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Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138G5650

CUSIP

46138G565

Issuer

Invesco

Inception Date

Jun 30, 2021

Region

North America (U.S.)

Category

Multi-factor

Leveraged

1x

Index Tracked

S&P Small Cap 600

Asset Class

Equity

Asset Class Size

Small-Cap

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
QVMS vs. XSVM QVMS vs. QVML QVMS vs. QVMM QVMS vs. XMHQ QVMS vs. RTAI QVMS vs. DES QVMS vs. OMFS QVMS vs. AVUV QVMS vs. SPHQ QVMS vs. COWZ
Popular comparisons:
QVMS vs. XSVM QVMS vs. QVML QVMS vs. QVMM QVMS vs. XMHQ QVMS vs. RTAI QVMS vs. DES QVMS vs. OMFS QVMS vs. AVUV QVMS vs. SPHQ QVMS vs. COWZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap 600 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.98%
12.52%
QVMS (Invesco S&P SmallCap 600 QVM Multi-factor ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P SmallCap 600 QVM Multi-factor ETF had a return of 18.35% year-to-date (YTD) and 33.38% in the last 12 months.


QVMS

YTD

18.35%

1M

9.42%

6M

16.98%

1Y

33.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of QVMS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.78%3.71%3.21%-5.56%4.70%-2.06%11.29%-1.70%0.79%-2.10%18.35%
20238.92%-0.68%-5.28%-2.99%-1.20%8.44%5.10%-3.79%-5.94%-5.30%8.36%12.49%16.89%
2022-7.08%1.18%-0.08%-7.57%2.59%-8.39%10.22%-4.36%-9.52%12.83%3.93%-6.45%-14.61%
2021-2.25%2.41%-2.66%3.78%-1.50%4.86%4.45%

Expense Ratio

QVMS has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for QVMS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QVMS is 56, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of QVMS is 5656
Combined Rank
The Sharpe Ratio Rank of QVMS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QVMS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QVMS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of QVMS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QVMS is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for QVMS, currently valued at 1.65, compared to the broader market0.002.004.001.652.53
The chart of Sortino ratio for QVMS, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.463.39
The chart of Omega ratio for QVMS, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.47
The chart of Calmar ratio for QVMS, currently valued at 2.27, compared to the broader market0.005.0010.0015.0020.002.273.65
The chart of Martin ratio for QVMS, currently valued at 9.51, compared to the broader market0.0020.0040.0060.0080.00100.009.5116.21
QVMS
^GSPC

The current Invesco S&P SmallCap 600 QVM Multi-factor ETF Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P SmallCap 600 QVM Multi-factor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.65
2.53
QVMS (Invesco S&P SmallCap 600 QVM Multi-factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P SmallCap 600 QVM Multi-factor ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 2 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.35$0.38$0.34$0.17

Dividend yield

1.20%1.51%1.58%0.64%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap 600 QVM Multi-factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.27
2023$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.09$0.38
2022$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.34
2021$0.09$0.00$0.00$0.08$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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.57%
-0.53%
QVMS (Invesco S&P SmallCap 600 QVM Multi-factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap 600 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 SmallCap 600 QVM Multi-factor ETF was 24.77%, occurring on Sep 27, 2022. Recovery took 449 trading sessions.

The current Invesco S&P SmallCap 600 QVM Multi-factor ETF drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.77%Nov 8, 2021223Sep 27, 2022449Jul 12, 2024672
-9.12%Aug 1, 20243Aug 5, 202451Oct 16, 202454
-7.74%Jul 2, 202111Jul 19, 202129Aug 27, 202140
-5.53%Sep 3, 202112Sep 21, 202121Oct 20, 202133
-4.1%Nov 12, 20245Nov 18, 2024

Volatility

Volatility Chart

The current Invesco S&P SmallCap 600 QVM Multi-factor ETF volatility is 7.81%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.81%
3.97%
QVMS (Invesco S&P SmallCap 600 QVM Multi-factor ETF)
Benchmark (^GSPC)