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Invesco S&P MidCap Quality ETF (XMHQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X4438
CUSIP46137V472
IssuerInvesco
Inception DateDec 1, 2006
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedS&P MidCap 400 Index
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

XMHQ has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for XMHQ: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco S&P MidCap Quality ETF

Popular comparisons: XMHQ vs. XMMO, XMHQ vs. RFV, XMHQ vs. IMCG, XMHQ vs. FLQM, XMHQ vs. MDY, XMHQ vs. QQQ, XMHQ vs. IWY, XMHQ vs. SYLD, XMHQ vs. MOAT, XMHQ vs. ONEY

Performance

Performance Chart

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


250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
423.62%
279.80%
XMHQ (Invesco S&P MidCap Quality ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco S&P MidCap Quality ETF had a return of 21.19% year-to-date (YTD) and 47.46% in the last 12 months. Over the past 10 years, Invesco S&P MidCap Quality ETF had an annualized return of 12.72%, outperforming the S&P 500 benchmark which had an annualized return of 10.76%.


PeriodReturnBenchmark
Year-To-Date21.19%11.21%
1 month2.43%4.60%
6 months29.41%16.35%
1 year47.46%27.79%
5 years (annualized)18.93%13.43%
10 years (annualized)12.72%10.76%

Monthly Returns

The table below presents the monthly returns of XMHQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.94%11.97%7.83%-6.62%21.19%
20238.93%-1.67%-0.49%0.63%-1.65%11.32%3.77%0.60%-4.24%-4.95%8.15%7.35%29.51%
2022-5.81%0.66%-0.34%-7.12%0.58%-9.49%11.14%-4.08%-7.74%12.02%6.41%-6.50%-12.42%
20212.07%6.14%5.02%2.50%0.50%-1.12%0.35%2.22%-3.89%4.86%-2.82%3.93%20.98%
2020-2.01%-9.64%-12.83%14.61%9.13%2.47%4.21%3.86%-4.03%2.47%12.71%6.68%26.61%
201910.87%3.58%1.32%2.03%-7.87%7.24%2.36%-3.78%1.79%1.64%3.67%2.62%27.18%
20182.79%-4.08%0.41%0.87%1.98%1.77%0.83%4.26%-0.91%-7.88%0.47%-9.01%-9.08%
20172.42%2.20%-0.50%0.51%-0.16%1.08%1.02%-0.70%3.25%0.46%3.95%1.20%15.64%
2016-8.13%2.65%9.75%3.29%0.59%0.40%3.54%0.05%-0.16%-2.92%5.86%1.20%16.15%
2015-2.17%4.98%-0.18%-0.47%0.87%-2.79%-0.10%-5.42%-4.99%7.10%0.32%-3.13%-6.52%
2014-3.30%5.01%0.63%-0.11%2.40%3.14%-2.54%3.71%-2.55%2.43%3.29%0.62%13.05%
20135.68%1.83%4.12%0.60%3.53%-1.24%4.34%-2.67%4.51%4.22%2.11%2.49%33.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XMHQ is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XMHQ is 9393
XMHQ (Invesco S&P MidCap Quality ETF)
The Sharpe Ratio Rank of XMHQ is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of XMHQ is 9494Sortino Ratio Rank
The Omega Ratio Rank of XMHQ is 9090Omega Ratio Rank
The Calmar Ratio Rank of XMHQ is 9696Calmar Ratio Rank
The Martin Ratio Rank of XMHQ is 9191Martin 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 MidCap Quality ETF (XMHQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XMHQ
Sharpe ratio
The chart of Sharpe ratio for XMHQ, currently valued at 2.82, compared to the broader market0.002.004.006.002.82
Sortino ratio
The chart of Sortino ratio for XMHQ, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for XMHQ, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.003.501.47
Calmar ratio
The chart of Calmar ratio for XMHQ, currently valued at 4.21, compared to the broader market0.005.0010.0015.004.21
Martin ratio
The chart of Martin ratio for XMHQ, currently valued at 13.60, compared to the broader market0.0020.0040.0060.0080.00100.0013.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.003.501.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current Invesco S&P MidCap Quality ETF Sharpe ratio is 2.82. 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 MidCap Quality 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.82
2.52
XMHQ (Invesco S&P MidCap Quality ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P MidCap Quality ETF granted a 0.60% dividend yield in the last twelve months. The annual payout for that period amounted to $0.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.64$0.65$1.19$0.80$0.75$0.66$0.68$0.51$0.68$0.49$0.50$0.39

Dividend yield

0.60%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%1.25%1.11%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P MidCap Quality ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.20$0.00$0.00$0.20
2023$0.00$0.00$0.21$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16$0.65
2022$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.25$0.00$0.00$0.35$1.19
2021$0.00$0.00$0.13$0.00$0.00$0.18$0.00$0.00$0.29$0.00$0.00$0.19$0.80
2020$0.00$0.00$0.16$0.00$0.00$0.11$0.00$0.00$0.16$0.00$0.00$0.31$0.75
2019$0.00$0.00$0.06$0.00$0.00$0.20$0.00$0.00$0.18$0.00$0.00$0.22$0.66
2018$0.00$0.00$0.07$0.00$0.00$0.27$0.00$0.00$0.13$0.00$0.00$0.21$0.68
2017$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.17$0.00$0.00$0.19$0.51
2016$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.31$0.68
2015$0.00$0.00$0.02$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.23$0.49
2014$0.00$0.00$0.02$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.23$0.50
2013$0.01$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.14$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-2.50%
-0.31%
XMHQ (Invesco S&P MidCap Quality ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P MidCap Quality 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 MidCap Quality ETF was 58.19%, occurring on Nov 21, 2008. Recovery took 1045 trading sessions.

The current Invesco S&P MidCap Quality ETF drawdown is 2.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.19%Jul 18, 2007343Nov 21, 20081045Jan 18, 20131388
-36.9%Feb 20, 202023Mar 23, 202087Jul 27, 2020110
-25.48%Nov 17, 2021146Jun 16, 2022267Jul 12, 2023413
-22.39%May 20, 2015185Feb 11, 2016112Jul 22, 2016297
-21.83%Sep 24, 201864Dec 24, 2018145Jul 24, 2019209

Volatility

Volatility Chart

The current Invesco S&P MidCap Quality ETF volatility is 4.47%, 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%December2024FebruaryMarchAprilMay
4.47%
3.10%
XMHQ (Invesco S&P MidCap Quality ETF)
Benchmark (^GSPC)