SPLW
•
Equity
INVESCO S&P 500 LOW VOLATILITY UCITS ETF ACC
TER (bps):
25
AUM (USD m):
16
ISIN:
IE00BKW9SX35
Domicile:
Ireland
Share Class Currency:
USD
ESG:
No
Geographical Focus:
United States
As of:
07 May 2024
Climate Fund:
No
Benchmark
The S&P 500 Low Volatility Index measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. Realised volatility is defined as the standard deviation of the security's daily price returns over the prior calendar year.
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