OMFL vs FEZ
Comparison between INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF) and SPDR(R) EURO STOXX 50(R) ETF (FEZ, ETF).
5-Year PerformanceFEZ has outperformed OMFL, delivering a return of +10.1% compared to +8.7%
OMFL vs FEZ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
OMFL
$4.20B
Winner
FEZ
$4.30B
Expense Ratio
OMFL
0.29%
FEZ
0.29%
Max Drawdown
Winner
OMFL
33.54%
FEZ
66.17%
Sharpe Ratio
Winner
OMFL
1.59
FEZ
0.95
5Y Beta
OMFL
0.87
Winner
FEZ
0.81
P/E Ratio
OMFL
25.92
FEZ
N/A
Forward P/E
OMFL
18.07
FEZ
N/A
5Y Dividends CAGR
OMFL
-2.34%
Winner
FEZ
15.74%
5Y EPS CAGR
OMFL
25.68%
FEZ
N/A
Debt to Equity
OMFL
23.29%
FEZ
N/A
P/S Ratio
OMFL
2.16
FEZ
N/A
P/B Ratio
OMFL
4.12
FEZ
N/A
OMFL vs FEZ - Holdings Comparison
OMFL and FEZ have 1 common holdings. Overlap is 0.00%
OMFL's top 25 holdings weight is 35.15%. FEZ's top 25 holdings weight is 73.43%.
| Rank | OMFL | FEZ |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 5.85% | ASML HOLDING NV (n/a) - 9.76% |
| #2 | APPLE INC (AAPL) - 4.19% | TOTALENERGIES SE (TTE:XPAR) - 4.44% |
| #3 | META PLATFORMS INC CLASS A (META) - 3.39% | SIEMENS AG (n/a) - 3.88% |
| #4 | MICROSOFT CORP (MSFT) - 3.02% | SAP SE (n/a) - 3.76% |
| #5 | AMAZON.COM INC (AMZN) - 2.52% | BANCO SANTANDER SA (n/a) - 3.49% |
| #6 | MICRON TECHNOLOGY INC (MU) - 2.22% | ALLIANZ SE (n/a) - 3.42% |
| #7 | ALPHABET INC CLASS A (GOOGL) - 1.73% | SCHNEIDER ELECTRIC SE (n/a) - 3.31% |
| #8 | ALPHABET INC CLASS C (GOOG) - 1.41% | IBERDROLA SA (n/a) - 3.07% |
| #9 | EXXON MOBIL CORP (XOM) - 1.03% | LVMH MOET HENNESSY LOUIS VUITTON SE (n/a) - 2.90% |
| #10 | TESLA INC (TSLA) - 1.01% | DEUTSCHE TELEKOM AG (n/a) - 2.82% |
| #11 | APPLIED MATERIALS INC (AMAT) - 0.99% | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 2.76% |
| #12 | UBER TECHNOLOGIES INC (UBER) - 0.95% | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 2.61% |
| #13 | LAM RESEARCH CORP (LRCX) - 0.81% | SAFRAN SA (n/a) - 2.58% |
| #14 | FREEPORT-MCMORAN INC (FCX) - 0.78% | AIR LIQUIDE SA (n/a) - 2.58% |
| #15 | NETFLIX INC (NFLX) - 0.70% | AIRBUS SE (n/a) - 2.37% |
| #16 | CONOCOPHILLIPS (COP) - 0.66% | SANOFI SA (n/a) - 2.34% |
| #17 | BROADCOM INC (AVGO) - 0.65% | UNICREDIT SPA (n/a) - 2.30% |
| #18 | CATERPILLAR INC (CAT) - 0.63% | BNP PARIBAS ACT. CAT.A (n/a) - 2.11% |
| #19 | SLB LTD (SLB) - 0.62% | L'OREAL SA (n/a) - 2.10% |
| #20 | UNITEDHEALTH GROUP INC (UNH) - 0.58% | INTESA SANPAOLO (n/a) - 1.98% |
| #21 | DEVON ENERGY CORP (DVN) - 0.29% | VINCI SA (n/a) - 1.87% |
| #22 | PAYPAL HOLDINGS INC (PYPL) - 0.29% | ENEL SPA (n/a) - 1.82% |
| #23 | TARGET CORP (TGT) - 0.28% | MUNCHENER RUCKVERSICHERUNGS-GESELLSCHAFT AG (n/a) - 1.77% |
| #24 | ANGLOGOLD ASHANTI PLC (AU) - 0.28% | AXA SA (n/a) - 1.73% |
| #25 | OCCIDENTAL PETROLEUM CORP (OXY) - 0.27% | RHEINMETALL AG (n/a) - 1.66% |
| Total Holdings | 891 | 55 |
OMFL vs FEZ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
OMFL
+7.12%
FEZ
+2.10%
3M
Winner
OMFL
+6.31%
FEZ
-1.90%
6M
Winner
OMFL
+13.12%
FEZ
+8.92%
1Y
Winner
OMFL
+24.97%
FEZ
+20.59%
5Y(CAGR)
OMFL
+8.67%
Winner
FEZ
+10.10%
10Y(CAGR)
Winner
OMFL
+13.94%
FEZ
+10.42%
Max(CAGR)
Winner
OMFL
+13.94%
FEZ
+7.54%
OMFL vs FEZ - Annual Returns (2002 - 2026)
Returns include dividend reinvestment.
| Year | OMFL | FEZ |
|---|---|---|
| 2026 | +9.38% | +2.77% |
| 2025 | +13.88% | +39.20% |
| 2024 | +7.69% | +5.07% |
| 2023 | +21.69% | +25.34% |
| 2022 | -13.68% | -15.04% |
| 2021 | +31.13% | +13.98% |
| 2020 | +20.63% | +3.65% |
| 2019 | +36.25% | +26.61% |
| 2018 | -2.57% | -16.22% |
| 2017 | +4.95% | +24.52% |
| 2016 | N/A | +2.82% |
| 2015 | N/A | -3.89% |
| 2014 | N/A | -7.00% |
| 2013 | N/A | +24.54% |
| 2012 | N/A | +18.46% |
| 2011 | N/A | -17.11% |
| 2010 | N/A | -11.00% |
| 2009 | N/A | +23.23% |
| 2008 | N/A | -42.88% |
| 2007 | N/A | +19.59% |
| 2006 | N/A | +27.55% |
| 2005 | N/A | +8.91% |
| 2004 | N/A | +16.62% |
| 2003 | N/A | +37.66% |
| 2002 | N/A | +0.24% |
OMFL vs FEZ Drawdown Comparison
The maximum drawdown for OMFL was -33.23%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The maximum drawdown for FEZ was -64.21%, occurring on Mar 9, 2009. Recovery took 3279 trading sessions.
The current FEZ drawdown is -3.12%.
| Rank | OMFL | FEZ |
|---|---|---|
| #1 | -33.23% Jan 16, 2020 - Jun 8, 2020 | -64.21% Dec 10, 2007 - Dec 17, 2020 |
| #2 | -22.45% Dec 29, 2021 - Jul 18, 2023 | -35.07% Nov 5, 2021 - Jun 16, 2023 |
| #3 | -18.19% Oct 3, 2018 - Apr 1, 2019 | -23.13% Jan 6, 2003 - May 5, 2003 |
| #4 | -17.17% Jun 8, 2020 - Nov 9, 2020 | -15.85% Mar 19, 2025 - May 2, 2025 |
| #5 | -15.52% Feb 13, 2025 - Jun 27, 2025 | -14.35% Jul 13, 2023 - Dec 13, 2023 |
| #6 | -14.23% Jul 31, 2023 - Dec 13, 2023 | -14.10% Feb 17, 2004 - Nov 3, 2004 |
| #7 | -13.35% Mar 28, 2024 - Nov 7, 2024 | -13.64% May 5, 2006 - Aug 18, 2006 |
| #8 | -9.60% Jan 26, 2018 - Jul 12, 2018 | -13.63% Feb 25, 2026 - Mar 27, 2026 |
| #9 | -7.86% Sep 16, 2019 - Nov 1, 2019 | -11.95% Jul 12, 2007 - Oct 1, 2007 |
| #10 | -7.58% Feb 25, 2026 - Apr 14, 2026 | -11.48% Sep 26, 2024 - Feb 12, 2025 |
| #11 | -7.51% Nov 16, 2021 - Dec 27, 2021 | -9.62% May 15, 2024 - Sep 26, 2024 |
| #12 | -6.18% Oct 27, 2025 - Dec 4, 2025 | -9.17% Mar 10, 2005 - Aug 3, 2005 |
| #13 | -6.01% May 7, 2021 - Aug 3, 2021 | -8.37% Feb 26, 2007 - Apr 3, 2007 |
| #14 | -5.85% Feb 12, 2021 - Mar 12, 2021 | -7.88% Jun 15, 2021 - Nov 3, 2021 |
| #15 | -5.63% Apr 24, 2019 - Jun 18, 2019 | -7.69% Nov 22, 2002 - Jan 6, 2003 |
Correlation
Correlation between OMFL and FEZ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2003 - 2026)
OMFL vs FEZ dividend yield comparison.
| Year | OMFL | FEZ |
|---|---|---|
| 2026 | 0.22% | 0.14% |
| 2025 | 0.80% | 2.78% |
| 2024 | 1.22% | 2.94% |
| 2023 | 1.37% | 2.75% |
| 2022 | 1.55% | 3.06% |
| 2021 | 0.95% | 2.61% |
| 2020 | 1.48% | 2.13% |
| 2019 | 1.53% | 2.61% |
| 2018 | 1.39% | 3.45% |
| 2017 | 0.32% | 2.44% |
| 2016 | 0.00% | 3.35% |
| 2015 | 0.00% | 3.03% |
| 2014 | 0.00% | 3.78% |
| 2013 | 0.00% | 2.72% |
| 2012 | 0.00% | 3.64% |
| 2011 | 0.00% | 5.22% |
| 2010 | 0.00% | 3.36% |
| 2009 | 0.00% | 3.11% |
| 2008 | 0.00% | 5.71% |
| 2007 | 0.00% | 4.15% |
| 2006 | 0.00% | 2.43% |
| 2005 | 0.00% | 2.34% |
| 2004 | 0.00% | 2.07% |
| 2003 | 0.00% | 1.89% |
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