Invesco S&P 500 QVM Multi-factor ETF (QVML)

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

Invesco S&P 500 QVM Multi-factor ETF (QVML) has returned -4.47% so far this year and 15.56% over the past 12 months.

Based on dividend-adjusted daily data since Jun 30, 2021, QVML's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +8.8%, while the worst month was Sep 2022 at -9.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QVML closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -6.2%.

Invesco S&P 500 QVM Multi-factor ETF has an annualized alpha of 1.80%, beta of 0.97, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since July 01, 2021.

• This ETF captured 100.77% of S&P 500 Index gains but only 94.19% of its losses — a favorable profile for investors.
• With beta of 0.97 and R² of 0.98, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

QVML has an expense ratio of 0.11%, which is considered low.

QVML ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Invesco S&P 500 QVM Multi-factor ETF (QVML) and compare them to a chosen benchmark (S&P 500 Index).

Invesco S&P 500 QVM Multi-factor ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Invesco S&P 500 QVM Multi-factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Invesco S&P 500 QVM Multi-factor 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 500 QVM Multi-factor ETF was 23.52%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.

The current Invesco S&P 500 QVM Multi-factor ETF drawdown is 6.23%.

The chart below shows the rolling one-month volatility.