Dividends & Factors Single Factor Low Volatility

S&P/TSX Composite Low Volatility Index

534.78 CAD 0.20% 1 Day

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As of Jun 20, 2025

534.78

22.63%

1 Yr Return

MTD
QTD
YTD
1 Year
3 Year
5 Year
10 Year

Index Name

Price Return

1 Yr Return

S&P/TSX Composite Low Volatility Index

Launch Date: Apr 10, 2012

Price Return534.78

1 Yr Return22.63%

The index Launch Date is Apr 10, 2012. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More

Latest Close
Latest Month-End
Risk
Correlation

As of Jun 20, 2025

Index Level

1 Day

MTD

QTD

YTD

S&P/TSX Composite Low Volatility Index

Price Return

Index Level 534.78

1 Day 0.20%

MTD-0.32%

QTD4.46%

YTD7.44%

As of May 30, 2025

1 MTH

3 MTH

YTD

1 Year

3 Year

Annualized

5 Year

Annualized

10 Year

Annualized

S&P/TSX Composite Low Volatility Index

Price Return

1 MTH3.14%

3 MTH5.15%

YTD7.78%

1 Year20.39%

3 Year
Annualized3.83%

5 Year
Annualized6.84%

10 Year
Annualized3.47%

As of May 30, 2025

Annualized Risk

3 Year

5 Year

10 Year

Annualized Risk-Adj Returns

3 Year

5 Year

10 Year

S&P/TSX Composite Low Volatility Index

Price Return

Annualized Risk

3 Year11.37%

5 Year11.06%

10 Year10.73%

Annualized Risk-Adj Returns

3 Year0.34%

5 Year0.62%

10 Year0.32%

Risk is defined as standard deviation calculated using monthly values.

As of Jun 20, 2025

Description

Documents

Related Indices

News & Announcements

Index-Linked Products

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Product Name	Product Type	Country/Region	Ticker
Invesco S&P/TSX Composite Low Vol ETF	ETF	Canada	TLV

Research & Insights

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Quick Facts

Weighting MethodVolatility-driven

Rebalancing FrequencyQuarterly in March, June, September, and December

Roll FrequencyN/A

Calculation FrequencyReal-time

Calculation CurrenciesCAD, USD

Launch DateApr 10, 2012

Backward Data Assumption DateN/A

First Value DateMar 21, 1997

Regulatory AuthorizationEuropean Union - Endorsed

MethodologyS&P/TSX Composite Low Volatility Index Methodology

Characteristics

Number of Constituents50

Constituent Total Market Cap

Largest Market Cap246,012.91

Smallest Market Cap1,584.50

Mean Market Cap34,829.00

Median Market Cap13,212.50

Weight Largest Constituent (%)2.6

Weight Top 10 Constituents (%)23.8

ESG Characteristics

Carbon to Value Invested (metric tons CO₂e/$1M invested)*44.80

Carbon to Revenue (metric tons CO₂e/$1M revenues)*128.55

Weighted Average Carbon Intensity (metric tons CO₂e/$1M revenues)*192.33

Fossil Fuel Reserve Emissions (metric tons CO₂/$1M invested)0

*Operational and first-tier supply chain greenhouse gas emissions. For more information, please visit: www.spglobal.com/spdji/en/esg-metrics.

As of Apr 30, 2025

Constituents

Top 10 Constituents by Index Weight

Constituent
Symbol
Sector*

Constituent

Canadian Utilities Ltd A NV

Symbol

CU

Sector*

Utilities

Constituent

Hydro One Limited

Symbol

H

Sector*

Utilities

Constituent

Loblaw Companies Ltd

Symbol

L

Sector*

Consumer Staples

Constituent

Royal Bank of Canada

Symbol

RY

Sector*

Financials

Constituent

Metro Inc.

Symbol

MRU

Sector*

Consumer Staples

Constituent

Fortis Inc

Symbol

FTS

Sector*

Utilities

Constituent

Bank of Nova Scotia Halifax

Symbol

BNS

Sector*

Financials

Constituent

Waste Connections, Inc.

Symbol

WCN

Sector*

Industrials

Constituent

Enbridge Inc

Symbol

ENB

Sector*

Energy

Constituent

National Bank of Canada

Symbol

NA

Sector*

Financials

*Based on GICS® sectors

As of May 30, 2025

Sector Breakdown

Sector

Index Weight

Financials

22.6%

Real Estate

22.1%

Utilities

13.7%

Industrials

12.0%

Energy

9.5%

Consumer Staples

9.3%

Communication Services

5.3%

Health Care

2.0%

Materials

1.9%

Information Technology

1.7%

The weightings for each sector of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the index may not equal 100%.

As of May 30, 2025

Country Breakdown

Country/Region
Number of Constituents
Total Market Cap
Index Weight

Country/Region

Canada

Number of Constituents

50

Total Market Cap

1,741,450.01

Index Weight

100.0%

As of May 30, 2025

Tickers

Bloomberg Ticker
REUTERS

Price Return

Bloomberg Ticker

SPTXLVPR

REUTERS

.GSPTXLV

Total Return

Bloomberg Ticker

SPTXLVTR

REUTERS

.TRGSPTXLV

Product Name: Invesco S&P/TSX Composite Low Vol ETF

Product Type: ETF

Country/Region: Canada

Ticker: TLV

This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.

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