SPVM

Invesco S&P 500 Value with Momentum ETF
*Unless otherwise stated, data provided by FactSet.

SPVM Fund Description

SPVM tracks an index of S&P 500 stocks selected by value and momentum and weighted by value.

SPVM Factset Analytics Insight

SPVMs name reflects its straightforward approach to value with momentum, with the emphasis on value. Starting from the S&P 500, its index selects 200 names with highest value score, derived from book to price, (trailing) earnings to price and sales to price. It then picks the top half of these based on a momentum score, using 12-month performance excluding the most recent month and favoring stocks with lower volatility. The 100 names are weighted by the value score. Firm size (market cap) does not play a direct role in weighting, so the fund may lean toward the smaller firms in the S&P 500. Prior to June 24, 2019 the fund tracked a Russell pure value index under a different name and ticker (PXLV). The current index retains pure value flavor given its value weighting.

SPVM MSCI ESG Analytics Insight

Invesco S&P 500 Value with Momentum ETF has an MSCI ESG Fund Rating of AA based on a score of 7.24 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 Value with Momentum ETF ranks in the 82nd percentile within its peer group and in the 95th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPVM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 06/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPVM -1.37% 6.67% 21.61% 48.17% 11.37% 13.66% --
SPVM (NAV) -2.09% 6.82% 20.65% 44.28% 11.01% 13.42% --
S&P 500 High Momentum Value Index -- -- -- -- -- -- --
MSCI USA Large Cap Value -0.75% 6.59% 15.69% 34.04% 11.29% 11.91% 11.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPVM Summary Data

Invesco
06/16/11
Open-Ended Fund
0.39%
$38.40M
$421.47K
0.07%

SPVM Portfolio Data

$53.91B
19.42
2.25
1.69%
06/21/21
99

SPVM Index Data

S&P 500 High Momentum Value Index
Fundamental
Multi-Factor
MSCI USA Large Cap Value

SPVM Portfolio Management

0.39%
--
--
--

SPVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPVM Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

SPVM Factset Analytics Block Liquidity

As of 06/17/21
5
4
3
2
1

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

SPVM Tradability

8,687
$421.47K
3,976
$197.82K
0.07%
$0.03
0.00%
0.21% / -0.31%
None
100.00%
50,000
0.08
0.00%
0.02%
0
$48.84
5

SPVM Sector/Industry Breakdown


SPVM
Segment Benchmark
28.94%
21.84%
20.99%
8.65%
19.77%
22.28%
16.58%
5.49%
14.91%
18.29%
13.29%
11.39%
12.99%
9.74%
11.97%
4.57%
10.14%
14.30%
7.92%
12.69%

SPVM Countries


SPVM
Segment Benchmark
100.00%
99.90%
100.00%
100.00%
--
0.10%

SPVM Regions


SPVM
Segment Benchmark
100.00%
100.00%

SPVM Economic Development


SPVM
Segment Benchmark
100.00%
100.00%
100.00%
100.00%

SPVM Performance Statistics

0.89
1.17
1.21
1.09
0.40%
MSCI USA Large Cap Value

SPVM MSCI ESG Ratings

7.24 / 10
95.39
81.95
11.80%
3.43%
413.26

SPVM Benchmark Comparison Holdings

99
205
51
18.55%

SPVM Benchmark Comparison Summary


SPVM
Segment Benchmark
99
205
$53.91B
$177.23B
19.42
29.08
2.25
3.11
1.70%
2.27%
Low
Low

SPVM Benchmark Comparison Market Cap Size


SPVM
Segment Benchmark
90.27%
100.00%
9.73%
0.00%
0.00%
0.00%
0.00%
0.00%