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

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
(04-03-2025)
$34.10
Change
-$0.28 (-0.81%)

As at February 28, 2025

As at February 28, 2025

As at December 31, 2024

Period
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Legend

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

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Fund Returns

Inception Return (April 24, 2012): 8.04%

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 2.10% 0.35% 7.58% 2.94% 19.41% 11.96% 5.63% 9.06% 5.93% 6.69% 6.73% 6.28% 7.41% 6.33%
Benchmark -0.40% -0.31% 10.31% 3.06% 22.45% 15.63% 9.72% 12.23% 12.73% 11.38% 10.72% 9.76% 11.18% 8.50%
Category Average -0.29% -0.58% 7.87% 2.49% 17.19% 12.64% 8.17% 10.97% 11.01% 9.68% 8.80% 7.99% 9.18% 6.94%
Category Rank 38 / 753 183 / 751 504 / 736 352 / 751 270 / 726 523 / 705 648 / 672 544 / 599 546 / 559 512 / 542 453 / 489 426 / 461 397 / 424 330 / 392
Quartile Ranking 1 1 3 2 2 3 4 4 4 4 4 4 4 4

Monthly Return

Monthly Return
Return % Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Fund 1.46% -2.33% 2.50% 0.15% 6.43% 2.52% 3.79% -0.40% 3.70% -2.51% 0.82% 2.10%
Benchmark 4.14% -1.82% 2.77% -1.42% 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48% -0.40%

Best Monthly Return Since Inception

7.94% (March 2021)

Worst Monthly Return Since Inception

-15.80% (March 2020)

Calendar Return (%)

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/ 388 252/ 416 45/ 459 100/ 485 133/ 531 545/ 557 438/ 592 569/ 660 674/ 699 251/ 725

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 85.38
Income Trust Units 14.42
Cash and Equivalents 0.21
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 26.75
Real Estate 17.63
Utilities 13.85
Energy 12.40
Industrial Services 9.90
Other 19.47

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Pembina Pipeline Corp 2.66
Enbridge Inc 2.65
Fortis Inc 2.62
Hydro One Ltd 2.62
Great-West Lifeco Inc 2.59
TMX Group Ltd 2.41
Waste Connections Inc 2.40
Royal Bank of Canada 2.36
Metro Inc 2.33
Canadian Utilities Ltd Cl A 2.26

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)

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

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 11.35% 13.20% 10.63%
Beta 0.75% 0.73% 0.70%
Alpha -0.02% -0.03% 0.00%
Rsquared 0.84% 0.75% 0.73%
Sharpe 0.20% 0.33% 0.48%
Sortino 0.40% 0.37% 0.49%
Treynor 0.03% 0.06% 0.07%
Tax Efficiency 72.99% 77.50% 77.34%
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 6 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 8.95% 11.35% 13.20% 10.63%
Beta 0.69% 0.75% 0.73% 0.70%
Alpha 0.04% -0.02% -0.03% 0.00%
Rsquared 0.67% 0.84% 0.75% 0.73%
Sharpe 1.58% 0.20% 0.33% 0.48%
Sortino 3.97% 0.40% 0.37% 0.49%
Treynor 0.21% 0.03% 0.06% 0.07%
Tax Efficiency 91.73% 72.99% 77.50% 77.34%

Fundata ESG Metrics

Fundata ESG Score

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

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

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

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.

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) $74

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

TLV 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 objective, PowerShares S&P/TSX Composite Low Volatility Index ETF intends to invest in the Constituent Securities of the S&P/TSX Composite Low Volatility Index in approximately the same proportion as they are reflected in that Index.

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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