QVML Invesco S&P 500 QVM Multi-Factor ETF

*Unless otherwise stated, data provided by FactSet.

QVML Fund Description

QVML tracks a market-cap-weighted index that selects the top 90% of stocks in the S&P 500 based on three factors: quality, value, and momentum.

QVML Factset Analytics Insight

QVML uses a multi-factor approach to screen out stocks with the weakest quality, value, and momentum characteristics from the S&P 500—a broad US index comprising the largest 500 stocks. Each security in the parent index is assigned a multi-factor score by taking the average of quality (based on ROE, accruals and financial leverage), value (based on P/B, P/E and P/S), and momentum scores. Securities are ranked accordingly, and the bottom 10% or about 50 stocks are taken out of the index. Holdings are weighted by market-cap and rebalanced on a quarterly basis.

PERFORMANCE [as of 09/22/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVML -8.68% -0.01% -18.98% -11.00% -- -- --
QVML (NAV) -8.84% 0.03% -19.10% -11.13% -- -- --
MSCI USA Large Cap Index -9.04% 0.32% -21.12% -14.81% 9.86% 10.65% 12.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QVML Summary Data

Invesco
06/30/21
Open-Ended Fund
0.11%
$695.88M
$74.47K
0.18%

QVML Portfolio Data

$564.87B
17.83
3.71
1.78%
N/A
451

QVML Index Data

S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index
Market Cap
Multi-Factor
MSCI USA Large Cap Index

QVML Portfolio Management

0.11%
--
--
--

QVML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QVML Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

QVML Factset Analytics Block Liquidity

As of 09/23/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QVML. QVML is rated a 4 out of 5.

QVML Tradability

3,233
$74.47K
4
0
0.18%
$0.04
0.00%
1.00% / -1.60%
None
100.00%
50,000
0.00
0.07%
0.00%
0
$22.39
4

QVML Sector/Industry Breakdown


QVML
Segment Benchmark
16.59%
--
16.56%
--
13.91%
--
11.43%
--
6.08%
--
4.65%
--
3.95%
--
3.94%
--
3.43%
--
3.28%
--

QVML Countries


QVML
Segment Benchmark
99.99%
99.89%
--
0.11%

QVML Regions


QVML
Segment Benchmark
99.99%
100.00%

QVML Economic Development


QVML
Segment Benchmark
99.99%
100.00%
0.00%
0.00%

QVML Performance Statistics

0.99
0.94
0.95
0.94
0.15%
MSCI USA Large Cap Index

QVML Benchmark Comparison Holdings

451
297
241
84.40%

QVML Benchmark Comparison Summary


QVML
Segment Benchmark
451
297
$564.87B
$623.12B
17.83
19.80
3.71
4.32
1.58%
1.46%
Low
Medium

QVML Benchmark Comparison Market Cap Size


QVML
Segment Benchmark
98.20%
99.96%
1.79%
0.04%
0.00%
0.00%
0.00%
0.00%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.