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Invesco S&P SmallCap Quality ETF (XSHQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B3327

CUSIP

46138G300

Issuer

Invesco

Inception Date

Apr 6, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Quality Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

XSHQ features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for XSHQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

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.


Popular comparisons:
XSHQ vs. OMFS XSHQ vs. IJR XSHQ vs. VBK XSHQ vs. XSVM XSHQ vs. IWM XSHQ vs. SCHD XSHQ vs. SPY XSHQ vs. XMHQ XSHQ vs. VTWG XSHQ vs. IWO
Popular comparisons:
XSHQ vs. OMFS XSHQ vs. IJR XSHQ vs. VBK XSHQ vs. XSVM XSHQ vs. IWM XSHQ vs. SCHD XSHQ vs. SPY XSHQ vs. XMHQ XSHQ vs. VTWG XSHQ vs. IWO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap 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.


80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
93.14%
153.41%
XSHQ (Invesco S&P SmallCap Quality ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P SmallCap Quality ETF had a return of 7.90% year-to-date (YTD) and 7.44% in the last 12 months.


XSHQ

YTD

7.90%

1M

-8.87%

6M

10.39%

1Y

7.44%

5Y*

9.55%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.01%3.48%2.14%-4.93%3.91%-4.19%11.83%-2.25%2.23%-1.62%10.38%7.90%
20238.21%0.17%-3.95%-3.57%-0.14%11.07%6.10%-2.95%-3.65%-4.96%7.53%9.74%23.88%
2022-5.13%-0.52%-2.18%-8.31%1.48%-6.93%12.68%-5.57%-8.10%13.53%4.01%-7.94%-15.02%
20214.77%7.20%2.74%-0.34%0.10%0.17%-0.74%2.57%-1.76%3.22%0.88%3.24%23.99%
2020-4.30%-10.22%-13.70%10.54%3.72%3.27%3.80%2.75%-5.16%1.56%15.10%7.71%11.81%
20198.62%2.18%-3.57%5.40%-9.28%6.91%1.91%-5.01%3.99%2.57%1.04%2.83%17.37%
20182.48%-2.83%-0.60%2.43%5.05%1.90%3.28%4.70%-3.86%-6.79%0.02%-10.75%-6.11%
20174.66%-2.81%1.09%0.99%-5.08%8.90%-0.56%3.44%0.80%11.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSHQ is 32, 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 XSHQ is 3232
Overall Rank
The Sharpe Ratio Rank of XSHQ is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of XSHQ is 2828
Sortino Ratio Rank
The Omega Ratio Rank of XSHQ is 2727
Omega Ratio Rank
The Calmar Ratio Rank of XSHQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of XSHQ 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 SmallCap Quality ETF (XSHQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XSHQ, currently valued at 0.40, compared to the broader market0.002.004.000.402.07
The chart of Sortino ratio for XSHQ, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.76
The chart of Omega ratio for XSHQ, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.39
The chart of Calmar ratio for XSHQ, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.773.05
The chart of Martin ratio for XSHQ, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.0413.27
XSHQ
^GSPC

The current Invesco S&P SmallCap Quality ETF Sharpe ratio is 0.40. 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 SmallCap 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.40
2.07
XSHQ (Invesco S&P SmallCap Quality ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P SmallCap Quality ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.37 per share.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.37$0.46$0.66$0.49$0.40$0.32$0.29$0.21

Dividend yield

0.87%1.15%2.02%1.25%1.24%1.11%1.16%0.79%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap 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$0.12$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.00$0.37
2023$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.11$0.46
2022$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.21$0.66
2021$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.25$0.49
2020$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.09$0.40
2019$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.13$0.32
2018$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.12$0.29
2017$0.05$0.00$0.00$0.05$0.00$0.00$0.12$0.21

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.40%
-1.91%
XSHQ (Invesco S&P SmallCap Quality ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap 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 SmallCap Quality ETF was 38.33%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current Invesco S&P SmallCap Quality ETF drawdown is 10.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.33%Sep 6, 2018386Mar 23, 2020178Dec 4, 2020564
-25.47%Nov 17, 2021146Jun 16, 2022378Dec 19, 2023524
-10.4%Nov 26, 202419Dec 23, 2024
-10.16%Mar 15, 202188Jul 19, 202174Nov 1, 2021162
-9.18%Aug 1, 20245Aug 7, 202446Oct 11, 202451

Volatility

Volatility Chart

The current Invesco S&P SmallCap Quality ETF volatility is 5.69%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
3.82%
XSHQ (Invesco S&P SmallCap Quality ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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