Invesco S&P 500 Value with Momentum ETF (SPVM)
SPVM is a passive ETF by Invesco tracking the investment results of the S&P 500 High Momentum Value Index. SPVM launched on Jun 16, 2011 and has a 0.39% expense ratio.
ETF Info
ISIN | US7393712010 |
---|---|
CUSIP | 46137V423 |
Issuer | Invesco |
Inception Date | Jun 16, 2011 |
Region | North America (U.S.) |
Category | Large Cap Value Equities |
Index Tracked | S&P 500 High Momentum Value Index |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Invesco S&P 500 Value with Momentum ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500 Value with 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.
Returns By Period
Invesco S&P 500 Value with Momentum ETF had a return of 7.34% year-to-date (YTD) and 18.45% in the last 12 months. Over the past 10 years, Invesco S&P 500 Value with Momentum ETF had an annualized return of 9.12%, while the S&P 500 had an annualized return of 10.46%, indicating that Invesco S&P 500 Value with Momentum ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.34% | 5.84% |
1 month | -1.65% | -2.98% |
6 months | 18.20% | 22.02% |
1 year | 18.45% | 24.47% |
5 years (annualized) | 9.00% | 11.44% |
10 years (annualized) | 9.12% | 10.46% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.18% | 3.45% | 7.81% | |||||||||
2023 | -1.96% | -2.25% | 5.47% | 4.35% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Invesco S&P 500 Value with Momentum ETF(SPVM)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P 500 Value with Momentum ETF (SPVM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco S&P 500 Value with Momentum ETF granted a 2.11% dividend yield in the last twelve months. The annual payout for that period amounted to $1.14 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.14 | $1.24 | $1.15 | $0.73 | $0.86 | $1.04 | $1.06 | $0.65 | $0.96 | $0.76 | $0.60 | $0.55 |
Dividend yield | 2.11% | 2.45% | 2.33% | 1.41% | 2.11% | 2.40% | 3.10% | 1.68% | 2.80% | 2.67% | 1.94% | 1.92% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.27 | |||||||||
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 |
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 |
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 |
2020 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 |
2019 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.28 |
2018 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.28 |
2017 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 |
2016 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.46 |
2015 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 |
2014 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 |
2013 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 45.36%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.
The current Invesco S&P 500 Value with Momentum ETF drawdown is 3.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.36% | Feb 13, 2020 | 27 | Mar 23, 2020 | 209 | Jan 20, 2021 | 236 |
-20.17% | Jul 8, 2011 | 55 | Oct 3, 2011 | 75 | Mar 13, 2012 | 130 |
-19.49% | Apr 21, 2022 | 113 | Sep 30, 2022 | 358 | Mar 6, 2024 | 471 |
-17.54% | Jan 29, 2018 | 229 | Dec 24, 2018 | 77 | Apr 16, 2019 | 306 |
-16.15% | Dec 24, 2014 | 252 | Jan 20, 2016 | 119 | Jul 12, 2016 | 371 |
Volatility
Volatility Chart
The current Invesco S&P 500 Value with Momentum ETF volatility is 3.34%, 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.