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.

QVML MSCI ESG Analytics Insight

Invesco S&P 500 QVM Multi-Factor ETF has an MSCI ESG Fund Rating of undefined based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Invesco S&P 500 QVM Multi-Factor ETF ranks in the 45th percentile within its peer group and in the 36th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVML -2.17% -0.33% -- -- -- -- --
QVML (NAV) 0.23% 1.94% -- -- -- -- --
N/A -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.24% 1.52% 18.68% 28.00% 19.99% 18.68% 16.41%
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%
$767.16M
$51.70K
0.10%
N/A

QVML Portfolio Data

$636.87B
26.33
4.50
--
N/A
452

QVML Index Data

N/A
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 10/15/21
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

2,072
$51.70K
105
0
0.10%
$0.03
0.02%
0.71% / -0.08%
None
100.00%
50,000
0.00
0.07%
0.00%
0
$25.95
4

QVML Sector/Industry Breakdown


QVML
Segment Benchmark
37.27%
38.43%
14.17%
14.61%
13.12%
11.96%
12.27%
13.41%
8.65%
7.84%
5.29%
5.87%
2.66%
2.14%
2.55%
1.78%
2.51%
2.04%
1.41%
1.44%

QVML Countries


QVML
Segment Benchmark
100.00%
99.90%
--
0.10%

QVML Regions


QVML
Segment Benchmark
100.00%
100.00%

QVML Economic Development


QVML
Segment Benchmark
100.00%
100.00%

QVML Performance Statistics

--
--
--
--
0.00%
MSCI USA Large Cap Index

QVML MSCI ESG Ratings

--
6.10 / 10
36.15
44.54
5.65%
--
135.62

QVML Benchmark Comparison Holdings

452
291
234
88.16%

QVML Benchmark Comparison Summary


QVML
Segment Benchmark
452
291
$636.87B
$656.83B
26.33
29.41
4.50
5.17
1.27%
1.27%
Low
Low

QVML Benchmark Comparison Market Cap Size


QVML
Segment Benchmark
98.67%
100.00%
1.33%
0.00%
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.