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ETFs

Invesco S&P MidCap Value with Momentum ETF

XMVM
$—
Today’s Change
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Snapshot
*

Inception Date
Mar 3, 2005
Expense Ratio
0.39%
Type
US Equities
Fund Owner
Invesco
Volume (1m avg. daily)
$1,012,547
AUM
$183,126,955
Associated Index
S&P 400 High Momentum Value Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

PBF
PBF Energy Inc - Ordinary Shares - Class A
4.07%
DINO
HF Sinclair Corp.
3.7%
AVT
Avnet Inc.
2.88%
R
Ryder System, Inc.
2.55%
ARW
Arrow Electronics Inc.
2.1%
AN
Autonation Inc.
1.88%
CHRD
Chord Energy Corp - Ordinary Shares - New
1.82%
MUR
Murphy Oil Corp.
1.81%
KBH
KB Home
1.8%
UNM
Unum Group
1.79%
Invest with XMVM
Trade XMVM Options

What is XMVM?

The Invesco S&P MidCap Value with Momentum ETF (Fund) is based on the S&P 400 High Momentum Value Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is composed of 120 securities in the S&P SmallCap 600 Index having the highest "value scores" and "momentum scores," calculated pursuant to the index methodology. Index constituents are weighted by their value scores; securities with higher value scores receive relatively greater weights.

1M
3M
6M
YTD
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3Y
Max
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XMVM
Performance Measures**

for the time period Mar 3, 2005 to Dec 4, 2025

Returns

1M Trailing Return: 5.2%

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

3M Trailing Return: 1.8%

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

Measures of Risk or Volatility

Max Drawdown: -62.8%

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

Standard Deviation: 22.0%

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: 0.14

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

ETFs related toXMVM

ETFs correlated to XMVM include DFAT, AVUV, DFSV

XMVM
Invesco Capital Management LLC - Invesco S&P MidCap Value with Momentum ETF
DFAT
Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
AVUV
American Century ETF Trust - Avantis U.S. Small Cap Value ETF
DFSV
Dimensional ETF Trust - Dimensional US Small Cap Value ETF
VBR
Vanguard Group, Inc. - Vanguard Small Cap Value ETF
VFVA
Vanguard Group, Inc. - Vanguard U.S. Value Factor ETF
SYLD
Cambria Investment Management LP - Cambria Shareholder Yield ETF
EZM
WisdomTree Trust - WisdomTree U.S. MidCap Fund
SDVY
First Trust Exchange-Traded Fund VI - First Trust SMID Cap Rising Dividend Achievers ETF
DON
WisdomTree Trust - WisdomTree U.S. MidCap Dividend Fund
RWK
Invesco Exchange-Traded Fund Trust II - Invesco S&P MidCap 400 Revenue 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.

Trading Strategies
Related toXMVM

AutoSignals | (TQQQ or SH? Edition)

Category

Trend-following, risk-on/off, RSI and moving-average filters, cross-asset signals, TQQQ vs SH toggle, high turnover, leveraged ETF

OOS Cumulative Return

0.92%

Create your own algorithmic trading strategy with XMVM using Composer

FAQ

XMVM is a US Equities ETF. The Invesco S&P MidCap Value with Momentum ETF (Fund) is based on the S&P 400 High Momentum Value Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is composed of 120 securities in the S&P SmallCap 600 Index having the highest "value scores" and "momentum scores," calculated pursuant to the index methodology. Index constituents are weighted by their value scores; securities with higher value scores receive relatively greater weights.

XMVM tracks the S&P 400 High Momentum Value Index.

No, XMVM 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, XMVM 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 XMVM is -0.0073%. This is the percent change in the value of XMVM over the most recent 1-month period. The 3-month return on XMVM is 0.0381%. This is the percent change in the value of XMVM over the most recent 3-month period.

The standard deviation of XMVM for the past year is 0.2226%. 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 XMVM include IWO, VTV, and VUG.

ETFs correlated to XMVM include DFAT, AVUV, and DFSV.

ETFs that are inversely correlated to XMVM include TWM, RWM, and TZA.

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.