%
Max drawdown: -6.82%
Sortino ratio: 2.000
Calmar ratio: 2.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.24%

Ann. 5.32% (Sharpe / Sortino numerator)

Volatility

9.73%

Sharpe ratio

0.173

VaR 95%

-1.06%

CVaR 95%: -1.40%
Max drawdown: -6.82%
Sortino ratio: 0.244
Calmar ratio: 0.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.49%

Ann. 0.80% (Sharpe / Sortino numerator)

Volatility

12.78%

Sharpe ratio

-0.222

VaR 95%

-1.14%

CVaR 95%: -1.77%
Max drawdown: -8.09%
Sortino ratio: -0.285
Calmar ratio: 0.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.65%

Ann. 8.44% (Sharpe / Sortino numerator)

Volatility

11.62%

Sharpe ratio

0.414

VaR 95%

-1.13%

CVaR 95%: -1.63%
Max drawdown: -9.10%
Sortino ratio: 0.547
Calmar ratio: 0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

31.12%

Ann. 8.06% (Sharpe / Sortino numerator)

Volatility

10.97%

Sharpe ratio

0.404

VaR 95%

-1.09%

CVaR 95%: -1.53%
Max drawdown: -9.64%
Sortino ratio: 0.554
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.035%

Best day

1.98%

02/07/2026
Worst day

-1.979%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $75.73 $76.97 $75.73 $76.94 2,057,400
15/07/2026 $75.82 $76.25 $75.31 $75.47 2,386,100
14/07/2026 $76.19 $76.64 $75.85 $75.91 1,812,600
13/07/2026 $76.12 $76.67 $76.02 $76.41 3,329,100
10/07/2026 $75.63 $75.92 $75.45 $75.84 1,309,000
09/07/2026 $75.79 $75.96 $75.42 $75.50 1,174,800
08/07/2026 $76.78 $76.87 $75.84 $75.86 2,785,300
07/07/2026 $76.83 $77.76 $76.71 $76.92 3,003,200
06/07/2026 $76.69 $76.77 $75.83 $76.17 1,956,200
02/07/2026 $75.59 $76.75 $75.52 $76.73 2,156,600