Low Volatility Factor Index Rebalances, Impacting Sector Weights
June 09, 2023 at 12:10 PM EDT
As overall market volatility has decreased, the latest rebalance of Invesco S&P 500 Low Volatility ETF’s (SPLV) underlying index brought some changes to the sector weights. The overall trailing one-year volatility decreased slightly since the end of January. Nine out of the 11 GICS sectors saw a decrease in trailing one-year volatility during that period, with [...] The post Low Volatility Factor Index Rebalances, Impacting Sector Weights appeared first on ETF Trends .