USLB Performance — Invesco Russell 1000 Low Beta Equal Weight ETF
Data updated: 2023-04-28
USLB returned −1.74% over one year to Feb 2023. The annualised 3-year return is +8.90%. Against its US Large Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $129, against $132 for the category, and to $98 over one year, against $93. Volatility over the past three years was 20.02% a year. In the 12 months to Feb 2023 the fund lost a net $1.1M, and assets reached $8.75M.
USLB Growth of $100
What $100 invested in Invesco Russell 1000 Low Beta Equal Weight ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | USLB | Category average |
|---|---|---|
| 1 year (Mar 2022 – Feb 2023) | $98 | $93 |
| 3 years (Mar 2020 – Feb 2023) | $129 | $132 |
| Since data start (Sep 2019 – Feb 2023) | $126 | $133 |
USLB Trailing Returns
Total returns to Feb 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.74% |
| 3 years (annualised) | +8.90% |
USLB Annual Returns
Calendar-year total returns of Invesco Russell 1000 Low Beta Equal Weight ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Feb) | +2.91% |
| 2022 | −10.30% |
| 2021 | +23.27% |
| 2020 | +4.06% |
| 2019 (Sep–Dec) | +6.08% |
USLB Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +6.5% | −3.4% | — | — | — | — | — | — | — | — | — | — |
| 2022 | −5.3% | −0.8% | +1.7% | −5.7% | +1.7% | −7.7% | +7.2% | −3.1% | −8.3% | +10.4% | +5.9% | −4.5% |
| 2021 | −1.5% | +2.0% | +5.3% | +4.5% | +0.8% | +0.8% | +2.4% | +1.9% | −5.0% | +5.7% | −1.8% | +6.7% |
| 2020 | +0.1% | −8.4% | −16.5% | +10.6% | +5.2% | −0.2% | +5.4% | +2.6% | −2.7% | −1.5% | +9.0% | +3.5% |
| 2019 | — | — | — | — | — | — | — | — | +1.6% | +0.4% | +2.2% | +1.7% |
USLB Risk
Risk measures from monthly returns over Mar 2020 – Feb 2023.
- 3-year volatility (annualised): 20.02%
- 3-year Sharpe ratio: 0.22 (vs 4.5% risk-free rate)
- Best month: +10.64% (Apr 2020)
- Worst month: −16.50% (Mar 2020)
USLB Fund Flows
Monthly money in and out of Invesco Russell 1000 Low Beta Equal Weight ETF, from SEC Form N-PORT.
- 12-month net flow: −$1.1M
- 12-month gross sales (incl. reinvestments): $885K
- Sales ÷ redemptions: 0.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $1K | −$1K |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $935K | −$935K |
| Jun 2022 | $885K | $0 | $885K |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $1.0M | −$1.0M |
USLB Assets Under Management
Net assets of Invesco Russell 1000 Low Beta Equal Weight ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-02-28 | $8.75M |
| 2022-11-30 | $8.95M |
| 2022-08-31 | $8.41M |
| 2022-05-31 | $8.82M |
| 2022-02-28 | $10.09M |
| 2021-11-30 | $10.09M |
| 2021-08-31 | $10.24M |
| 2021-05-31 | $9.76M |
| 2021-02-28 | $8.83M |
| 2020-11-30 | $8.53M |
| 2020-08-31 | $9.90M |
| 2020-05-31 | $9.22M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.