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 |
| Leveraged | 1x |
| 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 has an expense ratio of 0.11%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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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 28.25% year-to-date (YTD) and 37.90% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 28.25% | 25.82% |
| 1 month | 2.61% | 3.20% |
| 6 months | 14.64% | 14.94% |
| 1 year | 37.90% | 35.92% |
| 5 years (annualized) | N/A | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of QVML, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.89% | 5.48% | 3.57% | -3.93% | 4.60% | 3.86% | 0.92% | 2.40% | 1.67% | -0.49% | 28.25% | ||
| 2023 | 5.42% | -2.21% | 2.68% | 2.03% | -0.92% | 6.01% | 3.00% | -1.34% | -4.91% | -1.56% | 8.73% | 4.15% | 22.19% |
| 2022 | -4.88% | -3.23% | 3.79% | -7.88% | 0.83% | -8.38% | 8.77% | -3.90% | -9.19% | 8.43% | 5.82% | -5.42% | -16.26% |
| 2021 | 2.23% | 3.18% | -4.62% | 7.32% | -0.73% | 5.01% | 12.56% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QVML is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 provided a 1.11% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.39 | $0.40 | $0.40 | $0.17 |
Dividend yield | 1.11% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.29 | |
| 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 | $0.40 |
| 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 | $0.40 |
| 2021 | $0.07 | $0.00 | $0.00 | $0.10 | $0.17 |
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.
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 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.53% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -8.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.37% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -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 |
Volatility
Volatility Chart
The current Invesco S&P 500 QVM Multi-factor ETF volatility is 3.88%, 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.