ICLO vs QMOM
Comparison between Invesco AAA CLO Floating Rate Note ETF (ICLO, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).
ICLO vs QMOM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ICLO
$466M
Winner
QMOM
$467M
Expense Ratio
Winner
ICLO
0.19%
QMOM
0.28%
Max Drawdown
Winner
ICLO
4.36%
QMOM
39.92%
Sharpe Ratio
Winner
ICLO
1.10
QMOM
0.94
5Y Beta
Winner
ICLO
0.06
QMOM
1.21
P/E Ratio
ICLO
N/A
QMOM
76.50
Forward P/E
ICLO
N/A
QMOM
17.01
PEG Ratio
ICLO
N/A
QMOM
0.18
5Y Dividends CAGR
ICLO
N/A
QMOM
95.10%
5Y EPS CAGR
ICLO
N/A
QMOM
17.64%
Debt to Equity
ICLO
N/A
QMOM
-33.44%
P/S Ratio
ICLO
N/A
QMOM
1.90
P/B Ratio
ICLO
N/A
QMOM
4.75
ICLO vs QMOM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ICLO
+0.49%
QMOM
-0.10%
3M
ICLO
+1.60%
Winner
QMOM
+16.08%
6M
ICLO
+2.52%
Winner
QMOM
+20.35%
1Y
ICLO
+5.33%
Winner
QMOM
+27.35%
5Y(CAGR)
ICLO
N/A
QMOM
+10.59%
10Y(CAGR)
ICLO
N/A
QMOM
+13.58%
Max(CAGR)
ICLO
+6.82%
Winner
QMOM
+13.18%
ICLO vs QMOM - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | ICLO | QMOM |
|---|---|---|
| 2026 | +2.27% | +18.99% |
| 2025 | +5.23% | +1.42% |
| 2024 | +6.97% | +32.17% |
| 2023 | +8.81% | +13.84% |
| 2022 | +0.38% | -6.63% |
| 2021 | N/A | -2.71% |
| 2020 | N/A | +59.91% |
| 2019 | N/A | +29.03% |
| 2018 | N/A | -11.66% |
| 2017 | N/A | +16.06% |
| 2016 | N/A | +8.32% |
ICLO vs QMOM Drawdown Comparison
The maximum drawdown for ICLO was -3.47%, occurring on Apr 4, 2025. Recovery took 37 trading sessions.
The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current ICLO drawdown is -0.16%. The current QMOM drawdown is -3.16%.
| Rank | ICLO | QMOM |
|---|---|---|
| #1 | -3.47% Mar 3, 2025 - Apr 24, 2025 | -39.11% Feb 19, 2020 - Jul 6, 2020 |
| #2 | -0.83% Feb 23, 2023 - Apr 12, 2023 | -38.89% Feb 12, 2021 - Oct 11, 2024 |
| #3 | -0.62% Aug 1, 2024 - Aug 16, 2024 | -31.88% Sep 13, 2018 - Jan 13, 2020 |
| #4 | -0.35% Jul 29, 2025 - Aug 7, 2025 | -26.48% Nov 26, 2024 - Jan 15, 2026 |
| #5 | -0.35% Aug 19, 2024 - Sep 4, 2024 | -15.68% Jan 5, 2016 - Apr 14, 2016 |
| #6 | -0.31% Aug 18, 2025 - Aug 27, 2025 | -12.65% Mar 2, 2026 - Apr 13, 2026 |
| #7 | -0.29% Feb 27, 2026 - Mar 23, 2026 | -11.75% Oct 13, 2020 - Nov 6, 2020 |
| #8 | -0.27% Jun 25, 2025 - Jul 1, 2025 | -11.65% Sep 1, 2020 - Oct 5, 2020 |
| #9 | -0.23% Oct 13, 2023 - Nov 2, 2023 | -10.90% Jan 26, 2018 - Mar 12, 2018 |
| #10 | -0.21% Apr 9, 2024 - Apr 12, 2024 | -8.64% Jun 2, 2026 - Jun 10, 2026 |
| #11 | -0.21% Jul 16, 2025 - Jul 22, 2025 | -8.59% Nov 6, 2020 - Nov 20, 2020 |
| #12 | -0.20% Apr 25, 2025 - May 2, 2025 | -8.25% Jun 20, 2018 - Aug 27, 2018 |
| #13 | -0.19% Oct 3, 2023 - Oct 13, 2023 | -8.17% Mar 12, 2018 - May 18, 2018 |
| #14 | -0.19% Dec 19, 2025 - Dec 29, 2025 | -8.08% Feb 21, 2017 - Sep 20, 2017 |
| #15 | -0.18% Dec 27, 2022 - Jan 9, 2023 | -7.88% Dec 22, 2020 - Jan 7, 2021 |
Correlation
Correlation between ICLO and QMOM is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.
0.93
-101
Dividend Comparison (2016 - 2026)
ICLO vs QMOM dividend yield comparison.
| Year | ICLO | QMOM |
|---|---|---|
| 2026 | 1.93% | 0.00% |
| 2025 | 5.49% | 0.54% |
| 2024 | 6.51% | 1.40% |
| 2023 | 7.01% | 0.87% |
| 2022 | 0.00% | 1.59% |
| 2021 | 0.00% | 0.12% |
| 2020 | 0.00% | 0.08% |
| 2019 | 0.00% | 0.01% |
| 2018 | 0.00% | 0.05% |
| 2017 | 0.00% | 0.13% |
| 2016 | 0.00% | 0.34% |
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