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QVMS vs. XMHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QVMS and XMHQ is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

QVMS vs. XMHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and Invesco S&P MidCap Quality ETF (XMHQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
2.49%
33.25%
QVMS
XMHQ

Key characteristics

Sharpe Ratio

QVMS:

0.04

XMHQ:

-0.13

Sortino Ratio

QVMS:

0.24

XMHQ:

-0.04

Omega Ratio

QVMS:

1.03

XMHQ:

1.00

Calmar Ratio

QVMS:

0.04

XMHQ:

-0.12

Martin Ratio

QVMS:

0.11

XMHQ:

-0.35

Ulcer Index

QVMS:

9.40%

XMHQ:

8.70%

Daily Std Dev

QVMS:

24.07%

XMHQ:

22.74%

Max Drawdown

QVMS:

-28.05%

XMHQ:

-58.19%

Current Drawdown

QVMS:

-18.33%

XMHQ:

-13.07%

Returns By Period

In the year-to-date period, QVMS achieves a -10.22% return, which is significantly lower than XMHQ's -3.65% return.


QVMS

YTD

-10.22%

1M

-3.36%

6M

-8.69%

1Y

-0.63%

5Y*

N/A

10Y*

N/A

XMHQ

YTD

-3.65%

1M

0.78%

6M

-4.12%

1Y

-3.88%

5Y*

17.93%

10Y*

10.78%

*Annualized

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QVMS vs. XMHQ - Expense Ratio Comparison

QVMS has a 0.15% expense ratio, which is lower than XMHQ's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XMHQ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMHQ: 0.25%
Expense ratio chart for QVMS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QVMS: 0.15%

Risk-Adjusted Performance

QVMS vs. XMHQ — Risk-Adjusted Performance Rank

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

QVMS
The Risk-Adjusted Performance Rank of QVMS is 2121
Overall Rank
The Sharpe Ratio Rank of QVMS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of QVMS is 2222
Sortino Ratio Rank
The Omega Ratio Rank of QVMS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of QVMS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of QVMS is 2020
Martin Ratio Rank

XMHQ
The Risk-Adjusted Performance Rank of XMHQ is 1313
Overall Rank
The Sharpe Ratio Rank of XMHQ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of XMHQ is 1313
Sortino Ratio Rank
The Omega Ratio Rank of XMHQ is 1313
Omega Ratio Rank
The Calmar Ratio Rank of XMHQ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of XMHQ is 1313
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.

QVMS vs. XMHQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and Invesco S&P MidCap Quality ETF (XMHQ). 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.


The chart of Sharpe ratio for QVMS, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.00
QVMS: 0.04
XMHQ: -0.13
The chart of Sortino ratio for QVMS, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.00
QVMS: 0.24
XMHQ: -0.04
The chart of Omega ratio for QVMS, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
QVMS: 1.03
XMHQ: 1.00
The chart of Calmar ratio for QVMS, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
QVMS: 0.04
XMHQ: -0.12
The chart of Martin ratio for QVMS, currently valued at 0.11, compared to the broader market0.0020.0040.0060.00
QVMS: 0.11
XMHQ: -0.35

The current QVMS Sharpe Ratio is 0.04, which is higher than the XMHQ Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of QVMS and XMHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
0.04
-0.13
QVMS
XMHQ

Dividends

QVMS vs. XMHQ - Dividend Comparison

QVMS's dividend yield for the trailing twelve months is around 1.54%, less than XMHQ's 5.39% yield.


TTM20242023202220212020201920182017201620152014
QVMS
Invesco S&P SmallCap 600 QVM Multi-factor ETF
1.54%1.53%1.51%1.58%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMHQ
Invesco S&P MidCap Quality ETF
5.39%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.64%1.34%1.25%

Drawdowns

QVMS vs. XMHQ - Drawdown Comparison

The maximum QVMS drawdown since its inception was -28.05%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for QVMS and XMHQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.33%
-13.07%
QVMS
XMHQ

Volatility

QVMS vs. XMHQ - Volatility Comparison

Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) has a higher volatility of 14.75% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 13.61%. This indicates that QVMS's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.75%
13.61%
QVMS
XMHQ