Invesco S&P 500 QVM Multi-factor ETF (QVML)
Description
The investment seeks to track the performance of the N/A. The QVML ETF contains 446 constituents. It is focused on holdings in the North America region.
Price $21.88 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.35% |
| Expense ratio | 0.11% |
| Average spread | 0.137% |
| 1Y roundtrip cost | 0.247% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -4.9% | -3.2% | 3.8% | -7.9% | 0.8% | -8.4% | 8.8% | -3.9% | -9.6% | 2.4% | -22.0% | ||
| 2021 | 2.2% | 3.2% | -4.6% | 7.3% | -0.7% | 5.0% | 12.4% | ||||||
| -4.9% | -3.2% | 3.8% | -7.9% | 0.8% | -8.4% | 11.0% | -0.7% | -14.2% | 9.7% | -0.7% | 5.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.09 | 0.10 | 0.19 | ||||||||||
| 2021 | 0.07 | 0.10 | 0.17 | ||||||||||
| 0.00 | 0.00 | 0.09 | 0.00 | 0.00 | 0.10 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 0.10 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 7.08% |
| Apple Inc. | 6.49% |
| Alphabet Inc. Class C | 4.78% |
| Tesla Inc | 2.58% |
| Meta Platforms Inc. Class A | 2.25% |
| NVIDIA Corporation | 1.83% |
| Berkshire Hathaway Inc. Class B | 1.57% |
| JPMorgan Chase & Co. | 1.47% |
| Johnson & Johnson | 1.23% |
| UnitedHealth Group Incorporated | 1.22% |
| Home Depot, Inc. | 1.09% |
| Bank of America Corp | 1.05% |
| Visa Inc. Class A | 1.02% |
| Procter & Gamble Company | 0.98% |
| Adobe Inc. | 0.87% |
| Top 15 Weights | 35.51% |
Compare with similar ETFs
| QVML | JCTR | LFEQ | MAYZ | PTLC | SSO | |
|---|---|---|---|---|---|---|
| Product name | Invesco S&P 500 QVM Multi-factor ETF | JPMorgan Carbon Transition U.S. Equity ETF | VanEck Vectors NDR CMG Long/Flat Allocation ETF | TrueShares Structured Outcome (May) ETF | Pacer Trendpilot 750 ETF | Ultra S&P500 ETF |
| Issuer | Invesco | JPMorgan | VanEck | TrueShares | Pacer | ProShares |
| Price | $21.883 | $49.5435 | $33.48 | $22.316 | $37.715 | $41.26 |
| Expense Ratio | 0.11% |  0.15% | 0.58% | 0.79% | 0.6% | 0.91% |
| Average Spread | 0.137% | 0.101% | 0.119% | 0.448% | 0.053% | 0.024% |
| AUM | $656,167,000 | $19,723,100 | $38,412,000 | $0 | $1,881,090,000 | $1,441,010,000 |
| Shares | 29,985,262 | 398,097 | 1,147,312 | 0 | 49,876,360 | 34,925,047 |
| Average Daily Volume | 4,610 | 273 | 4,081 | 623 | 282,540 | 7,135,053 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2021-06-30 | 2020-12-09 | 2017-10-04 | 2021-05-03 | 2015-06-11 | 2006-06-19 |
| Index Tracked | N/A | JPMorgan Asset Management Carbon Transition U.S. Equity Index | Ned Davis Research CMG US Large Cap Long/Flat Index | No Underlying Index | Pacer Trendpilot U.S. Large Cap Index | S&P 500 |
| Category | n/a | Large Cap Blend Equities | Large Cap Growth Equities | n/a | Large Cap Blend Equities | Leveraged Equities |
| Asset Class | Equity | Equity | Equity | Equity | Multi-Asset | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | ||
| Value or Growth | Blend | Blend | Blend | |||
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.296 | $0.599 | $0.163 | $0.513 | $0 | $0.04 |
| Annual Dividend Yield | 0.014% | 0.012% | 0.005% | 0.023% | 0.000% | 0.001% |
| Number of Holdings | 446 | 343 | 498 | 0 | 498 | |
| YTD Return | -21.30% | -22.67% | -24.18% | -17.44% | -9.21% | -43.59% |
| Beta | 0.90 | 0.93 | 0.91 | 0.68 | 0.68 | 1.92 |
| Upside Beta | -0.16 | -0.03 | 0.55 | -0.22 | 0.36 | 0.33 |
| Downside Beta | -0.74 | -0.45 | 0.47 | -0.54 | -0.09 | -0.32 |
| Volatility 1Y | 21.51% | 22.53% | 16.26% | 15.92% | 11.60% | 45.30% |
| Sharpe Ratio 3Y | 0.00 | 0.00 | 0.46 | 0.00 | 0.64 | 0.26 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.01 | 0.00 | 0.01 | 0.00 |