PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Invesco S&P 500 Minimum Variance ETF (SPMV) Sharpe Ratio
Delisted

ETF · Currency in USD · Last updated Jul 14, 2026

SPMV is a passive ETF by Invesco tracking the investment results of the S&P 500 Minimum Volatility Index. SPMV launched on Jul 13, 2017 and has a 0.10% expense ratio.

Sharpe ratio is not yet available for SPMV. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Invesco S&P 500 Minimum Variance ETF's Sharpe Ratio with other ETFs in the S&P 500, Large Cap Value Equities category across multiple time periods, showing how SPMV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CPSPCalamos S&P 500 Structured Alt Protection ETF - April4.74
PMMYPGIM S&P 500 Max Buffer ETF - May3.93
VLUEiShares MSCI USA Value Factor ETF3.64
PMFBPGIM S&P 500 Max Buffer ETF - February3.32
PMJAPGIM S&P 500 Max Buffer ETF - January3.27
CPSTCalamos S&P 500 Structured Alt Protection ETF - September3.21
CPSMCalamos S&P 500 Structured Alt Protection ETF - May3.05
PWVInvesco Dynamic Large Cap Value ETF3.01
SEIVSEI Enhanced US Large Cap Value Factor ETF2.86
CPSLCalamos Laddered S&P 500 Structured Alt Protection ETF2.83
SPMVInvesco S&P 500 Minimum Variance ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPMV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPMV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SPMV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio