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QVMT vs. SPYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMT vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 21.53% return, which is significantly higher than SPYD's 13.71% return. Over the past 10 years, QVMT has outperformed SPYD with an annualized return of 13.51%, while SPYD has yielded a comparatively lower 9.19% annualized return.


QVMT

1D
2.60%
1M
3.26%
YTD
21.53%
6M
20.96%
1Y
37.48%
3Y*
23.47%
5Y*
13.19%
10Y*
13.51%

SPYD

1D
0.75%
1M
2.24%
YTD
13.71%
6M
13.22%
1Y
20.49%
3Y*
14.90%
5Y*
8.08%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMT vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
21.53%19.08%14.40%11.71%-5.61%35.27%-9.98%28.86%-9.51%18.77%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
13.71%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%

Correlation

The correlation between QVMT and SPYD is 0.67, 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

0.67

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

0.80

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

0.85

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2015

0.79

The correlation between QVMT and SPYD shifts across timeframes, from 0.67 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QVMT vs. SPYD — Risk / Return Rank

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

QVMT
QVMT Risk / Return Rank: 9292
Overall Rank
QVMT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QVMT Sortino Ratio Rank: 9393
Sortino Ratio Rank
QVMT Omega Ratio Rank: 8989
Omega Ratio Rank
QVMT Calmar Ratio Rank: 9494
Calmar Ratio Rank
QVMT Martin Ratio Rank: 9393
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 6161
Overall Rank
SPYD Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPYD Omega Ratio Rank: 5555
Omega Ratio Rank
SPYD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPYD Martin Ratio Rank: 5555
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. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


QVMTSPYDDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

6.02

2.92

+3.10

Martin ratioReturn relative to average drawdown

21.04

8.40

+12.64

QVMT vs. SPYD - Sharpe Ratio Comparison

The current QVMT Sharpe Ratio is 2.81, which is higher than the SPYD Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QVMT and SPYD, 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. SPYD - Drawdown Comparison

The maximum QVMT drawdown since its inception was -48.05%, roughly equal to the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for QVMT and SPYD.


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Drawdown Indicators


QVMTSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-48.05%

-46.42%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-7.05%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-16.13%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-22.25%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-46.42%

-1.63%

Current Drawdown

Current decline from peak

-0.74%

-0.88%

+0.14%

Average Drawdown

Average peak-to-trough decline

-6.31%

-6.14%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.44%

-0.65%

Volatility

QVMT vs. SPYD - Volatility Comparison

Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) has a higher volatility of 5.67% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.62%. This indicates that QVMT's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMTSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

3.62%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

8.05%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

11.87%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

16.07%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

19.78%

+1.33%

QVMT vs. SPYD - Expense Ratio Comparison

QVMT has a 0.13% expense ratio, which is higher than SPYD's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QVMT vs. SPYD - Dividend Comparison

QVMT's dividend yield for the trailing twelve months is around 1.79%, less than SPYD's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
1.79%2.42%2.71%3.05%2.49%2.31%2.70%2.23%2.48%2.37%1.11%0.54%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.22%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Frequently Asked Questions


QVMT and SPYD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QVMT has higher volatility (5.67%) compared to SPYD (3.62%). In terms of maximum drawdown, QVMT dropped -48.05% vs SPYD's -46.42%.

On 10-year performance, QVMT leads with 13.51% vs 9.19% for SPYD. On fees, SPYD is cheaper at 0.07% per year. On volatility, SPYD has been the lower-risk option at 3.62%. 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 13.51% return vs 9.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.13% for QVMT.

SPYD has the higher dividend yield at 4.22%, compared with 1.79% for QVMT.

QVMT tracks S&P 500 Quality, Value & Momentum Multi-factor Index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.13% for QVMT and 0.07% for SPYD.

QVMT currently has the higher Sharpe Ratio (2.81 vs 1.75), 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 SPYD

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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