Summary
QVML
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 29.20% Volatility 18.48% Sharpe 0.63
Official loaded data — not a live quote.

INVESCO S&P 500 QVM MULTI-FACTOR ETF

Symbol: QVML

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 30/06/2021

Latest date: 02/06/2026

Current price: $44.79

Expense ratio: 0.11%

Assets under management
$1.6B
0.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.73%

Ann. -38.93% (Sharpe / Sortino numerator)

Volatility

17.72%

Sharpe ratio

-2.402

VaR 95%

-1.64%

CVaR 95%: -1.68%
Max drawdown: -7.44%
Sortino ratio: -4.626
Calmar ratio: -5.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.08%

Ann. -14.21% (Sharpe / Sortino numerator)

Volatility

14.52%

Sharpe ratio

-1.229

VaR 95%

-1.65%

CVaR 95%: -1.80%
Max drawdown: -9.00%
Sortino ratio: -1.950
Calmar ratio: -1.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.33%

Ann. -3.21% (Sharpe / Sortino numerator)

Volatility

13.11%

Sharpe ratio

-0.522

VaR 95%

-1.41%

CVaR 95%: -1.82%
Max drawdown: -9.00%
Sortino ratio: -0.746
Calmar ratio: -0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.20%

Ann. 15.20% (Sharpe / Sortino numerator)

Volatility

18.48%

Sharpe ratio

0.626

VaR 95%

-1.50%

CVaR 95%: -2.67%
Max drawdown: -9.00%
Sortino ratio: 0.766
Calmar ratio: 1.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

46.15%

Ann. 13.11% (Sharpe / Sortino numerator)

Volatility

16.33%

Sharpe ratio

0.581

VaR 95%

-1.56%

CVaR 95%: -2.37%
Max drawdown: -18.71%
Sortino ratio: 0.729
Calmar ratio: 0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

84.24%

Ann. 18.16% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

0.982

VaR 95%

-1.39%

CVaR 95%: -2.09%
Max drawdown: -18.71%
Sortino ratio: 1.287
Calmar ratio: 0.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.105%

Best day

2.741%

31/03/2026
Worst day

-2.554%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $44.72 $44.81 $44.70 $44.79 3,600
01/06/2026 $44.40 $44.78 $44.40 $44.70 11,100
29/05/2026 $44.65 $44.65 $44.53 $44.63 1,800
28/05/2026 $44.53 $44.54 $44.49 $44.54 2,100
27/05/2026 $44.33 $44.35 $44.17 $44.31 2,700
26/05/2026 $44.34 $44.34 $44.24 $44.33 4,100
22/05/2026 $44.08 $44.08 $44.05 $44.05 300
21/05/2026 $43.56 $43.95 $43.56 $43.86 2,700
20/05/2026 $43.62 $43.77 $43.62 $43.76 4,000
19/05/2026 $43.42 $43.55 $43.23 $43.30 4,800