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Invesco S&P/TSX Composite Low Volatility Index ETF - CAD Units

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Canadian Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2019, 2017, 2016

Click for more information on Fundata’s FundGrade

NAVPS
(04-25-2025) 		$34.10
Change
$0.06 (0.17%)

As at March 31, 2025

As at March 31, 2025

As at March 31, 2025

Period
Created with Highcharts 10.3.3Jan 2013Jan 2014Jan 2015Jan 2016Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Apr 2022Jul 2022Oct 2022Apr 2023Jul 2023Oct 2023Apr 2024Jul 2024Oct 2024Jan 2013Jan 2015Jan 2017Jan 2019Jan 2021Jan 2023Jan 2025Ja…$10,000$15,000$20,000$25,000$30,000$5,000$8,000$9,000$11,000$12,000Period

Legend

Invesco S&P/TSX Composite Low Volatility Index ETF - CAD Units

Compare Options

Fund Returns

Inception Return (April 24, 2012): 8.06%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 0.89% 3.85% 4.57% 3.85% 18.74% 12.90% 4.83% 7.23% 9.83% 6.50% 6.84% 6.17% 6.92% 6.49%
Benchmark -1.51% 1.51% 5.33% 1.51% 15.81% 14.88% 7.77% 10.75% 16.76% 10.91% 10.51% 9.37% 10.36% 8.54%
Category Average -1.79% 0.66% 3.20% 0.66% 11.77% 11.90% 6.25% 9.22% 14.67% 9.19% 8.59% 7.58% 8.33% 6.89%
Category Rank 34 / 748 55 / 744 257 / 744 55 / 744 30 / 722 330 / 699 604 / 669 545 / 596 534 / 555 504 / 538 443 / 484 410 / 456 388 / 421 304 / 387
Quartile Ranking 1 1 2 1 1 2 4 4 4 4 4 4 4 4

Monthly Return

Created with Highcharts 10.3.3-4%-2%0%2%4%6%8%
Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund -2.33% 2.50% 0.15% 6.43% 2.52% 3.79% -0.40% 3.70% -2.51% 0.82% 2.10% 0.89%
Benchmark -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48% -0.40% -1.51%

Best Monthly Return Since Inception

7.94% (March 2021)

Worst Monthly Return Since Inception

-15.80% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund 0.11% 15.44% 10.23% -6.74% 22.47% -6.18% 21.74% -10.19% 4.66% 20.32%
Benchmark -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75% 21.65%
Category Average -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85% 17.87%
Quartile Ranking 1 3 1 1 2 4 3 4 4 2
Category Rank 31/ 383 247/ 411 42/ 454 100/ 480 133/ 526 540/ 552 433/ 587 564/ 655 668/ 693 251/ 719

Best Calendar Return (Last 10 years)

22.47% (2019)

Worst Calendar Return (Last 10 years)

-10.19% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 79.36
Income Trust Units 20.36
Cash and Equivalents 0.28

Sector Allocation

Sector Allocation
Name Percent
Financial Services 24.04
Real Estate 22.06
Utilities 13.88
Energy 10.36
Consumer Services 8.74
Other 20.92

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Canadian Utilities Ltd Cl A 2.59
Waste Connections Inc 2.47
Hydro One Ltd 2.44
Fortis Inc 2.40
Enbridge Inc 2.36
Royal Bank of Canada 2.36
Metro Inc 2.35
Atco Ltd Cl B 2.22
Loblaw Cos Ltd 2.22
Bank of Nova Scotia 2.21

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return67891011121314151617181920-5%0%5%10%15%20%25%

Invesco S&P/TSX Composite Low Volatility Index ETF - CAD Units

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 11.24% 10.90% 10.62%
Beta 0.74% 0.66% 0.70%
Alpha -0.01% -0.01% 0.01%
Rsquared 0.83% 0.65% 0.72%
Sharpe 0.13% 0.70% 0.49%
Sortino 0.30% 1.05% 0.51%
Treynor 0.02% 0.12% 0.07%
Tax Efficiency 68.23% 85.69% 77.87%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 8.98% 11.24% 10.90% 10.62%
Beta 0.69% 0.74% 0.66% 0.70%
Alpha 0.07% -0.01% -0.01% 0.01%
Rsquared 0.69% 0.83% 0.65% 0.72%
Sharpe 1.53% 0.13% 0.70% 0.49%
Sortino 3.82% 0.30% 1.05% 0.51%
Treynor 0.20% 0.02% 0.12% 0.07%
Tax Efficiency 91.35% 68.23% 85.69% 77.87%

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A35.4​35.454.4​54.40%10%20%30%40%50%60%70%80%90%100%

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A44.5​44.556.5​56.50%10%20%30%40%50%60%70%80%90%100%

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A29.8​29.850.4​50.40%10%20%30%40%50%60%70%80%90%100%

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A23.1​23.149.9​49.90%10%20%30%40%50%60%70%80%90%100%

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date April 24, 2012
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Monthly
Assets ($mil) $72

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

Invesco S&P/TSX Composite Low Volatility Index ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the S&P/TSX Composite Low Volatility Index, or any successor thereto. This Invesco ETF invests, directly or indirectly, primarily in Canadian equity securities.

Investment Strategy

In order to achieve its investment objectives, Invesco S&P/TSX Composite Low Volatility Index ETF currently holds the Constituent Securities of the S&P/TSX Composite Low Volatility Index in approximately the same proportion as they are reflected in that Index and may use, at the discretion of Invesco Capital, the sampling methodology described in the prospectus.

Portfolio Management

Portfolio Manager

Invesco Canada Ltd.
Sub-Advisor

Invesco Capital Management LLC

Management and Organization

Fund Manager

Invesco Canada Ltd.
Custodian

CIBC Mellon Trust Company
Registrar

TSX Trust Company
Distributor

-

Investment Minimums

RSP Eligible Yes
PAC Allowed No
PAC Initial Investment -
PAC Subsequent -
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 0.34%
Management Fee 0.30%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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