LVOL
American Century Low Volatility ETF

Price: $47.13
Change: $0.15 (0.0%)
Last Updated:

Vitals

Structure ETF
Expense Ratio 0.29%
ETF Home Page Home page
Inception Jan 12, 2021
Index Tracked ACTIVE - No Index

Analyst Report

The American Century Low Volatility ETF is an actively managed ETF focused on large cap U.S. equities that are less susceptible to market gyrations. Money managers have long recognized that certain factors, when deployed during certain market conditions, have consistently rewarded investors. There are macroeconomic trends like economic growth and inflation, such as volatility, value, quality, growth, and price momentum. Factor ETFs have proliferated in recent years and there are many active and passive ETF options that target equities that exhibit less susceptibility to wide price swings. The downside of some low-vol funds is that they can sometimes tilt heavily toward relatively placid sectors like utilities, giving investors an unintentional concentration in a particular industry. Like many low-vol ETFs, LVOL owns a narrow slice of the U.S. market, so it isn’t a suitable replacement for a core allocation. The fund is also likely to include large cap companies that most investors hold elsewhere in their portfolio. LVOL’s fees are reasonable, even when compared with some of the indexed low-vol options, though it’s more expensive than ultra-cheap plain-vanilla index ETFs. But for an investor looking for an ETF that aims to deliver a smoother ride without sacrificing exposure to U.S. equities, LVOL could be a good choice. As with any active fund, the investor should first make sure they believe in the ability of American Century’s money managers, but the same could be said of the index methodologies used by passive low-vol funds.

ETF Database Themes

Asset Class Equity
Asset Class Style Blend
Region (General) North America
Region (Specific) U.S.

FactSet Classifications

  • Segment Equity: U.S. - Total Market
  • Category Size and Style
  • Focus Total Market
  • Niche Broad-based
  • Strategy Active
  • Weighting Scheme Proprietary

Trading Data

Open - Volume -
Day Lo - Day Hi -
  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $38.44
  • 52 Week Hi $47.65
  • AUM $7.1 M
  • Shares 0.2 M

Historical Trading Data

  • 1 Month Avg. Volume 252
  • 3 Month Avg. Volume 579

Alternative ETFs in the ETF Database Large Cap Blend Equities Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest SPLG 0.03% $12.9 B 2 M 22.61%
Largest (AUM) VTV 0.04% $88.4 B 2 M 22.01%
Most Liquid (Volume) IWD 0.19% $56.6 B 3 M 22.12%
Top YTD Performer IGE 0.43% $482.5 M 295,739 41.24%

Alternative ETFs in the FactSet Equity: U.S. - Total Market Segment

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest BBUS 0.02% $768.1 M 37,117 22.15%
Largest (AUM) VTI 0.03% $279.0 B 3 M 21.79%
Most Liquid (Volume) VTI 0.03% $279.0 B 3 M 21.79%
Top YTD Performer SYLD 0.59% $314.6 M 35,294 44.94%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to its peers.

Holdings Comparison

LVOL ETF Database Category Average FactSet Segment Average
Number of Holdings 83 217 434
% of Assets in Top 10 28.82% 34.12% 29.33%
% of Assets in Top 15 39.67% 40.76% 37.40%
% of Assets in Top 50 82.97% 65.74% 67.82%

Size Comparison

LVOL ETF Database Category Average FactSet Segment Average
Large (>12.9B) 96.98% 70.34% 70.05%
Mid (>2.7B) 3.02% 7.99% 15.73%
Small (>600M) 0.00% 0.51% 4.53%
Micro (<600M) 0.00% 0.07% 0.60%

LVOL Valuation

This section compares the P/E ratio of this ETF to its peers.

LVOL
P/E Ratio
30.63
ETF Database Category Average
P/E Ratio
23.19
FactSet Segment Average
P/E Ratio
22.50

LVOL Dividend

This section compares the dividend yield of this ETF to its peers.

LVOL ETF Database Category Average FactSet Segment Average
Dividend $ 0.12 $ 0.28 $ 0.18
Dividend Date 2021-09-21 N/A N/A
Annual Dividend Rate $ 0.34 $ 0.84 $ 0.66
Annual Dividend Yield 0.73% 1.40% 1.03%

LVOL Price and Volume Chart

LVOL Fund Flows

View charts featuring ETF fund flow data.

5 Day Net Flows: 0 1 Month Net Flows: 681.26 K 3 Month Net Flows: 1.37 M 6 Month Net Flows: 1.37 M 1 Year Net Flows: 6.15 M 3 Year Net Flows: 6.15 M 5 Year Net Flows: 6.15 M 10 Year Net Flows: 6.15 M

LVOL Price vs Flows AUM Influence

View charts that break down the influence that fund flows and price had on overall assets.

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for LVOL on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETF Database Pro members, shows the ETF in the Large Cap Blend Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETF Database Pro. To view information on how the ETF Database Realtime Ratings work, click here.

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses n/a n/a
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

LVOL Expenses & Fees

This section compares the cost efficiency of this ETF to its peers.

Expenses Ratio Analysis

LVOL
Expense Ratio
0.29%
ETF Database Category Average
Expense Ratio
0.50%
FactSet Segment Average
Expense Ratio
0.43%

Tax Analysis

Max ST Capital Gains Rate 39.60%
Max LT Capital Gains Rate 20.00%
Tax On Distributions Qualified dividends
Distributes K1 No
ESG Themes and Scores
5.79/10
ESG Score
36.7%
Global Percentile
19.51%
Peer Percentile
    • Revenue Exposure to Environmental Impact (%)
      Higher is better, no ESG score impact
    • Severe Environment Controversies (%)
      Lower improves ESG score
    • Sustainable Impact Solutions (%)
      5.7%
      Higher is better, no ESG score impact
    • Weighted Average Carbon Intensity (Tons of CO2e / $M Sales)
      64.78
      Higher is worse, no ESG score impact
    • Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • High Impact Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • Water Stress High Risk Business Segment (%)
      Lower improves ESG score
    • Water Stress High Risk Geography (%)
      Lower improves ESG score
    • Water Stress Exposure Moderate (%)
      Lower improves ESG score
    • Water Stress Exposure High (%)
      Lower improves ESG score
    • Water Stress Exposure Low (%)
      Higher improves ESG score
    • Revenue Exposure to Energy Efficiency (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Alternative Energy (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Green Building (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Pollution Prevention (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Water Sustainability (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Social Impact (%)
      Higher is better, no ESG score impact
    • Sustainable Impact Solutions (%)
      5.7%
      Higher is better, no ESG score impact
    • SRI Exclusion Criteria (%)
      0.0%
      Higher is worse, no ESG score impact
    • Revenue Exposure to Affordable Real Estate (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Education (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Major Disease Treatment (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Nutrition (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Sanitation (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to SME Finance (%)
      Higher is better, no ESG score impact
    • Human Rights Norms Violation (%)
      Higher is worse, no ESG score impact
    • Human Rights Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Human Rights Controversies (%)
      Lower improves ESG score
    • Labor Norms Violation (%)
      Higher is worse, no ESG score impact
    • Labor Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Labor Controversies (%)
      Lower improves ESG score
    • Severe Customer Controversies (%)
      Lower improves ESG score
    • Global Compact Compliance Violation (%)
      Higher is worse, no ESG score impact
    • Global Compact Compliance Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Catholic Values Fail (%)
      Higher is worse, no ESG score impact
    • Islamic Non-Compliant (%)
      Higher is worse, no ESG score impact
    • Adult Entertainment Involvement (%)
      Higher is worse, no ESG score impact
    • Alcohol Involvement (%)
      Higher is worse, no ESG score impact
    • Gambling Involvement (%)
      Higher is worse, no ESG score impact
    • Nuclear Power Involvement (%)
      Higher is worse, no ESG score impact
    • Tobacco Involvement (%)
      Higher is worse, no ESG score impact
    • Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Controversies Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Retailer (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Producer (%)
      Higher is worse, no ESG score impact
    • Direct Predatory Lending Involvement (%)
      Higher is worse, no ESG score impact
    • Genetic Engineering Involvement (%)
      Higher is worse, no ESG score impact
    • Severe Governance Controversies (%)
      Lower improves ESG score
    • Board Flag (%)
      Lower improves ESG score
    • Lack of Independent Board Majority (%)
      Lower improves ESG score
    • Board Independence (0-25%) (%)
      Lower improves ESG score
    • Board Independence (25-50%) (%)
      Lower improves ESG score
    • Board Independence (50-75%) (%)
      Higher improves ESG score
    • Board Independence (75-100%) (%)
      Higher improves ESG score
    • No Female Directors (%)
      Lower improves ESG score
    • Three OR More Female Directors (%)
      Higher improves ESG score
    • Females Represent 30% of Directors (%)
      Higher improves ESG score
    • Entrenched Board (%)
      Lower improves ESG score
    • Overboarding (%)
      Lower improves ESG score
    • Negative Director Votes (%)
      Lower improves ESG score
    • Ownership AND Control Flag (%)
      Lower improves ESG score
    • One Share One Vote (%)
      Lower improves ESG score
    • No Annual Director Elections (%)
      Lower improves ESG score
    • Does Not Use Majority Voting (%)
      Lower improves ESG score
    • Significant Votes Against Pay Practices (%)
      Lower improves ESG score
    • Controlling Shareholder (%)
      Lower improves ESG score
    • Controlling Shareholder Concerns (%)
      Lower improves ESG score
    • Cross Shareholdings (%)
      Lower improves ESG score
    • Poison Pill (%)
      Lower improves ESG score
    • Pay Flag (%)
      Lower improves ESG score
    • No Pay Performance Link (%)
      Lower improves ESG score
    • Lack of Internal Pay Equity (%)
      Lower improves ESG score
    • Executive Pay Non-Disclosure (%)
      Lower improves ESG score
    • Accounting Flag (%)
      Lower improves ESG score

LVOL Performance

This section shows how this ETF has performed relative to its peers.

LVOL ETF Database
Category Average
Factset Segment
Average
1 Month Return 1.39% 2.45% 1.94%
3 Month Return 3.06% 4.02% 4.06%
YTD Return N/A 19.17% 16.80%
1 Year Return N/A 30.97% 26.86%
3 Year Return N/A 35.30% 39.46%
5 Year Return N/A 41.54% 48.06%

Geographic Exposure

The following charts reflect the geographic spread of LVOL's underlying holdings.

Region Percentage
North, Central and South America 99.75%
Other 0.21%
Country Percentage
United States 92.5%
Ireland 4.41%
Switzerland 1.97%
United Kingdom 0.87%
Other 0.21%

Holdings Analysis

The following charts reflect the allocation of LVOL's underlying holdings.

Sector Percentage
Technology Services 24.07%
Electronic Technology 12.39%
Finance 11.42%
Health Technology 10.43%
Consumer Non-Durables 8.67%
Producer Manufacturing 7.32%
Retail Trade 6.16%
Commercial Services 3.85%
Consumer Services 3.26%
Process Industries 3.19%
Energy Minerals 3.05%
Industrial Services 2.85%
Transportation 1.8%
Consumer Durables 1.29%
CASH 0.21%
Market Cap Percentage
Large 96.98%
Mid 3.02%
Small 0.0%
Micro 0.0%
Region Percentage
Asset Percentage
Share/Common/Ordinary 99.75%
CASH 0.21%
Sector Percentage
Technology Services 24.07%
Electronic Technology 12.39%
Finance 11.42%
Health Technology 10.43%
Consumer Non-Durables 8.67%
Producer Manufacturing 7.32%
Retail Trade 6.16%
Commercial Services 3.85%
Consumer Services 3.26%
Process Industries 3.19%
Energy Minerals 3.05%
Industrial Services 2.85%
Transportation 1.8%
Consumer Durables 1.29%
CASH 0.21%

LVOL Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETF Database Category.

5 Day Volatility
37.90%
Rank
62 of 128

20 Day Volatility
15.09%
Rank
17 of 128

50 Day Volatility
12.06%
Rank
42 of 128

200 Day Volatility
10.56%
Rank
87 of 128

Beta
0.91
Rank
81 of 128

Standard Deviation
No Ranking Available
Rank
N/A

Technicals

  • 20 Day MA $45.70
  • 60 Day MA $46.40
  • MACD 15 Period 1.38
  • MACD 100 Period 1.45
  • Williams % Range 10 Day n/a
  • Williams % Range 20 Day n/a
  • RSI 10 Day 69
  • RSI 20 Day 60
  • RSI 30 Day 57
  • Ultimate Oscillator 86

Bollinger Bands

  • Lower Bollinger (10 Day) $44.60
  • Upper Bollinger (10 Day) $47.60
  • Lower Bollinger (20 Day) $44.11
  • Upper Bollinger (20 Day) $47.26
  • Lower Bollinger (30 Day) $44.36
  • Upper Bollinger (30 Day) $47.55

Support & Resistance

  • Support Level 1 $47.13
  • Support Level 2 $47.13
  • Resistance Level 1 $47.13
  • Resistance Level 2 $47.13

Stochastic

  • Stochastic Oscillator %D (1 Day) 49.35
  • Stochastic Oscillator %D (5 Day) 95.41
  • Stochastic Oscillator %K (1 Day) 48.77
  • Stochastic Oscillator %K (5 Day) 87.11

Financial Advisor Report

ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.

Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETF Database. Information contained within the fact sheet is not guaranteed to be timely or accurate.

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Analyst Report Authors

ETF Database analysts have a combined 50 years in the ETF and Financial markets, covering every asset class and investment style. The team monitors new filings, new launches and new issuers to make sure we place each new ETF in the appropriate context so Financial Advisors can construct high quality portfolios.

Disclosures

Copyright © 2021 FactSet Research Systems Inc. All rights reserved.

Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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