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Issuer
Invesco
Inception Date
Dec 4, 2023
Leveraged
1x (No leverage)
Index Tracked
Nasdaq US Free Cash Flow Achievers Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$13M

Share Price Chart


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Performance

QOWZ Performance Chart

Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ) is down 7.5% since the beginning of the year. QOWZ is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ) has returned -7.50% so far this year and -2.35% over the past 12 months.


Invesco Nasdaq Free Cash Flow Achievers ETF

1D
-1.31%
1M
-2.57%
YTD
-7.50%
6M
-8.43%
1Y
-2.35%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QOWZ Monthly Returns History

Based on dividend-adjusted daily data since Dec 6, 2023, QOWZ's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2025 with a return of +7.2%, while the worst month was Mar 2026 at -6.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QOWZ closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.20%-4.18%-6.09%4.94%5.32%-4.91%-7.50%
20252.21%-2.60%-6.06%0.00%7.16%6.11%1.79%-1.09%2.07%-0.14%-2.16%0.44%7.24%
20244.25%6.95%2.90%-5.68%3.50%7.07%2.04%1.88%2.40%0.25%6.90%-2.68%33.16%
20235.69%5.69%

Benchmark Metrics

Invesco Nasdaq Free Cash Flow Achievers ETF has an annualized alpha of -7.88%, beta of 1.12, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 06, 2023.

  • This ETF participated in 131.02% of S&P 500 Index downside but only 88.46% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.88% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.82, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-7.88%
Beta
1.12
0.82
Upside Capture
88.46%
Downside Capture
131.02%

Expense Ratio

QOWZ has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QOWZ ranks 7 for risk / return — in the bottom 7% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


QOWZ Risk / Return Rank: 77
Overall Rank
QOWZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QOWZ Sortino Ratio Rank: 77
Sortino Ratio Rank
QOWZ Omega Ratio Rank: 77
Omega Ratio Rank
QOWZ Calmar Ratio Rank: 77
Calmar Ratio Rank
QOWZ Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QOWZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

0.99

1.37

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.13

2.78

-2.92

Martin ratioReturn relative to average drawdown

-0.34

12.44

-12.78

Dividends

Dividend History

Invesco Nasdaq Free Cash Flow Achievers ETF provided a 0.37% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.30%0.40%0.50%0.60%0.70%$0.00$0.05$0.10$0.15$0.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.12$0.10$0.22

Dividend yield

0.37%0.28%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Nasdaq Free Cash Flow Achievers ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.00$0.00$0.03$0.05
2025$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.02$0.10
2024$0.03$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.09$0.22

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Nasdaq Free Cash Flow Achievers 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 Nasdaq Free Cash Flow Achievers ETF was 20.36%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.

The current Invesco Nasdaq Free Cash Flow Achievers ETF drawdown is 11.02%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-20.36%Apr 2025
2mo 14d2mo 23d
5mo 7dJan 2025 - Jun 2025
2026 correction2026
-17.81%Mar 2026
4mo 29d
7mo 27dOct 2025 - now
2024 pullback2024
-8.60%Apr 2024
1mo 12d1mo 22d
3mo 4dMar 2024 - Jun 2024
2024 pullback2024
-7.88%Aug 2024
19d14d
1mo 3dJul 2024 - Aug 2024
2024 pullback2024
-5.66%Dec 2024
14d1mo 4d
1mo 18dDec 2024 - Jan 2025

Drawdown Indicators


QOWZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.36%

-56.78%

+36.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-9.10%

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.02%

-1.80%

-9.22%

Average Drawdown

Average peak-to-trough decline

-4.07%

-10.71%

+6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

2.03%

+4.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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