Invesco S&P MidCap Value with Momentum ETF (XMVM)
XMVM is a passive ETF by Invesco tracking the investment results of the S&P MidCap 400 High Momentum Value Index. XMVM launched on Mar 3, 2005 and has a 0.39% expense ratio.
ETF Info
ISIN | US73935X8801 |
---|---|
CUSIP | 46137V456 |
Issuer | Invesco |
Inception Date | Mar 3, 2005 |
Region | North America (U.S.) |
Category | Small Cap Value Equities |
Index Tracked | S&P MidCap 400 High Momentum Value Index |
Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
XMVM features an expense ratio of 0.39%, falling within the medium range.
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 MidCap 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 MidCap Value with Momentum ETF had a return of 10.35% year-to-date (YTD) and 16.27% in the last 12 months. Over the past 10 years, Invesco S&P MidCap Value with Momentum ETF had an annualized return of 9.58%, while the S&P 500 had an annualized return of 10.58%, indicating that Invesco S&P MidCap Value with Momentum ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 10.35% | 13.20% |
1 month | 7.94% | -1.28% |
6 months | 12.02% | 10.32% |
1 year | 16.27% | 18.23% |
5 years (annualized) | 12.66% | 12.31% |
10 years (annualized) | 9.58% | 10.58% |
Monthly Returns
The table below presents the monthly returns of XMVM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.36% | 3.56% | 7.02% | -6.34% | 4.66% | -2.68% | 10.35% | ||||||
2023 | 9.20% | -1.39% | -7.50% | -2.61% | -3.06% | 12.45% | 5.40% | -1.73% | -3.65% | -5.34% | 6.80% | 9.04% | 16.31% |
2022 | -4.50% | 3.34% | 0.31% | -7.39% | 1.66% | -12.84% | 10.45% | -2.07% | -8.69% | 14.07% | 6.85% | -6.15% | -8.22% |
2021 | 2.13% | 8.83% | 10.03% | 4.12% | 2.19% | -4.40% | 0.40% | 3.36% | -4.74% | 4.75% | -1.41% | 6.43% | 35.16% |
2020 | -4.85% | -10.46% | -24.01% | 13.80% | 4.34% | 0.42% | 3.45% | 6.39% | -3.94% | 3.35% | 16.04% | 7.98% | 5.68% |
2019 | 10.85% | 2.26% | 1.12% | 2.66% | -4.98% | 7.75% | -0.09% | -7.67% | 7.23% | 3.18% | 2.72% | 3.22% | 30.38% |
2018 | 0.45% | -4.20% | 0.60% | 1.65% | 0.81% | 0.91% | 2.22% | 0.35% | -1.06% | -4.12% | 1.97% | -9.01% | -9.62% |
2017 | 0.93% | 1.72% | -1.82% | -1.31% | -2.62% | 1.06% | 1.59% | -1.40% | 1.48% | 0.20% | 2.81% | 0.28% | 2.79% |
2016 | -5.08% | 3.15% | 9.46% | 2.45% | 1.32% | 1.54% | 3.38% | -0.52% | 1.37% | -2.36% | 9.37% | 2.35% | 28.71% |
2015 | -3.73% | 5.23% | 0.37% | -1.82% | 1.49% | -3.21% | -0.59% | -5.04% | -2.74% | 6.19% | 0.08% | -3.86% | -8.02% |
2014 | -2.50% | 5.43% | 1.13% | 0.62% | 2.25% | 3.38% | -3.01% | 4.55% | -4.85% | 2.41% | 2.20% | 1.54% | 13.36% |
2013 | 8.36% | 1.81% | 5.40% | 1.35% | 3.34% | -1.77% | 6.76% | -4.21% | 5.16% | 3.97% | 3.31% | 2.07% | 41.06% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XMVM is 61, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P MidCap Value with Momentum ETF (XMVM) 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 MidCap Value with Momentum ETF granted a 1.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.69 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.69 | $0.79 | $0.77 | $0.54 | $0.50 | $0.61 | $0.79 | $0.69 | $0.71 | $0.64 | $0.42 | $0.34 |
Dividend yield | 1.25% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% | 1.53% | 1.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P MidCap 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.33 | |||||
2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.79 |
2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.77 |
2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.54 |
2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.50 |
2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.61 |
2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.28 | $0.79 |
2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.29 | $0.69 |
2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.39 | $0.71 |
2015 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.32 | $0.64 |
2014 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.42 |
2013 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.34 |
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 MidCap 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 MidCap Value with Momentum ETF was 62.83%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.
The current Invesco S&P MidCap Value with Momentum ETF drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-62.83% | Jul 16, 2007 | 416 | Mar 9, 2009 | 983 | Feb 1, 2013 | 1399 |
-45.07% | Jan 17, 2020 | 45 | Mar 23, 2020 | 172 | Nov 24, 2020 | 217 |
-22.68% | Jan 18, 2022 | 174 | Sep 26, 2022 | 307 | Dec 14, 2023 | 481 |
-19.57% | Mar 24, 2015 | 209 | Jan 20, 2016 | 95 | Jun 6, 2016 | 304 |
-16.86% | Aug 21, 2018 | 87 | Dec 24, 2018 | 66 | Apr 1, 2019 | 153 |
Volatility
Volatility Chart
The current Invesco S&P MidCap Value with Momentum ETF volatility is 6.12%, 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.