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