QVMS

Invesco S&P SmallCap 600 QVM Multi-Factor ETF
*Unless otherwise stated, data provided by FactSet.

QVMS Fund Description

QVMS tracks a market-cap-weighted index of small-cap companies in the US that exhibit quality, value and momentum factors.

QVMS Factset Analytics Insight

QVMS targets US small-cap companies from the S&P SmallCap 600 Index that exhibit three style factors including quality, value and momentum. Each company in the index is given three distinct “style scores” for each of the three factors based on fundamental and technical measures such as the firm’s profitability, earnings sustainability, solvency, book-to-price and earnings yield, stock value, and price performance of the security as compared against other eligible constituents. These “multi-factor” scores are then combined and averaged to identify stocks in the top 90% which will be selected for inclusion and weighted based on market-cap. The index is reconstituted and rebalanced on a quarterly basis. QVMS aims to capture the US small-cap space with exposure to three style factors to complement sibling funds QVML and QVMM, which focus on US large-caps and midcaps respectively.

QVMS MSCI ESG Analytics Insight

Invesco S&P SmallCap 600 QVM Multi-Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.23 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 SmallCap 600 QVM Multi-Factor ETF ranks in the 24th percentile within its peer group and in the 20th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVMS 3.60% 3.38% -0.69% -- -- -- --
QVMS (NAV) 0.98% 0.74% -3.25% -- -- -- --
S&P SmallCap 600 Quality, Value & Momentum Top 90% Multi-Factor Index 0.59% -0.83% -3.54% 12.92% 15.18% 11.75% 13.55%
MSCI USA Small Cap Index -1.58% -5.07% -5.14% 6.18% 16.01% 12.42% 13.34%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QVMS Summary Data

Invesco
06/30/21
Open-Ended Fund
0.15%
$53.12M
$8.18K
0.22%

QVMS Portfolio Data

$2.73B
19.16
1.98
--
N/A
531

QVMS Index Data

S&P SmallCap 600 Quality, Value & Momentum Top 90% Multi-Factor Index
Market Cap
Multi-Factor
MSCI USA Small Cap Index

QVMS Portfolio Management

0.15%
--
--
--

QVMS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QVMS Fund Structure

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

QVMS Factset Analytics Block Liquidity

As of 01/19/22
5
4
3
2
1

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

QVMS Tradability

322
$8.18K
30
0
0.22%
$0.06
0.07%
0.40% / -0.10%
None
98.00%
10,000
0.00
0.46%
0.00%
0
$25.12
4

QVMS Sector/Industry Breakdown


QVMS
Segment Benchmark
26.80%
23.39%
17.05%
14.04%
15.53%
15.54%
13.35%
12.86%
10.06%
12.16%
5.28%
4.93%
5.03%
3.99%
3.27%
3.47%
1.88%
2.20%
0.67%
0.65%

QVMS Countries


QVMS
Segment Benchmark
100.00%
99.99%
--
0.01%

QVMS Regions


QVMS
Segment Benchmark
100.00%
99.99%
--
0.01%

QVMS Economic Development


QVMS
Segment Benchmark
100.00%
100.00%

QVMS Performance Statistics

0.92
1.01
1.03
0.99
0.30%
MSCI USA Small Cap Index

QVMS MSCI ESG Ratings

5.23 / 10
19.83
24.12
2.69%
--
100.26

QVMS Benchmark Comparison Holdings

531
1955
505
18.73%

QVMS Benchmark Comparison Summary


QVMS
Segment Benchmark
531
1955
$2.73B
$5.36B
19.16
36.26
1.98
2.55
1.24%
1.11%
Low
Low

QVMS Benchmark Comparison Market Cap Size


QVMS
Segment Benchmark
0.00%
3.61%
44.42%
72.03%
53.46%
23.06%
2.12%
1.30%

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.