XSVM

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

XSVM Fund Description

XSVM tracks a value score-weighted index of US small-cap stocks selected by a combination of value and momentum screens.

XSVM Factset Analytics Insight

XSVM’s name reflects its straightforward approach to value with momentum, having an emphasis on value. Pulling from the S&P SmallCap 600, its index selects 240 names with the highest value scores, derived from book-to-price, trailing earnings per share-to-price and sales-to-price ratios. The index then picks the top 120 securities using momentum score which is based on upward price movements of each security relative to other eligible constituents. Selected securities are weighted by their value scores, thus, having the firm’s market-cap or size unrelated. The index rebalances semi-annually. Prior to June 24, 2019 the fund tracked a Russell pure value index under a different name and ticker (PXSV).

XSVM MSCI ESG Analytics Insight

Invesco S&P SmallCap Value with Momentum ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.06 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 Value with Momentum ETF ranks in the 28th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

XSVM 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 10/19/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XSVM 5.31% 3.39% 49.79% 75.50% 21.49% 17.06% 16.43%
XSVM (NAV) 5.16% 12.51% 50.50% 80.03% 21.39% 17.13% 16.53%
MSCI USA Small Cap Value Index 4.73% 9.47% 25.51% 54.77% 12.23% 11.62% 13.33%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XSVM Summary Data

Invesco
03/03/05
Open-Ended Fund
0.39%
$427.93M
$4.39M
0.16%

XSVM Portfolio Data

$1.84B
10.37
1.46
0.90%
N/A
117

XSVM Index Data

S&P SmallCap 600 High Momentum Value Index
Fundamental
Multi-Factor
MSCI USA Small Cap Value Index

XSVM Portfolio Management

0.39%
--
--
--

XSVM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XSVM Fund Structure

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

XSVM Factset Analytics Block Liquidity

As of 10/20/21
5
4
3
2
1

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

XSVM Tradability

86,668
$4.39M
60,765
$3.09M
0.16%
$0.08
0.07%
0.65% / -0.85%
None
100.00%
50,000
1.22
0.02%
0.35%
752
$52.13
5

XSVM Sector/Industry Breakdown


XSVM
Segment Benchmark
30.59%
39.20%
29.43%
11.38%
13.98%
13.23%
9.46%
5.51%
4.75%
6.65%
4.68%
7.91%
4.62%
3.30%
2.49%
5.19%

XSVM Countries


XSVM
Segment Benchmark
100.00%
100.00%

XSVM Regions


XSVM
Segment Benchmark
100.00%
100.00%

XSVM Economic Development


XSVM
Segment Benchmark
100.00%
100.00%

XSVM Performance Statistics

0.59
1.14
1.23
0.92
1.28%
MSCI USA Small Cap Value Index

XSVM MSCI ESG Ratings

5.06 / 10
22.88
27.65
3.15%
--
97.69

XSVM Benchmark Comparison Holdings

117
1174
98
5.88%

XSVM Benchmark Comparison Summary


XSVM
Segment Benchmark
117
1174
$1.84B
$5.10B
10.37
30.19
1.46
1.89
1.39%
1.75%
Low
Low

XSVM Benchmark Comparison Market Cap Size


XSVM
Segment Benchmark
0.00%
1.96%
14.99%
71.65%
78.95%
25.25%
6.07%
1.14%