PortfoliosLab logoPortfoliosLab logo
QVMM vs. JETD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMM vs. JETD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) and MAX Airlines -3X Inverse Leveraged ETN (JETD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QVMM achieves a 16.77% return, which is significantly higher than JETD's -54.04% return.


QVMM

1D
0.80%
1M
2.60%
YTD
16.77%
6M
14.49%
1Y
28.09%
3Y*
16.85%
5Y*
10Y*

JETD

1D
-4.72%
1M
-31.48%
YTD
-54.04%
6M
-51.71%
1Y
-77.54%
3Y*
-55.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMM vs. JETD - Yearly Performance Comparison


2026 (YTD)202520242023
QVMM
Invesco S&P MidCap 400 QVM Multi-factor ETF
16.77%8.82%13.36%9.69%
JETD
MAX Airlines -3X Inverse Leveraged ETN
-54.04%-59.89%-51.72%-1.53%

Correlation

The correlation between QVMM and JETD is -0.75, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.75

Correlation (3Y)
Calculated over the trailing 3-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

-0.73

The correlation between QVMM and JETD has been stable across timeframes, ranging from -0.75 to -0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

QVMM vs. JETD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QVMM
QVMM Risk / Return Rank: 6868
Overall Rank
QVMM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QVMM Sortino Ratio Rank: 6666
Sortino Ratio Rank
QVMM Omega Ratio Rank: 5959
Omega Ratio Rank
QVMM Calmar Ratio Rank: 7676
Calmar Ratio Rank
QVMM Martin Ratio Rank: 7575
Martin Ratio Rank

JETD
JETD Risk / Return Rank: 11
Overall Rank
JETD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JETD Sortino Ratio Rank: 11
Sortino Ratio Rank
JETD Omega Ratio Rank: 11
Omega Ratio Rank
JETD Calmar Ratio Rank: 00
Calmar Ratio Rank
JETD Martin Ratio Rank: 11
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.

QVMM vs. JETD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) and MAX Airlines -3X Inverse Leveraged ETN (JETD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


QVMMJETDDifference
Sharpe ratioReturn per unit of total volatility

+2.84

Sortino ratioReturn per unit of downside risk

+4.62

Omega ratioGain probability vs. loss probability

1.32

0.77

+0.55

Calmar ratioReturn relative to maximum drawdown

3.40

-1.01

+4.41

Martin ratioReturn relative to average drawdown

12.21

-1.68

+13.90

QVMM vs. JETD - Sharpe Ratio Comparison

The current QVMM Sharpe Ratio is 1.82, which is higher than the JETD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of QVMM and JETD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QVMM vs. JETD - Drawdown Comparison

The maximum QVMM drawdown since its inception was -24.00%, smaller than the maximum JETD drawdown of -95.22%. Use the drawdown chart below to compare losses from any high point for QVMM and JETD.


Loading charts...

Drawdown Indicators


QVMMJETDDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-95.22%

+71.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-76.78%

+68.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-95.22%

+71.22%

Current Drawdown

Current decline from peak

0.00%

-95.22%

+95.22%

Average Drawdown

Average peak-to-trough decline

-7.00%

-61.93%

+54.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

47.65%

-45.34%

Volatility

QVMM vs. JETD - Volatility Comparison

The current volatility for Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) is 4.36%, while MAX Airlines -3X Inverse Leveraged ETN (JETD) has a volatility of 31.75%. This indicates that QVMM experiences smaller price fluctuations and is considered to be less risky than JETD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QVMMJETDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

31.75%

-27.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

64.66%

-53.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

75.92%

-60.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

71.61%

-52.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

71.61%

-52.16%

QVMM vs. JETD - Expense Ratio Comparison

QVMM has a 0.15% expense ratio, which is lower than JETD's 0.95% expense ratio.


Dividends

QVMM vs. JETD - Dividend Comparison

QVMM's dividend yield for the trailing twelve months is around 1.14%, while JETD has not paid dividends to shareholders.


PositionTTM20252024202320222021
JETD
MAX Airlines -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%
QVMM
Invesco S&P MidCap 400 QVM Multi-factor ETF
1.14%1.32%1.29%1.42%1.51%0.60%

Frequently Asked Questions


QVMM and JETD have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JETD has higher volatility (31.75%) compared to QVMM (4.36%). In terms of maximum drawdown, QVMM dropped -24.00% vs JETD's -95.22%.

On 3-year performance, QVMM leads with 16.85% vs -55.58% for JETD. On fees, QVMM is cheaper at 0.15% per year. On volatility, QVMM has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QVMM has performed better with a 16.85% return vs -55.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QVMM is cheaper with a 0.15% expense ratio, compared with 0.95% for JETD.

QVMM has the higher dividend yield at 1.14%, compared with 0.00% for JETD.

QVMM is categorized as Multi-factor, while JETD is Inverse Equities. QVMM tracks S&P MidCap 400 Quality, Value & Momentum Top 90% Multi-Factor Index - Benchmark TR Gross, while JETD tracks Prime Airlines Index - Benchmark TR Net (--300%). They also come from different issuers: Invesco and Max. Their fees differ too: 0.15% for QVMM and 0.95% for JETD.

QVMM currently has the higher Sharpe Ratio (1.82 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QVMM and JETD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer