Invesco S&P 500 High Dividend Low Volatility UCITS ETF | HDLV

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Morningstar Rating™(Relative to Category)31/08/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearLowAverage2 star
5-YearLowBelow Average1 star
10-Year--Not Rated
OverallLowBelow Average1 star
 
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1 Year Daily Volatility Chart (annualised)
  • Invesco S&P 500 High Dividend Low Volatility UCITS ETF | HDLV
  • Russell 3000 TR USD
%
Volatility Measurements31/08/2021
 
3-Yr Std Dev17.91 %
3-Yr Mean Return5.76 %
 
3-Yr Sharpe Ratio0.29
 
Modern Portfolio Statistics31/08/2021-
 Standard IndexBest Fit Index
 Russell 3000 TR USD  
3-Yr Beta0.89-
3-Yr Alpha-8.63-
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)
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