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Invesco S&P MidCap 400® Equal Weight ETF (EWMC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V2253

CUSIP

46137V225

Issuer

Invesco

Inception Date

Dec 8, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Equal Weight Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

EWMC features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for EWMC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EWMC vs. VLU EWMC vs. RWJ EWMC vs. VOT EWMC vs. FDIS EWMC vs. FXAIX EWMC vs. XMHQ EWMC vs. VUG EWMC vs. VOO EWMC vs. XLG
Popular comparisons:
EWMC vs. VLU EWMC vs. RWJ EWMC vs. VOT EWMC vs. FDIS EWMC vs. FXAIX EWMC vs. XMHQ EWMC vs. VUG EWMC vs. VOO EWMC vs. XLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P MidCap 400® Equal Weight ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


290.00%300.00%310.00%320.00%330.00%340.00%Mon 17Tue 18Wed 19Thu 20Fri 21Sat 22Jun 23Mon 24
293.03%
344.90%
EWMC (Invesco S&P MidCap 400® Equal Weight ETF)
Benchmark (^GSPC)

Returns By Period


EWMC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of EWMC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.62%0.00%1.62%
202310.21%-1.78%-3.65%-0.81%-2.92%9.02%4.43%-2.53%-5.74%-4.55%8.95%8.36%18.36%
2022-5.88%0.86%1.42%-7.22%1.19%-9.57%10.95%-3.51%-9.69%11.45%6.20%-5.53%-11.63%
20212.35%7.65%5.73%3.49%1.27%-1.50%-0.17%1.75%-3.29%5.11%-3.29%5.21%26.35%
2020-3.80%-10.24%-22.20%17.92%7.48%2.02%3.43%4.53%-4.01%2.74%16.82%6.83%15.60%
201911.96%4.09%-1.28%3.86%-9.21%7.83%0.36%-5.97%4.28%0.90%2.82%3.03%23.05%
20182.40%-5.04%1.08%0.42%4.18%1.13%1.62%2.39%-1.05%-9.33%2.56%-12.05%-12.45%
20171.27%1.83%-0.24%0.73%-0.99%1.64%0.71%-2.57%5.01%1.08%3.34%0.74%13.05%
2016-7.43%1.87%9.29%2.05%1.69%0.03%4.75%0.89%-0.11%-3.46%9.71%2.44%22.52%
2015-2.00%5.68%0.13%0.15%0.79%-2.56%-0.71%-4.95%-4.61%6.72%0.17%-3.17%-4.96%
2014-1.29%5.54%0.28%-0.56%1.93%4.30%-4.11%4.79%-3.74%2.06%1.54%-0.47%10.20%
20137.10%0.98%4.44%0.68%2.78%-1.49%6.55%-2.68%4.66%4.05%0.93%2.87%34.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, EWMC is among the top 16% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EWMC is 8484
Overall Rank
The Sharpe Ratio Rank of EWMC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EWMC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWMC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of EWMC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of EWMC is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P MidCap 400® Equal Weight ETF (EWMC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
EWMC
^GSPC

There is not enough data available to calculate the Sharpe ratio for Invesco S&P MidCap 400® Equal Weight ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.701.801.902.002.10Mon 17Tue 18Wed 19Thu 20Fri 21Sat 22Jun 23Mon 24
1.66
2.09
EWMC (Invesco S&P MidCap 400® Equal Weight ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P MidCap 400® Equal Weight ETF provided a 0.57% dividend yield over the last twelve months, with an annual payout of $0.57 per share.


0.00%0.50%1.00%1.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.57$0.94$0.09$0.88$0.89$0.84$0.42$0.73$0.02$0.68$0.65$0.47

Dividend yield

0.57%0.96%0.11%0.92%1.16%1.25%0.75%1.14%0.03%1.43%1.28%1.01%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P MidCap 400® Equal Weight ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.28$0.30$0.57
2023$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.15$0.00$0.00$0.19$0.94
2022$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.02$0.09
2021$0.00$0.00$0.24$0.00$0.00$0.20$0.00$0.00$0.25$0.00$0.00$0.20$0.88
2020$0.00$0.00$0.34$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.19$0.89
2019$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.22$0.00$0.00$0.19$0.84
2018$0.00$0.00$0.01$0.00$0.00$0.20$0.00$0.00$0.02$0.00$0.00$0.19$0.42
2017$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.23$0.73
2016$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.02
2015$0.00$0.00$0.20$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.16$0.68
2014$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.18$0.65
2013$0.09$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.13$0.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-0.50%-0.40%-0.30%-0.20%-0.10%0.00%Mon 17Tue 18Wed 19Thu 20Fri 21Sat 22Jun 23Mon 24
-0.50%
0
EWMC (Invesco S&P MidCap 400® Equal Weight ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P MidCap 400® Equal Weight ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P MidCap 400® Equal Weight ETF was 43.12%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.12%Jan 17, 202045Mar 23, 2020161Nov 9, 2020206
-25.45%Jul 8, 201162Oct 4, 2011113Mar 16, 2012175
-23.84%Sep 21, 201865Dec 24, 2018267Jan 16, 2020332
-23.01%Nov 8, 2021226Sep 30, 2022303Dec 14, 2023529
-21.52%May 22, 2015183Feb 11, 2016114Jul 26, 2016297

Volatility

Volatility Chart

The current Invesco S&P MidCap 400® Equal Weight ETF volatility is 1.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%Mon 17Tue 18Wed 19Thu 20Fri 21Sat 22Jun 23Mon 24
1.24%
1.86%
EWMC (Invesco S&P MidCap 400® Equal Weight ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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