UPGD vs. VFQY
Compare and contrast key facts about Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) and Vanguard U.S. Quality Factor ETF (VFQY).
UPGD and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPGD is a passively managed fund by Invesco that tracks the performance of the Bloomberg ANR Improvers Index - Benchmark TR Gross. It was launched on May 19, 2006. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
UPGD vs. VFQY - Performance Comparison
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UPGD vs. VFQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UPGD Invesco Bloomberg Analyst Rating Improvers ETF | -0.92% | 8.89% | 13.28% | 15.65% | -13.17% | 24.09% | 6.21% | 32.02% | -15.56% |
VFQY Vanguard U.S. Quality Factor ETF | -1.89% | 10.24% | 12.93% | 22.48% | -15.74% | 27.96% | 16.97% | 25.75% | -7.85% |
Returns By Period
In the year-to-date period, UPGD achieves a -0.92% return, which is significantly higher than VFQY's -1.89% return.
UPGD
- 1D
- 0.60%
- 1M
- -7.60%
- YTD
- -0.92%
- 6M
- -0.66%
- 1Y
- 6.54%
- 3Y*
- 11.40%
- 5Y*
- 5.75%
- 10Y*
- 9.42%
VFQY
- 1D
- 0.55%
- 1M
- -4.66%
- YTD
- -1.89%
- 6M
- -0.10%
- 1Y
- 13.14%
- 3Y*
- 12.99%
- 5Y*
- 7.20%
- 10Y*
- —
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UPGD vs. VFQY - Expense Ratio Comparison
UPGD has a 0.40% expense ratio, which is higher than VFQY's 0.13% expense ratio.
Return for Risk
UPGD vs. VFQY — Risk / Return Rank
UPGD
VFQY
UPGD vs. VFQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) and Vanguard U.S. Quality Factor ETF (VFQY). 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.
| UPGD | VFQY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.68 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.09 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.06 | -0.51 |
Martin ratioReturn relative to average drawdown | 2.02 | 4.37 | -2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UPGD | VFQY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.68 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.39 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.48 | -0.16 |
Correlation
The correlation between UPGD and VFQY is 0.92, 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
UPGD vs. VFQY - Dividend Comparison
UPGD's dividend yield for the trailing twelve months is around 1.76%, more than VFQY's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPGD Invesco Bloomberg Analyst Rating Improvers ETF | 1.76% | 1.75% | 1.28% | 1.39% | 0.72% | 0.52% | 0.28% | 0.20% | 1.43% | 0.00% | 1.55% | 0.93% |
VFQY Vanguard U.S. Quality Factor ETF | 1.20% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
UPGD vs. VFQY - Drawdown Comparison
The maximum UPGD drawdown since its inception was -60.74%, which is greater than VFQY's maximum drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for UPGD and VFQY.
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Drawdown Indicators
| UPGD | VFQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -37.41% | -23.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -12.84% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -25.93% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -50.20% | — | — |
Current DrawdownCurrent decline from peak | -7.75% | -6.40% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -6.80% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.12% | +0.11% |
Volatility
UPGD vs. VFQY - Volatility Comparison
Invesco Bloomberg Analyst Rating Improvers ETF (UPGD) and Vanguard U.S. Quality Factor ETF (VFQY) have volatilities of 4.86% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UPGD | VFQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 4.69% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 10.36% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 19.54% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 18.39% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 21.02% | +0.61% |