Invesco S&P Emerging Markets Low Volatility ETF

10-Year Study

EELV.US · · US · ETF

Executive Summary: Invesco S&P Emerging Markets Low Volatility ETF has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 29.0% and an annualized volatility of 13.9%.

1Y CAGR
+19.5%
3Y CAGR
+12.6%
5Y CAGR
+7.9%
10Y CAGR
+7.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +24.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.12.6-5.04.2————————6.7%
20252.30.42.12.92.43.5-1.62.22.50.51.41.522.0%
2024-2.81.90.9-1.70.71.03.93.34.3-4.4-1.9-2.81.9%
20234.2-4.52.11.4-1.01.83.9-4.1-2.7-2.26.54.08.9%
20222.32.10.3-2.2-0.3-6.81.0-1.0-8.52.09.0-1.0-4.0%
2021-1.33.14.64.5-0.2-0.8-0.44.4-1.01.8-3.04.016.2%
2020-7.0-4.7-16.67.02.51.83.11.8-0.2-1.48.24.2-3.9%
20197.3-1.0-0.30.8-2.94.6-3.2-3.61.31.7-0.54.98.9%
20187.3-4.11.2-0.6-2.9-4.55.7-2.42.0-7.52.2-1.0-5.4%
20173.92.53.51.02.80.93.01.9-1.60.6-0.64.724.9%
2016———-0.1-4.43.52.9-0.2-0.2-1.6-4.9-0.1-5.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.3% of variance. Idiosyncratic stock-specific factors contribute 7.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019986.720472390185
2016-05-019547.65803282493
2016-06-019883.836365277257
2016-07-0110173.858669726544
2016-08-0110155.937753825921
2016-09-0110137.630055567732
2016-10-019970.991323182445
2016-11-019484.612508541444
2016-12-019475.52312313861
2017-01-019842.772971648854
2017-02-0110092.118664827301
2017-03-0110445.250957286335
2017-04-0110545.169732991244
2017-05-0110844.926060105978
2017-06-0110942.39521421296
2017-07-0111266.647757306962
2017-08-0111485.888890321414
2017-09-0111298.106055722443
2017-10-0111367.40456145327
2017-11-0111302.68298028699
2017-12-0111833.606229774505
2018-01-0112693.230019468045
2018-02-0112174.683805422688
2018-03-0112325.528924873974
2018-04-0112250.751002410945
2018-05-0111900.068331549835
2018-06-0111364.697084950298
2018-07-0112009.140956383844
2018-08-0111720.665781364825
2018-09-0111960.599770509132
2018-10-0111065.7143225507
2018-11-0111306.292948957622
2018-12-0111194.2549927156
2019-01-0112015.974111367534
2019-02-0111892.912857934842
2019-03-0111855.975142787154
2019-04-0111949.640937044724
2019-05-0111599.602903446232
2019-06-0112134.265049056894
2019-07-0111746.193416964272
2019-08-0111328.532934517745
2019-09-0111475.63915784588
2019-10-0111672.446914121423
2019-11-0111616.943645810503
2019-12-0112189.703853641557
2020-01-0111341.490143496254
2020-02-0110803.1535654887
2020-03-019013.576060750616
2020-04-019641.259363356237
2020-05-019877.905702461225
2020-06-0110055.309877132137
2020-07-0110371.504454443482
2020-08-0110563.219576344389
2020-09-0110538.787824091385
2020-10-0110392.19731057334
2020-11-0111240.346556992377
2020-12-0111715.508683263926
2021-01-0111563.245361834895
2021-02-0111920.30994159586
2021-03-0112468.767324626433
2021-04-0113023.99339891443
2021-05-0112992.277245593905
2021-06-0112891.842760078902
2021-07-0112837.048592756855
2021-08-0113403.684746593091
2021-09-0113264.249706690045
2021-10-0113499.477843817282
2021-11-0113090.262109510977
2021-12-0113607.776903936156
2022-01-0113926.163247940383
2022-02-0114222.567461289531
2022-03-0114265.37137552699
2022-04-0113950.595000193389
2022-05-0113911.916764436652
2022-06-0112971.77778064283
2022-07-0113100.060595902685
2022-08-0112966.233900184365
2022-09-0111870.479481195931
2022-10-0112108.028312468572
2022-11-0113193.790853886516
2022-12-0113067.957660224589
2023-01-0113618.800201126825
2023-02-0113011.165117388446
2023-03-0113279.20529118265
2023-04-0113462.153346312029
2023-05-0113324.974536828127
2023-06-0113561.49194848059
2023-07-0114091.963951884272
2023-08-0113509.598648840298
2023-09-0113138.352049301859
2023-10-0112846.395833064735
2023-11-0113675.592743962972
2023-12-0114226.950994675295
2024-01-0113830.434614442453
2024-02-0114099.699599035623
2024-03-0114229.078297641918
2024-04-0113984.889702564366
2024-05-0114082.229929218825
2024-06-0114216.636798473499
2024-07-0114764.514007967717
2024-08-0115254.11600892178
2024-09-0115909.583177545994
2024-10-0115202.222709281485
2024-11-0114915.616982324047
2024-12-0114496.9895439836
2025-01-0114837.615873547953
2025-02-0114892.474504596263
2025-03-0115205.445895594547
2025-04-0115648.505086188
2025-05-0116024.264146564728
2025-06-0116583.42250815466
2025-07-0116326.276704098604
2025-08-0116678.6354318425
2025-09-0117097.198406456686
2025-10-0117176.166471126697
2025-11-0117420.290602477984
2025-12-0117682.40011345616
2026-01-0118578.445908487294
2026-02-0119061.923855446537
2026-03-0118101.414334154168
2026-04-0118862.08630403672
Annual Return Matrix
YearAnnual Return
20170.24886046669841488
2018-0.05402843601895724
20190.08892497638956076
2020-0.0389012871904979
20210.1615182295392268
2022-0.03966990695999861
20230.08868970688345401
20240.018980774546097257
20250.21972910719208838
20260.0667152752460809
Total Factor Risk
0.13924490225190547
VTI.US Exposure
-0.07411770081208631
VEA.US Exposure
0.018088018059216948
VWO.US Exposure
0.265638712246738
QQQ.US Exposure
0.057460799980582414
VTV.US Exposure
0.0669400772746659
IJR.US Exposure
0.019785414427314536
QUAL.US Exposure
-0.037636696239117313
SHV.US Exposure
0.3634119129079072
TLT.US Exposure
0.03198632196615007
LQD.US Exposure
-0.06347242735678854
HYG.US Exposure
0.026680107103768738
GLD.US Exposure
0.016469366074379665
USO.US Exposure
0.004517182458077263
VNQ.US Exposure
0.02865195185947681
BTC-USD.CC Exposure
0.005645061424845443
CPER.US Exposure
0.00880883221069484
VIX.INDX Exposure
0.02179613913850888
UUP.US Exposure
0.10299467216199756
TIP.US Exposure
0.05904742942964644
Idiosyncratic Exposure
0.07730482568402139
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$168
Avg Yield on Cost
1.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$167.611.68%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco S&P Emerging Markets Low Volatility ETF a high-risk investment?

Invesco S&P Emerging Markets Low Volatility ETF (EELV.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 29.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EELV.US?

Over the past 10 years, EELV.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Invesco S&P Emerging Markets Low Volatility ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest