TLV ETF Analysis: Dividends, Returns TSX:TLV — TradingView

Analysis

Key stats

The fund tracks an index that focuses on Canadian equities that exhibit low-volatility. The index is designed to provide exposure to approximately 50 of the least volatile stocks included in the S&P/TSX Composite Index. This strategy stems from the issuers belief that lower volatility stocks have historically had higher dividend yields and better performance than the broader market. Volatility is computed as the standard deviation of a securitys daily price returns over the prior one year trading period. Constituents within the index are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. Index rebalancing is done quarterly.