Dividends & Factors Single Factor Low Volatility

S&P 500 Low Volatility Index

11,687.04 USD -0.79% 1 Day

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Table View

As of May 28, 2025

11,687.04

13.06%

1 Yr Return

MTD
QTD
YTD
1 Year
3 Year
5 Year
10 Year

Index Name

Price Return

1 Yr Return

S&P 500 Low Volatility Index

Launch Date: Apr 04, 2011

Price Return11,687.04

1 Yr Return13.06%

The index Launch Date is Apr 04, 2011. 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 May 28, 2025

Index Level

1 Day

MTD

QTD

YTD

S&P 500 Low Volatility Index

Price Return

Index Level 11,687.04

1 Day -0.79%

MTD-0.23%

QTD-2.65%

YTD3.84%

As of Apr 30, 2025

1 MTH

3 MTH

YTD

1 Year

3 Year

Annualized

5 Year

Annualized

10 Year

Annualized

S&P 500 Low Volatility Index

Price Return

1 MTH-2.43%

3 MTH2.05%

YTD4.08%

1 Year14.12%

3 Year
Annualized3.62%

5 Year
Annualized7.81%

10 Year
Annualized6.97%

As of Apr 30, 2025

Annualized Risk

3 Year

5 Year

10 Year

Annualized Risk-Adj Returns

3 Year

5 Year

10 Year

S&P 500 Low Volatility Index

Price Return

Annualized Risk

3 Year12.92%

5 Year13.19%

10 Year12.72%

Annualized Risk-Adj Returns

3 Year0.28%

5 Year0.59%

10 Year0.55%

Risk is defined as standard deviation calculated using monthly values.

As of May 28, 2025

Bloomberg Ticker: SP5LVI

Documents

Related Indices

News & Announcements

Index-Linked Products

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Product Name	Product Type	Country/Region	Ticker
Harel Sal S&P 500 Low Volatility Currency-Hedged	ETF	Israel	HRLF82
Invesco S&P 500 Low Volatility ETF	ETF	United Kingdom	SPLW
Invesco S&P 500 Low Volatility ETF CAD	ETF	Canada	ULV.C
Invesco S&P 500 Low Volatility ETF CAD H	ETF	Canada	ULV.F
Invesco S&P 500 Low Volatility ETF USD	ETF	Canada	ULV.U

Research & Insights

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Quick Facts

Weighting MethodVolatility-driven

Rebalancing FrequencyQuarterly in February, May, August, and November

Roll FrequencyN/A

Calculation FrequencyReal-time

Calculation CurrenciesUSD, CAD, EUR, SEK

Launch DateApr 04, 2011

Backward Data Assumption DateN/A

First Value DateFeb 18, 1972

Regulatory AuthorizationN/A

MethodologyS&P Low Volatility Indices Methodology

Characteristics

Number of Constituents100

Constituent Total Market Cap

Largest Market Cap1,149,906.70

Smallest Market Cap8,055.73

Mean Market Cap117,829.16

Median Market Cap59,759.80

Weight Largest Constituent (%)1.4

Weight Top 10 Constituents (%)12.5

ESG Characteristics

Carbon to Value Invested (metric tons CO₂e/$1M invested)*102.55

Carbon to Revenue (metric tons CO₂e/$1M revenues)*333.08

Weighted Average Carbon Intensity (metric tons CO₂e/$1M revenues)*489.96

Fossil Fuel Reserve Emissions (metric tons CO₂/$1M invested)247.67

*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

Coca-Cola Co

Symbol

KO

Sector*

Consumer Staples

Constituent

Berkshire Hathaway B

Symbol

BRK.B

Sector*

Financials

Constituent

Republic Services Inc

Symbol

RSG

Sector*

Industrials

Constituent

Marsh & McLennan Companies

Symbol

MMC

Sector*

Financials

Constituent

Atmos Energy Corp

Symbol

ATO

Sector*

Utilities

Constituent

Consolidated Edison Inc

Symbol

ED

Sector*

Utilities

Constituent

FirstEnergy Corp

Symbol

FE

Sector*

Utilities

Constituent

CME Group Inc A

Symbol

CME

Sector*

Financials

Constituent

Evergy Inc.

Symbol

EVRG

Sector*

Utilities

Constituent

Linde plc

Symbol

LIN

Sector*

Materials

*Based on GICS® sectors

As of Apr 30, 2025

Sector Breakdown

Sector

Index Weight

Financials

20.1%

Utilities

17.6%

Industrials

16.8%

Consumer Staples

13.5%

Health Care

7.8%

Real Estate

6.6%

Consumer Discretionary

5.0%

Information Technology

4.6%

Materials

4.5%

Communication Services

1.9%

Energy

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 Apr 30, 2025

Country Breakdown

Country/Region
Number of Constituents
Total Market Cap
Index Weight

Country/Region

United States

Number of Constituents

100

Total Market Cap

11,782,915.93

Index Weight

100.0%

As of Apr 30, 2025

Tickers

Bloomberg Ticker
REUTERS

Total Return

Bloomberg Ticker

SP5LVIT

REUTERS

.SP5LVIT

Net Total Return

Bloomberg Ticker

SP5LVIN

REUTERS

.SP5LVIN

Price Return

Bloomberg Ticker

SP5LVI

REUTERS

.SP5LVI

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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