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ISIN
US73935X4438
CUSIP
46137V472
Issuer
Invesco
Inception Date
Dec 1, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P MidCap 400 Quality Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$7B

Share Price Chart


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Performance

XMHQ Performance Chart

Invesco S&P MidCap Quality ETF (XMHQ) is up 8.9% since the beginning of the year. XMHQ is currently trading at $111 per share. Investors who bought $1,000 worth of XMHQ shares 5 years ago would now be looking at an investment worth $1,599.


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S&P 500 Index

Returns By Period

Invesco S&P MidCap Quality ETF (XMHQ) has returned 8.87% so far this year and 16.53% over the past 12 months. Over the last ten years, XMHQ has returned 13.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco S&P MidCap Quality ETF

1D
0.55%
1M
2.66%
YTD
8.87%
6M
6.35%
1Y
16.53%
3Y*
15.38%
5Y*
9.84%
10Y*
13.03%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMHQ Monthly Returns History

Based on dividend-adjusted daily data since Dec 1, 2006, XMHQ's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.6%, while the worst month was Oct 2008 at -22.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XMHQ closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.93%1.81%-4.48%3.81%3.12%0.62%8.87%
20252.81%-5.12%-4.52%0.91%5.35%1.11%2.88%3.37%0.60%-2.19%0.40%-0.45%4.71%
20242.94%11.97%7.83%-6.62%3.26%-4.30%6.15%-1.81%1.57%-3.63%9.39%-8.77%16.79%
20238.94%-1.67%-0.49%0.63%-1.65%11.31%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%-7.73%12.02%6.41%-6.50%-12.42%
20212.07%6.14%5.02%2.50%0.50%-1.13%0.35%2.22%-3.88%4.85%-2.83%3.93%20.98%

Benchmark Metrics

Invesco S&P MidCap Quality ETF has an annualized alpha of 1.90%, beta of 0.88, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 01, 2006.

  • This ETF captured 105.21% of S&P 500 Index gains and 103.27% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.88 and R2 of 0.69, 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
1.90%
Beta
0.88
0.69
Upside Capture
105.21%
Downside Capture
103.27%

Expense Ratio

XMHQ has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

XMHQ ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XMHQ Risk / Return Rank: 3333
Overall Rank
XMHQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 2727
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 3939
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) 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.


XMHQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.88

2.78

-0.91

Martin ratioReturn relative to average drawdown

5.48

12.44

-6.96

Dividends

Dividend History

Invesco S&P MidCap Quality ETF provided a 0.70% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.78$0.66$5.12$0.65$1.19$0.80$0.75$0.66$0.68$0.51$0.68$0.49

Dividend yield

0.70%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

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
2026$0.00$0.00$0.15$0.00$0.00$0.16$0.31
2025$0.00$0.00$0.19$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.19$0.66
2024$0.00$0.00$0.20$0.00$0.00$4.58$0.00$0.00$0.15$0.00$0.00$0.19$5.12
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

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 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 1.26%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.19%Nov 2008
1y 4mo4y 1mo
5y 6moJul 2007 - Jan 2013
COVID crash2020
-36.90%Mar 2020
1mo 2d4mo 6d
5mo 8dFeb 2020 - Jul 2020
Bear market2022
-25.47%Jun 2022
7mo 1d1y 26d
1y 7moNov 2021 - Jul 2023
2025 selloff2025
-24.56%Apr 2025
4mo 13d9mo 12d
1y 1moNov 2024 - Jan 2026
2016 bear market2016
-22.39%Feb 2016
8mo 27d5mo 12d
1y 2moMay 2015 - Jul 2016

Drawdown Indicators


XMHQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-56.78%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-9.10%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-18.90%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-25.43%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-33.92%

-2.98%

Current Drawdown

Current decline from peak

-1.26%

-1.80%

+0.54%

Average Drawdown

Average peak-to-trough decline

-9.27%

-10.71%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.03%

+0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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