Performance analysis of QVML (INVESCO S&P 500 QVM MULTI-FACTOR ETF)
Annual Return
Over the past 3 years, QVML has had an average annual return of +20.26%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, QVML has had an average annual return of +13.28%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Jun 30, 2021, QVML has had an average annual return of +13.48%, outperforming the benchmark SPY, which returned +13.18% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.12% | +17.72% | +25.87% | +22.17% | -16.26% | +12.57% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.28% | -0.82% | -4.90% | +11.02% | +5.04% | -0.84% | +0.59% | +11.12% | |||||
| 2025 | +3.11% | -0.43% | -5.21% | -1.52% | +6.08% | +4.96% | +1.64% | +2.58% | +3.16% | +2.15% | -0.02% | +0.44% | +17.72% |
| 2024 | +2.90% | +5.48% | +3.57% | -3.93% | +4.61% | +3.86% | +0.93% | +2.41% | +1.67% | -0.49% | +5.31% | -2.57% | +25.87% |
| 2023 | +5.41% | -2.20% | +2.68% | +2.03% | -0.92% | +6.01% | +3% | -1.33% | -4.92% | -1.56% | +8.73% | +4.14% | +22.17% |
| 2022 | -4.89% | -3.22% | +3.78% | -7.88% | +0.83% | -8.38% | +8.76% | -3.91% | -9.19% | +8.44% | +5.82% | -5.42% | -16.26% |
| 2021 | +0% | +2.23% | +3.19% | -4.62% | +7.31% | -0.73% | +5.02% | +12.57% |
Drawdown analysis of QVML (INVESCO S&P 500 QVM MULTI-FACTOR ETF)
The maximum drawdown for the QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current QVML drawdown is -0.80%.
Since Jun 30, 2021 QVML has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.53% | Jan 4, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -18.71% | Feb 19, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
| -8.73% | Feb 2, 2026 | 39 | Mar 30, 2026 | 10 | Apr 14, 2026 | 49 |
| -8.55% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.37% | Mar 28, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -4.98% | Sep 3, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
| -4.65% | Oct 28, 2025 | 17 | Nov 20, 2025 | 14 | Dec 11, 2025 | 31 |
| -4.19% | Dec 4, 2024 | 24 | Jan 10, 2025 | 7 | Jan 22, 2025 | 31 |
| -4.16% | Jun 2, 2026 | 6 | Jun 10, 2026 | 23 | Jul 15, 2026 | 29 |
| -3.69% | Nov 24, 2021 | 4 | Dec 1, 2021 | 5 | Dec 8, 2021 | 9 |
| -3.00% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -2.90% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.83% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -2.72% | Jul 25, 2025 | 5 | Aug 1, 2025 | 7 | Aug 12, 2025 | 12 |
| -2.68% | Oct 14, 2024 | 15 | Nov 4, 2024 | 2 | Nov 6, 2024 | 17 |
| -2.66% | Jan 12, 2026 | 5 | Jan 20, 2026 | 6 | Jan 28, 2026 | 11 |
| -2.03% | Dec 11, 2025 | 4 | Dec 17, 2025 | 4 | Dec 23, 2025 | 8 |
| -2.03% | Nov 8, 2024 | 5 | Nov 15, 2024 | 7 | Nov 26, 2024 | 12 |
| -1.93% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -1.82% | Dec 28, 2023 | 4 | Jan 4, 2024 | 4 | Jan 10, 2024 | 8 |
| -1.79% | May 21, 2024 | 6 | May 30, 2024 | 4 | Jun 5, 2024 | 10 |
| -1.74% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -1.72% | Aug 16, 2021 | 2 | Aug 18, 2021 | 3 | Aug 23, 2021 | 5 |
| -1.64% | Dec 10, 2021 | 2 | Dec 14, 2021 | 1 | Dec 15, 2021 | 3 |
| -1.63% | Jan 30, 2024 | 1 | Jan 31, 2024 | 2 | Feb 2, 2024 | 3 |