Skip to Content
ETFs

Invesco International Developed Dynamic Multifactor ETF

IMFL
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 24, 2021
Expense Ratio
0.34%
Type
Global Ex. US Equities
Fund Owner
Invesco
Volume (1m avg. daily)
$456,618
AUM
$235,649,455
Associated Index
FTSE Developed ex US Invesco Dynamic Multifactor Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

CTC.A
Canadian Tire Corp., Ltd. - Ordinary Shares - Class A
0.62%
SBRY
Sainsbury (J) plc
0.61%
DCC
DCC Plc
0.6%
ADEN
Adecco Group AG
0.58%
SKA B
Skanska AB - Ordinary Shares - Class B
0.58%
2768
Sojitz Corp.
0.57%
7261
Mazda Motor Corporation
0.57%
RXL
Rexel
0.56%
TW.
Taylor Wimpey
0.56%
BOL
Boliden AB
0.56%
Invest with IMFL
Trade IMFL Options

What is IMFL?

The Invesco International Developed Dynamic Multifactor ETF (Fund) is based on the FTSE Developed ex US Invesco Dynamic Multifactor Index (Index). The Fund will invest at least 80% of its total assets in securities that comprise the Index. The Index reflects a dynamic combination of factor exposures drawn from constituent stocks of the FTSE Developed ex US Index. The factors targeted may include low volatility, momentum, quality, size and value. The emphasis on each factor is determined by Invesco s Regime Model which is informed by the economic environment and overall market conditions. The Index is computed using the net return, which withholds applicable taxes for non-resident investors.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

IMFL
Performance Measures**

for the time period Feb 24, 2021 to Dec 4, 2025

Returns

1M Trailing Return: 2.4%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 7.3%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -33.3%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 15.7%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.49

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.20

The annualized return divided by the max drawdown for the selected time period.

ETFs related toIMFL

ETFs correlated to IMFL include VEA, SCHF, BKIE

IMFL
Invesco Exchange-Traded Self-Indexed Fund Trust - Invesco International Developed Dynamic Multifactor ETF
VEA
Vanguard Group, Inc. - Vanguard FTSE Developed Markets ETF
SCHF
Schwab Strategic Trust - Schwab International Equity ETF
BKIE
BNY Mellon ETF Trust - BNY Mellon International Equity ETF
IEFA
BlackRock Institutional Trust Company N.A. - iShares Core MSCI EAFE ETF
QEFA
SSgA Active Trust - SPDR MSCI EAFE StrategicFactors SM ETF
SPDW
SSgA Active Trust - SPDR Portfolio Developed World ex-US ETF
IDEV
iShares Trust - iShares Core MSCI International Developed Markets ETF
EFA
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE ETF
ESGD
iShares Trust - iShares Trust iShares ESG Aware MSCI EAFE ETF
BBIN
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders International Equity ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

IMFL is a Global Ex. US Equities ETF. The Invesco International Developed Dynamic Multifactor ETF (Fund) is based on the FTSE Developed ex US Invesco Dynamic Multifactor Index (Index). The Fund will invest at least 80% of its total assets in securities that comprise the Index. The Index reflects a dynamic combination of factor exposures drawn from constituent stocks of the FTSE Developed ex US Index. The factors targeted may include low volatility, momentum, quality, size and value. The emphasis on each factor is determined by Invesco s Regime Model which is informed by the economic environment and overall market conditions. The Index is computed using the net return, which withholds applicable taxes for non-resident investors.

IMFL tracks the FTSE Developed ex US Invesco Dynamic Multifactor Index.

No, IMFL is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, IMFL is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on IMFL is 0.0179%. This is the percent change in the value of IMFL over the most recent 1-month period. The 3-month return on IMFL is 0.0014%. This is the percent change in the value of IMFL over the most recent 3-month period.

The standard deviation of IMFL for the past year is 0.1602%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to IMFL include DGS, DFIV, and DXJ.

ETFs correlated to IMFL include VEA, SCHF, and BKIE.

ETFs that are inversely correlated to IMFL include EFZ, EPV, and SH.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.