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Invesco S&P 500® Momentum ETF (SPMO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936Q6787

CUSIP

73936Q678

Issuer

Invesco

Inception Date

Oct 9, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Momentum Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SPMO has an expense ratio of 0.13%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Invesco S&P 500® Momentum ETF (SPMO) returned 11.02% year-to-date (YTD) and 28.59% over the past 12 months.


SPMO

YTD

11.02%

1M

11.98%

6M

9.31%

1Y

28.59%

3Y*

24.10%

5Y*

21.43%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.29%-0.24%-7.11%2.20%11.32%11.02%
20245.64%11.49%4.16%-5.45%7.34%7.50%-1.67%3.78%1.63%0.20%6.62%-1.68%45.82%
2023-0.46%-4.56%1.76%2.90%-5.51%6.05%1.76%2.37%-1.23%-1.99%9.81%6.51%17.56%
2022-6.37%-2.04%3.56%-8.53%1.56%-8.20%7.91%-2.95%-6.98%13.58%3.17%-3.16%-10.46%
20210.18%-1.44%1.65%5.36%-0.79%7.17%2.23%4.59%-4.68%7.37%-2.91%2.66%22.64%
20203.01%-8.29%-8.55%11.11%6.80%2.57%7.66%8.49%-1.67%-4.28%7.69%3.02%28.25%
20199.15%3.93%2.82%1.03%-2.48%4.83%0.86%-0.38%0.31%-0.27%1.97%1.98%25.93%
20187.29%-0.50%-3.95%1.41%3.95%-0.01%3.54%4.46%1.37%-9.81%1.59%-8.74%-0.92%
20170.91%3.98%-1.88%2.61%1.85%1.54%2.33%1.06%1.21%7.78%2.61%1.01%27.76%
2016-3.99%-0.20%5.59%0.50%0.04%-0.88%5.16%0.50%-1.86%-0.62%3.32%7.36%
20153.93%1.03%-2.11%2.79%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, SPMO is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPMO is 8787
Overall Rank
The Sharpe Ratio Rank of SPMO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8686
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 500® Momentum ETF (SPMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P 500® Momentum ETF Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 1.15
  • 5-Year: 1.08
  • All Time: 0.96

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P 500® Momentum ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Invesco S&P 500® Momentum ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.51$0.46$1.07$0.95$0.34$0.67$0.58$0.36$0.26$0.53$0.09

Dividend yield

0.48%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.18$0.00$0.00$0.18
2024$0.00$0.00$0.13$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.19$0.46
2023$0.00$0.00$0.34$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.16$1.07
2022$0.00$0.00$0.14$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.30$0.95
2021$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.13$0.34
2020$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.67
2019$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.19$0.58
2018$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.13$0.36
2017$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.05$0.26
2016$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.12$0.00$0.00$0.27$0.53
2015$0.09$0.09

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® Momentum 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® Momentum ETF was 30.95%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.95%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-23.39%Oct 2, 201858Dec 24, 2018121Jun 19, 2019179
-22.75%Jan 5, 2022182Sep 26, 2022306Dec 13, 2023488
-20.13%Feb 14, 202535Apr 4, 202526May 13, 202561
-13.16%Jul 11, 202418Aug 5, 202443Oct 4, 202461
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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