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QVMT vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMT vs. SPHD - 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® High Dividend Low Volatility ETF (SPHD). 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 19.11% return, which is significantly higher than SPHD's 8.20% return. Over the past 10 years, QVMT has outperformed SPHD with an annualized return of 13.28%, while SPHD has yielded a comparatively lower 7.55% annualized return.


QVMT

1D
-2.72%
1M
1.92%
YTD
19.11%
6M
19.12%
1Y
34.42%
3Y*
22.94%
5Y*
12.95%
10Y*
13.28%

SPHD

1D
1.63%
1M
0.82%
YTD
8.20%
6M
8.56%
1Y
12.09%
3Y*
12.70%
5Y*
7.06%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMT vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
19.11%19.08%14.40%11.71%-5.61%35.27%-9.98%28.86%-9.51%18.77%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
8.20%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between QVMT and SPHD is 0.57, 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

0.57

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

0.71

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

0.77

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

0.75

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

0.72

The correlation between QVMT and SPHD shifts across timeframes, from 0.57 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QVMT vs. SPHD — Risk / Return Rank

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

QVMT
QVMT Risk / Return Rank: 8888
Overall Rank
QVMT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QVMT Sortino Ratio Rank: 8888
Sortino Ratio Rank
QVMT Omega Ratio Rank: 8282
Omega Ratio Rank
QVMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
QVMT Martin Ratio Rank: 9090
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 3030
Overall Rank
SPHD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2727
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3030
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. SPHD - 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® High Dividend Low Volatility ETF (SPHD). 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.


QVMTSPHDDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.45

1.18

+0.27

Calmar ratioReturn relative to maximum drawdown

5.53

1.66

+3.87

Martin ratioReturn relative to average drawdown

19.46

4.06

+15.40

QVMT vs. SPHD - Sharpe Ratio Comparison

The current QVMT Sharpe Ratio is 2.63, which is higher than the SPHD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of QVMT and SPHD, 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. SPHD - Drawdown Comparison

The maximum QVMT drawdown since its inception was -48.05%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for QVMT and SPHD.


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Drawdown Indicators


QVMTSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-48.05%

-41.39%

-6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-7.33%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-13.29%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-19.50%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-41.39%

-6.66%

Current Drawdown

Current decline from peak

-2.72%

-1.91%

-0.81%

Average Drawdown

Average peak-to-trough decline

-6.31%

-4.69%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.98%

-1.21%

Volatility

QVMT vs. SPHD - Volatility Comparison

Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) has a higher volatility of 5.11% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 4.26%. This indicates that QVMT's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMTSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.26%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

8.13%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

11.48%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

14.16%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

17.65%

+3.45%

QVMT vs. SPHD - Expense Ratio Comparison

QVMT has a 0.13% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

QVMT vs. SPHD - Dividend Comparison

QVMT's dividend yield for the trailing twelve months is around 1.83%, less than SPHD's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
1.83%2.42%2.71%3.05%2.49%2.31%2.70%2.23%2.48%2.37%1.11%0.54%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.60%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


QVMT and SPHD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QVMT has higher volatility (5.11%) compared to SPHD (4.26%). In terms of maximum drawdown, QVMT dropped -48.05% vs SPHD's -41.39%.

On 10-year performance, QVMT leads with 13.28% vs 7.55% for SPHD. On fees, QVMT is cheaper at 0.13% per year. On volatility, SPHD has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QVMT has performed better with a 13.28% return vs 7.55%. 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 0.30% for SPHD.

SPHD has the higher dividend yield at 4.60%, compared with 1.83% for QVMT.

QVMT is categorized as S&P 500, while SPHD is Dividend. QVMT tracks S&P 500 Quality, Value & Momentum Multi-factor Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. Their fees differ too: 0.13% for QVMT and 0.30% for SPHD.

QVMT currently has the higher Sharpe Ratio (2.63 vs 1.06), 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 QVMT and SPHD

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

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