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
US46138G5817
46138G581
Jun 30, 2021
North America (U.S.)
1x
S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index - Benchmark TR Gross
Large-Cap
Expense Ratio
QVML has an expense ratio of 0.11%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Invesco S&P 500 QVM Multi-factor ETF (QVML) returned 1.67% year-to-date (YTD) and 14.09% over the past 12 months.
QVML
1.67%
6.08%
-0.95%
14.09%
13.85%
N/A
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.11% | -0.44% | -5.20% | -1.53% | 6.08% | 1.67% | |||||||
| 2024 | 2.90% | 5.48% | 3.57% | -3.93% | 4.60% | 3.86% | 0.92% | 2.40% | 1.67% | -0.49% | 5.31% | -2.57% | 25.87% |
| 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 rank of QVML is 63, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
Invesco S&P 500 QVM Multi-factor ETF provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $0.41 | $0.40 | $0.40 | $0.40 | $0.17 |
Dividend yield | 1.18% | 1.15% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | |||||||
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.40 |
| 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.
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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 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.53% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -18.71% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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