INVESCO S&P 500 QVM MULTI-FACTOR ETF
Symbol: QVML
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 30/06/2021
Latest Date: 02/04/2026
Current Price: $38.66
Expense Ratio: 0.11%
Assets Under Management
$1.5B
1.53% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-4.40%
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
Return
-3.70%
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
Return
-1.60%
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
Return
15.13%
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
Return
27.82%
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
Return
64.63%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.063%
Best Day
9.872%
09/04/2025
Worst Day
-6.241%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $38.08 | $38.66 | $38.08 | $38.66 | 1,200 |
| 01/04/2026 | $38.55 | $38.76 | $38.48 | $38.60 | 5,700 |
| 31/03/2026 | $37.74 | $38.32 | $37.61 | $38.27 | 2,800 |
| 30/03/2026 | $37.60 | $37.60 | $37.24 | $37.24 | 4,700 |
| 27/03/2026 | $37.70 | $37.70 | $37.37 | $37.37 | 7,600 |
| 26/03/2026 | $38.44 | $38.49 | $37.99 | $37.99 | 9,700 |
| 25/03/2026 | $38.75 | $38.80 | $38.65 | $38.65 | 10,000 |
| 24/03/2026 | $38.32 | $38.63 | $38.30 | $38.42 | 1,600 |
| 23/03/2026 | $38.67 | $38.68 | $38.55 | $38.57 | 500 |
| 20/03/2026 | $38.75 | $38.75 | $38.18 | $38.24 | 3,600 |