SPLV vs URTH

Comparison between INVESCO S&P 500 LOW VOLATILITY ETF (SPLV, ETF) and ISHARES MSCI WORLD ETF (URTH, ETF).

5-Year PerformanceURTH has outperformed SPLV, delivering a return of +11.6% compared to +5.5%

SPLV vs URTH - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPLV(ETF)	URTH(ETF)
Net Assets	$7.30B	$7.30B
Expense Ratio	0.25%	0.24%
Max Drawdown	36.56%	34.01%
Sharpe Ratio	-0.14	1.94
5Y Beta	0.35	0.91
P/E Ratio	22.01	26.12
Forward P/E	20.90	20.25
PEG Ratio	0.89	N/A
5Y Dividends CAGR	7.67%	7.99%
5Y EPS CAGR	11.39%	24.38%
Debt to Equity	59.46%	21.61%
P/S Ratio	2.39	3.26
P/B Ratio	2.93	4.71

Net Assets

SPLV

$7.30B

URTH

$7.30B

Expense Ratio

SPLV

0.25%

Winner

URTH

0.24%

Max Drawdown

SPLV

36.56%

Winner

URTH

34.01%

Sharpe Ratio

SPLV

-0.14

Winner

URTH

1.94

5Y Beta

Winner

SPLV

0.35

URTH

0.91

P/E Ratio

Winner

SPLV

22.01

URTH

26.12

Forward P/E

SPLV

20.90

Winner

URTH

20.25

PEG Ratio

SPLV

0.89

URTH

N/A

5Y Dividends CAGR

SPLV

7.67%

Winner

URTH

7.99%

5Y EPS CAGR

SPLV

11.39%

Winner

URTH

24.38%

Debt to Equity

SPLV

59.46%

Winner

URTH

21.61%

P/S Ratio

Winner

SPLV

2.39

URTH

3.26

P/B Ratio

Winner

SPLV

2.93

URTH

4.71

SPLV vs URTH - Holdings Comparison

SPLV and URTH have 97 common holdings. Overlap is 10.12%

SPLV's top 25 holdings weight is 30.93%. URTH's top 25 holdings weight is 35.80%.

Rank	SPLV	URTH
#1	SOUTHERN CO (SO) - 1.34%	NVIDIA CORP (NVDA) - 5.50%
#2	PINNACLE WEST CAPITAL CORP (PNW) - 1.34%	APPLE INC (AAPL) - 4.82%
#3	WEC ENERGY GROUP INC (WEC) - 1.34%	MICROSOFT CORP (MSFT) - 4.00%
#4	ATMOS ENERGY CORP (ATO) - 1.33%	AMAZON.COM INC (AMZN) - 2.61%
#5	CENTERPOINT ENERGY INC (CNP) - 1.33%	ALPHABET INC CLASS A (GOOGL) - 2.20%
#6	CMS ENERGY CORP (CMS) - 1.32%	BROADCOM INC (AVGO) - 1.87%
#7	AMEREN CORP (AEE) - 1.32%	ALPHABET INC CLASS C (GOOG) - 1.85%
#8	EVERGY INC (EVRG) - 1.31%	META PLATFORMS INC CLASS A (META) - 1.69%
#9	ALLIANT ENERGY CORP (LNT) - 1.30%	TESLA INC (TSLA) - 1.48%
#10	DTE ENERGY CO (DTE) - 1.30%	JPMORGAN CHASE & CO (JPM) - 1.07%
#11	DUKE ENERGY CORP (DUK) - 1.30%	ELI LILLY AND CO (LLY) - 1.04%
#12	PPL CORP (PPL) - 1.29%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.82%
#13	EXELON CORP (EXC) - 1.26%	VISA INC CLASS A (V) - 0.71%
#14	AMERICAN ELECTRIC POWER CO INC (AEP) - 1.24%	EXXON MOBIL CORP (XOM) - 0.63%
#15	TJX COMPANIES INC (TJX) - 1.21%	JOHNSON & JOHNSON (JNJ) - 0.60%
#16	REALTY INCOME CORP (O) - 1.21%	WALMART INC (WMT) - 0.60%
#17	LINDE PLC (LIN) - 1.16%	MASTERCARD INC CLASS A (MA) - 0.58%
#18	VICI PROPERTIES INC ORDINARY SHARES (VICI) - 1.15%	ASML HOLDING NV (n/a) - 0.54%
#19	ENTERGY CORP (ETR) - 1.14%	ABBVIE INC (ABBV) - 0.48%
#20	INTERCONTINENTAL EXCHANGE INC (ICE) - 1.14%	NETFLIX INC (NFLX) - 0.47%
#21	REGENCY CENTERS CORP (REG) - 1.13%	BANK OF AMERICA CORP (BAC) - 0.47%
#22	FIRSTENERGY CORP (FE) - 1.13%	n/a (PLTR) - 0.46%
#23	COCA-COLA CO (KO) - 1.13%	COSTCO WHOLESALE CORP (COST) - 0.45%
#24	NISOURCE INC (NI) - 1.11%	ADVANCED MICRO DEVICES INC (AMD) - 0.44%
#25	CONSOLIDATED EDISON INC (ED) - 1.10%	MICRON TECHNOLOGY INC (MU) - 0.42%
Total Holdings	106	1340

SPLV vs URTH - Historical Returns

Returns include dividend reinvestment.

Period	SPLV	URTH
1 month	-2.47%	+6.92%
3 months	-1.98%	+4.59%
6 months	+2.80%	+10.80%
1 year	+2.09%	+30.13%
5 years(CAGR)	+5.50%	+11.57%
10 years(CAGR)	+8.26%	+13.23%
Max(CAGR)	+9.94%	+12.23%

SPLV

-2.47%

Winner

URTH

+6.92%

SPLV

-1.98%

Winner

URTH

+4.59%

SPLV

+2.80%

Winner

URTH

+10.80%

SPLV

+2.09%

Winner

URTH

+30.13%

5Y(CAGR)

SPLV

+5.50%

Winner

URTH

+11.57%

10Y(CAGR)

SPLV

+8.26%

Winner

URTH

+13.23%

Max(CAGR)

SPLV

+9.94%

Winner

URTH

+12.23%

SPLV vs URTH - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	SPLV	URTH
2026	+2.74%	+7.58%
2025	+4.53%	+21.59%
2024	+12.93%	+19.66%
2023	+0.57%	+24.14%
2022	-3.95%	-18.40%
2021	+25.59%	+23.13%
2020	-0.65%	+14.90%
2019	+29.84%	+28.12%
2018	+0.54%	-9.25%
2017	+17.18%	+21.83%
2016	+11.86%	+8.88%
2015	+3.90%	-0.62%
2014	+18.78%	+5.44%
2013	+20.63%	+26.35%
2012	+10.55%	+14.73%
2011	+6.95%	N/A

SPLV vs URTH Drawdown Comparison

The maximum drawdown for SPLV was -36.25%, occurring on Mar 23, 2020. Recovery took 297 trading sessions.

The maximum drawdown for URTH was -34.01%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.

The current SPLV drawdown is -5.88%.

Rank	SPLV	URTH
#1	-36.25% Feb 14, 2020 - Apr 21, 2021	-34.01% Feb 12, 2020 - Aug 24, 2020
#2	-17.26% Apr 20, 2022 - Jun 24, 2024	-26.04% Jan 3, 2022 - Dec 19, 2023
#3	-12.49% Jul 7, 2011 - Oct 27, 2011	-18.89% May 19, 2015 - Dec 13, 2016
#4	-11.51% Dec 3, 2018 - Feb 8, 2019	-18.57% Jan 26, 2018 - Apr 30, 2019
#5	-11.30% Aug 18, 2015 - Oct 28, 2015	-16.94% Feb 18, 2025 - Jun 2, 2025
#6	-9.10% Mar 3, 2025 - Aug 20, 2025	-11.39% Mar 27, 2012 - Sep 7, 2012
#7	-9.02% Dec 31, 2021 - Apr 6, 2022	-10.77% May 21, 2013 - Jul 18, 2013
#8	-8.91% Jan 26, 2018 - Jul 26, 2018	-9.32% Jul 3, 2014 - Feb 17, 2015
#9	-8.59% Nov 29, 2024 - Mar 3, 2025	-9.06% Feb 25, 2026 - Apr 15, 2026
#10	-7.72% Jul 22, 2016 - Feb 16, 2017	-8.23% Jul 16, 2024 - Aug 23, 2024
#11	-7.52% Dec 29, 2015 - Mar 11, 2016	-8.10% Sep 2, 2020 - Nov 9, 2020
#12	-7.13% May 17, 2013 - Jul 18, 2013	-7.00% Sep 14, 2012 - Dec 20, 2012
#13	-6.64% Mar 2, 2026 - Mar 27, 2026	-6.85% Aug 9, 2013 - Sep 18, 2013
#14	-6.02% Sep 13, 2018 - Nov 30, 2018	-6.07% Jul 24, 2019 - Oct 17, 2019
#15	-6.02% Oct 27, 2011 - Dec 20, 2011	-6.07% May 3, 2019 - Jun 20, 2019

Correlation

Correlation between SPLV and URTH is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2011 - 2026)

SPLV vs URTH dividend yield comparison.

Year	SPLV	URTH
2026	0.74%	0.00%
2025	2.04%	1.48%
2024	1.88%	1.47%
2023	2.45%	1.70%
2022	2.11%	1.68%
2021	1.51%	1.50%
2020	2.12%	1.52%
2019	2.08%	2.16%
2018	2.18%	2.30%
2017	2.03%	1.88%
2016	2.03%	2.15%
2015	2.28%	2.35%
2014	2.20%	2.31%
2013	2.60%	1.04%
2012	3.01%	2.69%
2011	2.11%	0.00%