Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QVML (Invesco S&P 500 QVM Multi-factor ETF) | 7.14% | 21.65% | 20.58% | NA | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 07/01/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QVML (Invesco S&P 500 QVM Multi-factor ETF) | 07/01/2021 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.62 | 21.65 | 20.58 | NA | NA | NA | NA | … | … | 7.14 | 17.76 | 25.86 | 22.18 | -16.28 | 12.10 |
| Sharpe Ratio | NA | 1.99 | 1.25 | NA | NA | NA | NA | … | … | 1.46 | 0.80 | 1.76 | 1.50 | -0.77 | 2.03 |
| Standard Deviation(%) | NA | 11.89 | 14.84 | NA | NA | NA | NA | … | … | 13.79 | 18.78 | 12.64 | 12.49 | 23.02 | 12.52 |
| Draw Down(%) | NA | 8.74 | 18.69 | NA | NA | NA | NA | … | … | 8.74 | 18.69 | 8.56 | 9.55 | 23.54 | 4.98 |
| Yield(%) | 0.00 | 1.24 | 1.63 | 1.52 | 0.76 | 0.51 | 0.38 | … | … | 0.28 | 1.28 | 1.44 | 1.72 | 1.41 | 0.69 |
Data as of 06/10/2026, Common starting date is 07/01/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVML (Invesco S&P 500 QVM Multi-factor ETF) |
8.78%
Dec 2021 – Dec 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVML (Invesco S&P 500 QVM Multi-factor ETF) |
24.20%
Sep 2022 – Sep 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart