Invesco S&P SmallCap Low Volatility ETF (XSLV US) – Portfolio Construction MethodologyThe underlying S&P SmallCap 600 Low Volatility Index delivers the 120 least-volatile members of the S&P SmallCap 600. Eligibility is limited to current S&P SmallCap 600 constituents (committee-maintained U.S. small caps that typically span roughly USD 1–7bn market cap at entry/exit); there are no added sector or thematic screens. Securities are ranked by trailing 12-month price volatility, measured as standard deviation of ...