Invesco S&P 500 QVM Multi-factor ETF (QVML)
QVML is a passive ETF by Invesco tracking the investment results of the S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index - Benchmark TR Gross. QVML launched on Jun 30, 2021 and has a 0.11% expense ratio.
ETF Info
| ISIN | US46138G5817 |
|---|---|
| CUSIP | 46138G581 |
| Issuer | Invesco |
| Inception Date | Jun 30, 2021 |
| Region | North America (U.S.) |
| Category | Multi-factor |
| Index Tracked | S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index - Benchmark TR Gross |
| Home Page | www.invesco.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Expense Ratio
QVML features an expense ratio of 0.11%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
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.
Returns By Period
Invesco S&P 500 QVM Multi-factor ETF had a return of 9.54% year-to-date (YTD) and 23.92% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.54% | 7.26% |
| 1 month | -2.55% | -2.63% |
| 6 months | 24.78% | 22.78% |
| 1 year | 23.92% | 22.71% |
| 5 years (annualized) | N/A | 11.87% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.90% | 5.48% | 3.57% | |||||||||
| 2023 | -4.91% | -1.56% | 8.73% | 4.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QVML is 84, placing it in the top 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Invesco S&P 500 QVM Multi-factor ETF(QVML)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P 500 QVM Multi-factor ETF (QVML) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco S&P 500 QVM Multi-factor ETF granted a 1.29% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.39 | $0.40 | $0.40 | $0.17 |
Dividend yield | 1.29% | 1.43% | 1.72% | 0.62% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | |||||||||
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 |
| 2021 | $0.07 | $0.00 | $0.00 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
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 23.53%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current Invesco S&P 500 QVM Multi-factor ETF drawdown is 2.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.53% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -5.37% | Apr 1, 2024 | 15 | Apr 19, 2024 | — | — | — |
| -4.98% | Sep 7, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
| -3.68% | Nov 26, 2021 | 4 | Dec 1, 2021 | 5 | Dec 8, 2021 | 9 |
| -3% | Dec 16, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
Volatility
Volatility Chart
The current Invesco S&P 500 QVM Multi-factor ETF volatility is 4.01%, 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.