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Invesco S&P 500 QVM UCITS ETF (PQVM.L) Sharpe Ratio: 2.06

ETF · Currency in USD · Last updated Jun 5, 2026

The fund seeks to replicate the performance of the S&P 500 Quality, Value, and Momentum Multi-Factor Index by investing in large-cap U.S. equities selected for quality, value, and momentum factors.

PQVM.L's Sharpe Ratio of 2.06 indicates that for each unit of volatility, it generates 2.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

PQVM.L Sharpe Ratio Rank

PQVM.L Sharpe Ratio Rank: 62.963
Above Average

PQVM.L ranks above 62.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

PQVM.L Sharpe Ratio Market Positioning

The chart shows PQVM.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.62+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 QVM UCITS ETF's Sharpe Ratio with other ETFs in the S&P 500, Large Cap Value Equities category across multiple time periods, showing how PQVM.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IUVF.LiShares Edge MSCI USA Value Factor UCITS5.93
IUVD.LiShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)5.38
IUVL.LiShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)5.33
UVAL.LSPDR MSCI USA Value Weighted UCITS ETF4.88
S5EE.LUBS S&P 500 ESG Elite UCITS ETF USD acc3.65
PSRF.LInvesco FTSE RAFI US 1000 UCITS ETF3.61
S5SD.LUBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis2.89
IUSA.LiShares S&P 500 UCITS Dist2.82
I500.LiShares S&P 500 Swap UCITS ETF2.81
LSPX.LLyxor S&P 500 UCITS ETF - D-USD2.80
PQVM.LInvesco S&P 500 QVM UCITS ETF2.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PQVM.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PQVM.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PQVM.L fit in your portfolio?

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