Sortino 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 Sortino Ratio with other ETFs in the S&P 500, Low Volatility 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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CPSP | Calamos S&P 500 Structured Alt Protection ETF - April | 8.37 | |||
| PMMY | PGIM S&P 500 Max Buffer ETF - May | 5.62 | |||
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 5.08 | |||
| PMJA | PGIM S&P 500 Max Buffer ETF - January | 4.98 | |||
| CPST | Calamos S&P 500 Structured Alt Protection ETF - September | 4.97 | |||
| PMFB | PGIM S&P 500 Max Buffer ETF - February | 4.90 | |||
| CPSM | Calamos S&P 500 Structured Alt Protection ETF - May | 4.87 | |||
| FLLV | Franklin Liberty U.S. Low Volatility ETF | 4.48 | |||
| CPSL | Calamos Laddered S&P 500 Structured Alt Protection ETF | 4.37 | |||
| CPSD | Calamos S&P 500 Structured Alt Protection ETF - December | 4.11 | |||
| SPMV | Invesco S&P 500 Minimum Variance ETF | — |
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Historical Sortino Ratio
The chart shows SPMV's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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.
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