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Invesco S&P MidCap Momentum ETF (XMMO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73935X8074

CUSIP

46137V464

Issuer

Invesco

Inception Date

Mar 3, 2005

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

XMMO has an expense ratio of 0.33%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Invesco S&P MidCap Momentum ETF (XMMO) returned 0.96% year-to-date (YTD) and 8.24% over the past 12 months. Over the past 10 years, XMMO delivered an annualized return of 15.08%, outperforming the S&P 500 benchmark at 10.78%.


XMMO

YTD

0.96%

1M

12.55%

6M

-3.91%

1Y

8.24%

5Y*

19.07%

10Y*

15.08%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.75%-6.47%-6.65%1.38%7.86%0.96%
20243.81%14.49%7.71%-5.29%5.35%-0.49%5.05%-1.16%1.76%0.79%11.58%-8.61%38.03%
20235.02%-1.76%-2.38%-0.65%-3.08%9.56%4.21%-0.49%-2.19%-5.33%8.63%8.62%20.39%
2022-9.04%3.68%0.91%-5.00%-1.09%-11.97%12.57%-3.20%-9.60%12.15%3.26%-6.47%-16.02%
20213.51%1.43%2.05%2.11%-3.05%3.24%0.18%1.91%-3.71%8.03%-1.94%2.31%16.69%
20202.29%-8.83%-13.51%10.18%10.35%-0.50%8.36%3.92%-0.59%1.66%8.05%7.64%29.17%
201913.85%8.65%1.69%4.47%-5.67%5.53%0.85%-1.70%0.24%1.51%1.94%1.68%36.79%
20186.69%-0.29%0.89%0.15%6.60%0.60%0.25%11.86%-0.22%-13.01%3.30%-8.44%6.11%
20174.13%4.18%1.49%2.26%3.73%1.30%1.64%1.26%2.15%4.29%5.68%0.09%37.19%
2016-10.70%0.19%7.28%1.07%2.23%-1.09%7.27%0.03%-0.35%-4.89%5.08%-1.35%3.40%
2015-2.02%4.70%-0.20%-1.30%0.53%0.09%2.65%-7.77%-4.84%6.20%0.52%-2.42%-4.58%
2014-2.14%5.84%-0.10%-0.30%1.97%1.19%-0.68%3.24%-2.96%1.61%2.64%0.13%10.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XMMO is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XMMO is 3535
Overall Rank
The Sharpe Ratio Rank of XMMO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 3535
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 3232
Martin 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 Momentum ETF (XMMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P MidCap Momentum ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.34
  • 5-Year: 0.86
  • 10-Year: 0.67
  • All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P MidCap Momentum ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Invesco S&P MidCap Momentum ETF provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.61 per share.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.61$0.41$0.72$1.08$0.37$0.48$0.36$0.09$0.09$0.07$0.19$0.39

Dividend yield

0.49%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.30$0.00$0.00$0.30
2024$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.15$0.41
2023$0.00$0.00$0.32$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.13$0.72
2022$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.33$0.00$0.00$0.27$1.08
2021$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.25$0.37
2020$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.16$0.00$0.00$0.04$0.48
2019$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.18$0.00$0.00$0.17$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.06$0.09
2017$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2016$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.01$0.07
2015$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.00$0.19
2014$0.12$0.00$0.00$0.12$0.00$0.00$0.16$0.39

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 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 MidCap Momentum ETF was 55.37%, occurring on Nov 20, 2008. Recovery took 1047 trading sessions.

The current Invesco S&P MidCap Momentum ETF drawdown is 8.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.37%Dec 11, 2007240Nov 20, 20081047Jan 22, 20131287
-36.74%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-27.91%Nov 9, 2021221Sep 26, 2022337Jan 30, 2024558
-26.05%Aug 3, 2015132Feb 9, 2016252Feb 8, 2017384
-25.06%Sep 17, 201869Dec 24, 201841Feb 25, 2019110

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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