QVML vs HYLS

Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and FIRST TRUST TACTICAL HIGH YIELD ETF (HYLS, ETF).

5-Year PerformanceQVML has outperformed HYLS, delivering a return of +13.1% compared to +2.9%

QVML vs HYLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QVML(ETF)	HYLS(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.11%	0.69%
Max Drawdown	24.47%	29.12%
Sharpe Ratio	1.59	0.34
5Y Beta	0.97	0.18
P/E Ratio	27.01	N/A
Forward P/E	20.85	N/A
5Y Dividends CAGR	N/A	1.15%
5Y EPS CAGR	28.14%	N/A
Debt to Equity	45.66%	N/A
P/S Ratio	3.38	N/A
P/B Ratio	5.21	N/A

Net Assets

QVML

$1.60B

HYLS

$1.60B

Expense Ratio

Winner

QVML

0.11%

HYLS

0.69%

Max Drawdown

Winner

QVML

24.47%

HYLS

29.12%

Sharpe Ratio

Winner

QVML

1.59

HYLS

0.34

5Y Beta

QVML

0.97

Winner

HYLS

0.18

P/E Ratio

QVML

27.01

HYLS

N/A

Forward P/E

QVML

20.85

HYLS

N/A

5Y Dividends CAGR

QVML

N/A

HYLS

1.15%

5Y EPS CAGR

QVML

28.14%

HYLS

N/A

Debt to Equity

QVML

45.66%

HYLS

N/A

P/S Ratio

QVML

3.38

HYLS

N/A

P/B Ratio

QVML

5.21

HYLS

N/A

QVML vs HYLS - Historical Returns

Returns include dividend reinvestment.

Period	QVML	HYLS
1 month	-1.38%	+0.42%
3 months	+13.07%	+2.16%
6 months	+7.23%	+0.43%
1 year	+22.36%	+4.40%
5 years(CAGR)	+13.15%	+2.87%
10 years(CAGR)	N/A	+4.44%
Max(CAGR)	+13.15%	+4.39%

QVML

-1.38%

Winner

HYLS

+0.42%

Winner

QVML

+13.07%

HYLS

+2.16%

Winner

QVML

+7.23%

HYLS

+0.43%

Winner

QVML

+22.36%

HYLS

+4.40%

5Y(CAGR)

Winner

QVML

+13.15%

HYLS

+2.87%

10Y(CAGR)

QVML

N/A

HYLS

+4.44%

Max(CAGR)

Winner

QVML

+13.15%

HYLS

+4.39%

QVML vs HYLS - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	QVML	HYLS
2026	+8.52%	+0.42%
2025	+17.77%	+7.80%
2024	+26.36%	+6.51%
2023	+22.75%	+12.58%
2022	-16.67%	-12.77%
2021	+12.57%	+3.66%
2020	N/A	+5.07%
2019	N/A	+14.37%
2018	N/A	-2.47%
2017	N/A	+5.99%
2016	N/A	+8.92%
2015	N/A	+0.04%
2014	N/A	+1.92%
2013	N/A	+8.46%

QVML vs HYLS Drawdown Comparison

The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.

The maximum drawdown for HYLS was -22.99%, occurring on Mar 20, 2020. Recovery took 122 trading sessions.

The current QVML drawdown is -3.01%. The current HYLS drawdown is -0.17%.

Rank	QVML	HYLS
#1	-23.53% Jan 4, 2022 - Dec 13, 2023	-22.99% Feb 12, 2020 - Aug 6, 2020
#2	-18.72% Feb 19, 2025 - Jun 27, 2025	-15.75% Dec 31, 2021 - Jun 5, 2024
#3	-8.73% Feb 2, 2026 - Apr 14, 2026	-7.46% Jun 2, 2015 - Jun 8, 2016
#4	-8.54% Jul 16, 2024 - Sep 19, 2024	-5.73% Jul 3, 2014 - Feb 27, 2015
#5	-5.36% Mar 28, 2024 - May 14, 2024	-5.69% Oct 1, 2018 - Jan 31, 2019
#6	-4.97% Sep 3, 2021 - Oct 20, 2021	-5.53% May 22, 2013 - Oct 17, 2013
#7	-4.65% Oct 28, 2025 - Dec 11, 2025	-3.96% Feb 28, 2025 - Apr 29, 2025
#8	-4.19% Dec 4, 2024 - Jan 22, 2025	-3.09% Jan 22, 2026 - Jun 15, 2026
#9	-4.17% Jun 2, 2026 - Jun 10, 2026	-2.83% Oct 24, 2016 - Jan 3, 2017
#10	-3.68% Nov 24, 2021 - Dec 8, 2021	-2.00% Jan 8, 2018 - Jul 25, 2018
#11	-2.99% Dec 15, 2021 - Dec 23, 2021	-1.89% Sep 2, 2020 - Oct 12, 2020
#12	-2.90% Jul 12, 2021 - Jul 23, 2021	-1.79% Jun 8, 2016 - Jul 7, 2016
#13	-2.83% Oct 8, 2025 - Oct 24, 2025	-1.73% Sep 16, 2021 - Dec 21, 2021
#14	-2.72% Jul 25, 2025 - Aug 12, 2025	-1.65% Oct 25, 2017 - Dec 26, 2017
#15	-2.68% Oct 14, 2024 - Nov 6, 2024	-1.63% Oct 12, 2020 - Nov 4, 2020

Correlation

Correlation between QVML and HYLS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2013 - 2026)

QVML vs HYLS dividend yield comparison.

Year	QVML	HYLS
2026	0.52%	2.79%
2025	1.10%	6.38%
2024	1.15%	6.25%
2023	1.43%	5.98%
2022	1.72%	7.38%
2021	0.62%	5.48%
2020	0.00%	5.09%
2019	0.00%	5.17%
2018	0.00%	5.81%
2017	0.00%	5.53%
2016	0.00%	5.37%
2015	0.00%	6.11%
2014	0.00%	5.78%
2013	0.00%	5.10%