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FairHorizon Red
R52-F

Invesco S&P 500 Quality ETF

US large cap equities with quality factor filter. Passive tracker on S&P 500 Quality Index.

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About the Fund

Data as of

Invesco is a US NYSE-listed independent investment management company founded in 1978. It manages over US$2.2tn of AUM globally across a wide spectrum of investment products from ETFs to mutual funds to alternative solutions and more.

The Invesco S&P 500 Quality ETF is a passive index solution that tracks the S&P 500 Quality Index using an optimised sampling approach. The index is a free float-adjusted market cap weighted index that is designed to track the 500 leading companies and covers ~80% of the available US equity market capitalization, with additional filter to emphasise stocks that exhibit strong quality characteristics relative to their peers within the corresponding GICS sector based on 3 specific financial measurements that are high return-on-equity, low leverage, and low earnings variability. The ETF has ~100 holdings similar to the index.

Performance

Price Performance – Maximum Period

The FairHorizon Context

Investment-Time-Horizon in years

0 - 22 - 44 - 7 7 - 1010 - 1515+
Expected long-term return
8 – 10% p.a.
Expected volatility
15 – 20% p.a.

Building Block Returns

Invesco S&P 500 Quality ETF

Ann. return (3-year):
20.27%
Ann. return (5-year):
13.14%
Ann. return (10-year):
14.59%
Ann. Standard Deviation (5-year):
15.53%

This ETF represents passive exposure to the US large cap equities, with quality factor filter.

Benchmark Returns

Vanguard S&P 500 UCITS ETF

Ann. return (3-year):
22.69%
Ann. return (5-year):
13.46%
Ann. return (10-year):
15.06%
Ann. Standard Deviation (5-year):
15.10%

FairHorizon Benchmark Returns

Dimensional Funds PLC - World Equity Fund

Ann. return (3-year):
19.25%
Ann. return (5-year):
10.27%
Ann. return (10-year):
—
Ann. Standard Deviation (5-year):
14.98%
Link to the Funds FairSheet

The Dimensional World Equity Fund is our FAIRHORIZON Red reference benchmark solution that has primarily global developed equities for long-term global equity-like returns and volatility.

SHARING OUR PASSION FOR INVESTMENTS FAIRSHEET™  Invesco S&P 500 Quality ETF  Page 1/2

Why we prefer this fund

Relevance of strategy

This ETF represents passive exposure to the US large cap equities, with quality factor filter.

Differentiated portfolio

The quality factor filter appeals investors with related investment requirements.

Historical maximum drawdown & recovery time

Max drawdown (since inception)
-57.83%
Recovery Period
1636 Days

Diversification

Top 10 Holdings

  • Mastercard Inc Class A Common5.90%
  • Visa Inc Class A Common Shares5.84%
  • Apple Inc5.65%
  • Lam Research Corp4.30%
  • GE Vernova Inc4.17%
  • Costco Wholesale Corp3.96%
  • Cisco Systems Inc3.79%
  • Netflix Inc3.62%
  • General Electric Co3.37%
  • Sandisk Corp3.08%

Sectors

  • Technology37.22%
  • Industrials18.65%
  • Financials17.92%
  • Consumer Staples8.06%
  • Communications6.29%
  • Consumer Discretionary4.42%
  • Health Care3.66%
  • Materials2.22%
  • Energy1.52%
  • Others0.03%

Geography

  • U.S.A.97.61%
  • Ireland2.06%
  • Others0.32%