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QVMT vs. RSPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMT vs. RSPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QVMT achieves a 17.80% return, which is significantly lower than RSPT's 35.74% return. Over the past 10 years, QVMT has underperformed RSPT with an annualized return of 12.93%, while RSPT has yielded a comparatively higher 21.13% annualized return.


QVMT

1D
-1.52%
1M
-1.75%
6M
15.40%
YTD
17.80%
1Y
29.59%
3Y*
20.71%
5Y*
12.96%
10Y*
12.93%

RSPT

1D
-1.80%
1M
-1.64%
6M
30.63%
YTD
35.74%
1Y
51.20%
3Y*
27.85%
5Y*
16.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMT vs. RSPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
17.80%19.08%14.40%11.71%-5.61%35.27%-9.98%28.86%-9.51%18.77%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
35.74%22.15%15.16%35.18%-24.50%28.53%30.21%42.07%-0.61%32.98%

Correlation

The correlation between QVMT and RSPT is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.55

The correlation between QVMT and RSPT shifts across timeframes, from 0.47 (3 years) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QVMT vs. RSPT — Risk / Return Rank

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

QVMT
QVMT Risk / Return Rank: 8484
Overall Rank
QVMT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QVMT Sortino Ratio Rank: 8181
Sortino Ratio Rank
QVMT Omega Ratio Rank: 7777
Omega Ratio Rank
QVMT Calmar Ratio Rank: 9292
Calmar Ratio Rank
QVMT Martin Ratio Rank: 9090
Martin Ratio Rank

RSPT
RSPT Risk / Return Rank: 8181
Overall Rank
RSPT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 7373
Sortino Ratio Rank
RSPT Omega Ratio Rank: 7272
Omega Ratio Rank
RSPT Calmar Ratio Rank: 9191
Calmar Ratio Rank
RSPT Martin Ratio Rank: 8585
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.

QVMT vs. RSPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). 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.


QVMTRSPTDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

4.75

4.49

+0.27

Martin ratioReturn relative to average drawdown

15.94

13.65

+2.28

QVMT vs. RSPT - Sharpe Ratio Comparison

The current QVMT Sharpe Ratio is 2.08, which is comparable to the RSPT Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of QVMT and RSPT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QVMT vs. RSPT - Drawdown Comparison

The maximum QVMT drawdown since its inception was -48.05%, smaller than the maximum RSPT drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for QVMT and RSPT.


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Drawdown Indicators


QVMTRSPTDifference

Max Drawdown

Largest peak-to-trough decline

-48.05%

-58.91%

+10.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-11.47%

+5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-26.62%

+12.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-32.49%

+10.54%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-33.67%

-14.38%

Current Drawdown

Current decline from peak

-4.57%

-8.55%

+3.98%

Average Drawdown

Average peak-to-trough decline

-6.30%

-8.89%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.76%

-1.89%

Volatility

QVMT vs. RSPT - Volatility Comparison

The current volatility for Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) is 7.79%, while Invesco S&P 500 Equal Weight Technology ETF (RSPT) has a volatility of 9.87%. This indicates that QVMT experiences smaller price fluctuations and is considered to be less risky than RSPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMTRSPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

9.87%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

20.51%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

24.52%

-10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

24.68%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

23.97%

-2.79%

QVMT vs. RSPT - Expense Ratio Comparison

QVMT has a 0.13% expense ratio, which is lower than RSPT's 0.40% expense ratio.


Dividends

QVMT vs. RSPT - Dividend Comparison

QVMT's dividend yield for the trailing twelve months is around 1.85%, more than RSPT's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
1.85%2.42%2.71%3.05%2.49%2.31%2.70%2.23%2.48%2.37%1.11%0.54%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.26%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%

Frequently Asked Questions


QVMT and RSPT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPT has higher volatility (9.87%) compared to QVMT (7.79%). In terms of maximum drawdown, QVMT dropped -48.05% vs RSPT's -58.91%.

On 10-year performance, RSPT leads with 21.13% vs 12.93% for QVMT. On fees, QVMT is cheaper at 0.13% per year. On volatility, QVMT has been the lower-risk option at 7.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RSPT has performed better with a 21.13% return vs 12.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QVMT is cheaper with a 0.13% expense ratio, compared with 0.40% for RSPT.

QVMT has the higher dividend yield at 1.85%, compared with 0.26% for RSPT.

QVMT is categorized as S&P 500, while RSPT is Technology Equities. QVMT tracks S&P 500 Quality, Value & Momentum Multi-factor Index, while RSPT tracks S&P 500® Information Technology Index. Their fees differ too: 0.13% for QVMT and 0.40% for RSPT.

RSPT currently has the higher Sharpe Ratio (2.10 vs 2.08), 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

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