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SPMO vs. QMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPMO vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

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SPMO vs. QMOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMO
Invesco S&P 500 Momentum ETF
-3.77%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
6.82%2.36%30.43%9.50%-6.99%-4.06%61.94%28.39%-11.75%15.92%

Returns By Period

In the year-to-date period, SPMO achieves a -3.77% return, which is significantly lower than QMOM's 6.82% return. Over the past 10 years, SPMO has outperformed QMOM with an annualized return of 17.41%, while QMOM has yielded a comparatively lower 12.39% annualized return.


SPMO

1D
2.13%
1M
-4.40%
YTD
-3.77%
6M
-4.53%
1Y
23.97%
3Y*
29.27%
5Y*
17.66%
10Y*
17.41%

QMOM

1D
2.11%
1M
-5.53%
YTD
6.82%
6M
9.12%
1Y
17.89%
3Y*
16.74%
5Y*
6.54%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPMO vs. QMOM - Expense Ratio Comparison

SPMO has a 0.13% expense ratio, which is lower than QMOM's 0.28% expense ratio.


Return for Risk

SPMO vs. QMOM — Risk / Return Rank

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

SPMO
SPMO Risk / Return Rank: 6464
Overall Rank
SPMO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6666
Martin Ratio Rank

QMOM
QMOM Risk / Return Rank: 4040
Overall Rank
QMOM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QMOM Sortino Ratio Rank: 3636
Sortino Ratio Rank
QMOM Omega Ratio Rank: 3535
Omega Ratio Rank
QMOM Calmar Ratio Rank: 4949
Calmar Ratio Rank
QMOM Martin Ratio Rank: 4646
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.

SPMO vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.


SPMOQMOMDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.70

+0.36

Sortino ratio

Return per unit of downside risk

1.60

1.08

+0.52

Omega ratio

Gain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

1.96

1.33

+0.62

Martin ratio

Return relative to average drawdown

6.90

4.59

+2.31

SPMO vs. QMOM - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 1.06, which is higher than the QMOM Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SPMO and QMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPMOQMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.70

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.27

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.47

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.46

+0.40

Correlation

The correlation between SPMO and QMOM is 0.71, 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.


Dividends

SPMO vs. QMOM - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.89%, more than QMOM's 0.51% yield.


TTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF
0.89%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
0.51%0.54%1.40%0.87%1.59%0.12%0.08%0.01%0.05%0.13%0.34%0.00%

Drawdowns

SPMO vs. QMOM - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for SPMO and QMOM.


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Drawdown Indicators


SPMOQMOMDifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-39.13%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-13.55%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

-27.00%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

-39.13%

+8.18%

Current Drawdown

Current decline from peak

-7.31%

-5.53%

-1.78%

Average Drawdown

Average peak-to-trough decline

-4.66%

-13.11%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.93%

-0.33%

Volatility

SPMO vs. QMOM - Volatility Comparison

The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 7.22%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that SPMO experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMOQMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

11.62%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

19.19%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.77%

25.76%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

24.73%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

26.28%

-6.19%