PortfoliosLab logo
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 compared to other funds.


Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Share Price Chart


Loading data...

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

The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%OctoberNovemberDecember2025FebruaryMarch
312.91%
175.76%
SPMO (Invesco S&P 500® Momentum ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P 500® Momentum ETF had a return of -2.78% year-to-date (YTD) and 15.55% in the last 12 months.


SPMO

YTD

-2.78%

1M

-7.59%

6M

2.45%

1Y

15.55%

5Y*

22.48%

10Y*

N/A

^GSPC (Benchmark)

YTD

-5.11%

1M

-6.30%

6M

-2.74%

1Y

6.22%

5Y*

17.08%

10Y*

10.46%

*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%-2.78%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPMO is 69, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPMO is 6969
Overall Rank
The Sharpe Ratio Rank of SPMO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 7171
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 chart of Sharpe ratio for SPMO, currently valued at 0.82, compared to the broader market0.002.004.000.820.52
The chart of Sortino ratio for SPMO, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.0012.001.200.78
The chart of Omega ratio for SPMO, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.10
The chart of Calmar ratio for SPMO, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.190.72
The chart of Martin ratio for SPMO, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.842.41
SPMO
^GSPC

The current Invesco S&P 500® Momentum ETF Sharpe ratio is 0.82. 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 500® Momentum 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 Ratio0.501.001.502.002.503.003.504.00OctoberNovemberDecember2025FebruaryMarch
0.82
0.52
SPMO (Invesco S&P 500® Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P 500® Momentum ETF provided a 0.55% 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

0.55%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$0.18
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.55%
-9.17%
SPMO (Invesco S&P 500® Momentum ETF)
Benchmark (^GSPC)

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.

The current Invesco S&P 500® Momentum ETF drawdown is 10.55%.


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
-13.16%Jul 11, 202418Aug 5, 202443Oct 4, 202461
-11.14%Feb 14, 202519Mar 13, 2025

Volatility

Volatility Chart

The current Invesco S&P 500® Momentum ETF volatility is 7.62%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
7.62%
6.20%
SPMO (Invesco S&P 500® Momentum ETF)
Benchmark (^GSPC)