INVESCO S&P 500 MOMENTUM ETF

Symbol: SPMO

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception Date: 09/10/2015

Latest Date: 02/04/2026

Current Price: $114.74

Expense Ratio: 0.13%

Assets Under Management
$13.5B
2.58% 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

-4.47%

Volatility

24.06%

Sharpe Ratio

-1.789

VaR 95%

-2.22%

CVaR 95%: -2.89%
Max Drawdown: -10.07%
Sortino Ratio: -2.901
Calmar Ratio: -3.91
Return

-4.12%

Volatility

19.74%

Sharpe Ratio

-0.980

VaR 95%

-2.10%

CVaR 95%: -2.61%
Max Drawdown: -11.24%
Sortino Ratio: -1.468
Calmar Ratio: -1.40
Return

-4.77%

Volatility

18.19%

Sharpe Ratio

-0.715

VaR 95%

-2.08%

CVaR 95%: -2.52%
Max Drawdown: -12.95%
Sortino Ratio: -1.013
Calmar Ratio: -0.72
Return

22.61%

Volatility

22.65%

Sharpe Ratio

0.842

VaR 95%

-2.04%

CVaR 95%: -3.26%
Max Drawdown: -12.95%
Sortino Ratio: 1.053
Calmar Ratio: 1.75
Return

45.72%

Volatility

21.01%

Sharpe Ratio

0.817

VaR 95%

-2.12%

CVaR 95%: -3.06%
Max Drawdown: -20.13%
Sortino Ratio: 1.061
Calmar Ratio: 1.03
Return

115.83%

Volatility

18.87%

Sharpe Ratio

1.364

VaR 95%

-1.82%

CVaR 95%: -2.71%
Max Drawdown: -20.13%
Sortino Ratio: 1.812
Calmar Ratio: 1.46

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.091%

Best Day

11.203%

09/04/2025
Worst Day

-7.14%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $111.85 $115.16 $111.75 $114.74 1,821,300
01/04/2026 $113.20 $115.38 $113.20 $114.50 1,731,300
31/03/2026 $109.30 $112.20 $109.05 $112.11 1,879,100
30/03/2026 $111.57 $111.60 $107.24 $107.84 2,008,900
27/03/2026 $110.90 $111.81 $110.01 $110.31 1,894,200
26/03/2026 $113.94 $113.94 $111.25 $111.34 1,674,500
25/03/2026 $115.39 $115.97 $114.64 $115.32 1,871,600
24/03/2026 $113.71 $115.27 $113.32 $114.84 1,510,000
23/03/2026 $115.13 $116.51 $114.11 $114.53 2,854,600
20/03/2026 $115.63 $115.78 $113.18 $113.78 1,327,400