- ISIN
- US7393712010
- CUSIP
- 46137V423
- Issuer
- Invesco
- Inception Date
- Jun 16, 2011
- Region
- North America (U.S.)
- Category
- Momentum, S&P 500, Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 High Momentum Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Value
- Assets Under Management
- $130M
Highlights
- Avg. Volume (1M)
- 15K
- Avg. Volume Value (1M)
- $1.14M
Share Price Chart
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Performance
SPVM Performance Chart
Invesco S&P 500 Value with Momentum ETF (SPVM) is up 15.2% since the beginning of the year. SPVM is currently trading at $77 per share. Investors who bought $1,000 worth of SPVM shares 5 years ago would now be looking at an investment worth $1,768.
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Returns By Period
Invesco S&P 500 Value with Momentum ETF (SPVM) has returned 15.18% so far this year and 30.48% over the past 12 months. Over the last ten years, SPVM has returned 12.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Invesco S&P 500 Value with Momentum ETF
- 1D
- -0.22%
- 1M
- 2.32%
- 6M
- 11.82%
- YTD
- 15.18%
- 1Y
- 30.48%
- 3Y*
- 18.09%
- 5Y*
- 12.07%
- 10Y*
- 12.30%
- ALL TIME*
- 12.00%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SPVM Monthly Returns History
Based on dividend-adjusted daily data since Jun 16, 2011, SPVM's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SPVM closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.00% | 3.28% | -3.93% | 4.01% | 1.61% | 2.70% | 3.85% | 15.18% | |||||
| 2025 | 3.53% | -0.08% | -3.02% | -2.79% | 3.79% | 3.75% | 2.26% | 5.49% | 2.68% | -1.63% | 3.78% | 1.45% | 20.47% |
| 2024 | 0.18% | 3.45% | 7.81% | -5.37% | 3.63% | -1.63% | 5.96% | 1.81% | 0.42% | -0.59% | 8.61% | -8.28% | 15.64% |
| 2023 | 3.96% | -3.57% | -3.27% | 0.54% | -6.26% | 8.12% | 4.21% | -2.84% | -1.96% | -2.25% | 5.47% | 4.35% | 5.53% |
| 2022 | 1.01% | 1.65% | 2.55% | -5.79% | 3.61% | -11.94% | 6.06% | -0.33% | -8.83% | 13.01% | 4.43% | -4.89% | -2.10% |
| 2021 | 0.97% | 3.83% | 9.46% | 4.35% | 2.85% | -1.76% | -0.16% | 2.95% | -3.38% | 4.92% | -3.33% | 5.73% | 28.86% |
Benchmark Metrics
Invesco S&P 500 Value with Momentum ETF has an annualized alpha of 1.61%, beta of 0.87, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 16, 2011.
- With beta of 0.87 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.61%
- Beta
- 0.87
- R²
- 0.65
- Upside Capture
- 96.19%
- Downside Capture
- 97.69%
Expense Ratio
SPVM has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SPVM ranks 93 for risk / return — above 93% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Invesco S&P 500 Value with Momentum ETF (SPVM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPVM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 2.00 | +2.46 |
| Martin ratioReturn relative to average drawdown | 17.23 | 8.49 | +8.74 |
Dividends
Dividend History
Invesco S&P 500 Value with Momentum ETF provided a 1.92% dividend yield over the last twelve months, with an annual payout of $1.49 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.49 | $1.37 | $1.10 | $1.24 | $1.15 | $0.73 | $0.86 | $1.04 | $1.06 | $0.65 | $0.96 | $0.76 |
Dividend yield | 1.92% | 2.02% | 1.91% | 2.45% | 2.33% | 1.41% | 2.11% | 2.40% | 3.10% | 1.68% | 2.80% | 2.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500 Value with Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.35 | $0.00 | $0.72 | |||||
| 2025 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.31 | $1.37 |
| 2024 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.33 | $1.10 |
| 2023 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.32 | $1.24 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.35 | $1.15 |
| 2021 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.73 |
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 Value with 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 Value with Momentum ETF was 45.35%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.
The current Invesco S&P 500 Value with Momentum ETF drawdown is 1.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-45.35%Mar 2020 | 1mo 9d | 10mo 3d | 11mo 12dFeb 2020 - Jan 2021 | COVID crash2020 |
-20.52%Oct 2011 | 2mo 27d | 5mo 12d | 8mo 9dJul 2011 - Mar 2012 | — |
-19.48%Sep 2022 | 5mo 12d | 1y 5mo | 1y 10moApr 2022 - Mar 2024 | Bear market2022 |
-18.66%Apr 2025 | 4mo 7d | 3mo 16d | 7mo 23dDec 2024 - Jul 2025 | 2025 selloff2025 |
-17.54%Dec 2018 | 10mo 29d | 3mo 23d | 1y 2moJan 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| SPVM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.35% | -56.78% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -9.10% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.66% | -18.90% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -25.43% | +5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -33.92% | -11.43% |
Current DrawdownCurrent decline from peak | -1.34% | -1.58% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -10.70% | +5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.14% | -0.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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