QVML vs SPGM
Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO MSCI GLOBAL STOCK MARKET ETF (SPGM, ETF).
5-Year PerformanceQVML has outperformed SPGM, delivering a return of +13.2% compared to +11.3%
QVML vs SPGM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QVML
$1.60B
Winner
SPGM
$1.70B
Expense Ratio
QVML
0.11%
Winner
SPGM
0.09%
Max Drawdown
Winner
QVML
24.47%
SPGM
33.97%
Sharpe Ratio
QVML
1.59
Winner
SPGM
1.68
5Y Beta
QVML
0.97
Winner
SPGM
0.91
P/E Ratio
Winner
QVML
27.01
SPGM
27.34
Forward P/E
QVML
20.85
Winner
SPGM
20.03
5Y Dividends CAGR
QVML
N/A
SPGM
13.19%
5Y EPS CAGR
Winner
QVML
28.14%
SPGM
23.07%
Debt to Equity
QVML
45.66%
SPGM
N/A
P/S Ratio
QVML
3.38
Winner
SPGM
0.31
P/B Ratio
QVML
5.21
Winner
SPGM
4.77
QVML vs SPGM - Holdings Comparison
QVML and SPGM have 229 common holdings. Overlap is 38.14%
QVML's top 25 holdings weight is 51.43%. SPGM's top 25 holdings weight is 29.28%.
| Rank | QVML | SPGM |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 7.90% | NVIDIA CORP (NVDA) - 4.15% |
| #2 | APPLE INC (AAPL) - 7.37% | APPLE INC (AAPL) - 3.64% |
| #3 | ALPHABET INC CLASS C (GOOG) - 6.46% | MICROSOFT CORP (MSFT) - 2.61% |
| #4 | MICROSOFT CORP (MSFT) - 4.70% | AMAZON.COM INC (AMZN) - 1.85% |
| #5 | AMAZON.COM INC (AMZN) - 3.88% | ALPHABET INC CLASS A (GOOGL) - 1.53% |
| #6 | BROADCOM INC (AVGO) - 2.74% | ALPHABET INC CLASS C (GOOG) - 1.52% |
| #7 | META PLATFORMS INC CLASS A (META) - 2.13% | BROADCOM INC (AVGO) - 1.40% |
| #8 | MICRON TECHNOLOGY INC (MU) - 1.86% | n/a (TSM) - 1.38% |
| #9 | JPMORGAN CHASE & CO (JPM) - 1.59% | META PLATFORMS INC CLASS A (META) - 1.29% |
| #10 | ELI LILLY AND CO (LLY) - 1.54% | TESLA INC (TSLA) - 1.06% |
| #11 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.53% | JPMORGAN CHASE & CO (JPM) - 0.90% |
| #12 | ADVANCED MICRO DEVICES INC (AMD) - 1.33% | EXXON MOBIL CORP (XOM) - 0.80% |
| #13 | EXXON MOBIL CORP (XOM) - 0.99% | ELI LILLY AND CO (LLY) - 0.70% |
| #14 | VISA INC CLASS A (V) - 0.96% | SAMSUNG ELECTRONICS CO LTD DR (SSNHZ) - 0.66% |
| #15 | JOHNSON & JOHNSON (JNJ) - 0.95% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.63% |
| #16 | WALMART INC (WMT) - 0.90% | VISA INC CLASS A (V) - 0.58% |
| #17 | LAM RESEARCH CORP (LRCX) - 0.82% | ASML HOLDING NV (n/a) - 0.56% |
| #18 | INTEL CORP (INTC) - 0.82% | CHEVRON CORP (CVX) - 0.53% |
| #19 | CISCO SYSTEMS INC (CSCO) - 0.79% | COSTCO WHOLESALE CORP (COST) - 0.52% |
| #20 | APPLIED MATERIALS INC (AMAT) - 0.79% | WALMART INC (WMT) - 0.51% |
| #21 | AT&T INC (T) - 0.28% | JOHNSON & JOHNSON (JNJ) - 0.51% |
| #22 | BLACKROCK INC (BLK) - 0.28% | CHUBB LTD (CB) - 0.50% |
| #23 | ARISTA NETWORKS INC (ANET) - 0.28% | TENCENT HOLDINGS LTD (n/a) - 0.50% |
| #24 | ABBOTT LABORATORIES (ABT) - 0.27% | NESTLE SA (n/a) - 0.50% |
| #25 | UNION PACIFIC CORP (UNP) - 0.27% | CATERPILLAR INC (CAT) - 0.45% |
| Total Holdings | 410 | 2333 |
QVML vs SPGM - Historical Returns
Returns include dividend reinvestment.
1M
QVML
-1.09%
Winner
SPGM
-0.09%
3M
Winner
QVML
+12.95%
SPGM
+12.19%
6M
QVML
+7.73%
Winner
SPGM
+9.88%
1Y
QVML
+24.14%
Winner
SPGM
+28.35%
5Y(CAGR)
Winner
QVML
+13.22%
SPGM
+11.26%
10Y(CAGR)
QVML
N/A
SPGM
+13.27%
Max(CAGR)
Winner
QVML
+13.22%
SPGM
+12.56%
QVML vs SPGM - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | QVML | SPGM |
|---|---|---|
| 2026 | +8.83% | +9.92% |
| 2025 | +17.77% | +23.70% |
| 2024 | +26.36% | +17.65% |
| 2023 | +22.75% | +21.33% |
| 2022 | -16.67% | -17.95% |
| 2021 | +12.57% | +20.77% |
| 2020 | N/A | +14.24% |
| 2019 | N/A | +27.70% |
| 2018 | N/A | -8.85% |
| 2017 | N/A | +25.00% |
| 2016 | N/A | +12.47% |
| 2015 | N/A | +1.18% |
| 2014 | N/A | +13.98% |
| 2013 | N/A | +22.99% |
| 2012 | N/A | +3.69% |
QVML vs SPGM Drawdown Comparison
The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.
The maximum drawdown for SPGM was -33.97%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.
The current QVML drawdown is -2.73%. The current SPGM drawdown is -2.70%.
| Rank | QVML | SPGM |
|---|---|---|
| #1 | -23.53% Jan 4, 2022 - Dec 13, 2023 | -33.97% Feb 12, 2020 - Aug 24, 2020 |
| #2 | -18.72% Feb 19, 2025 - Jun 27, 2025 | -25.92% Jan 4, 2022 - Jan 25, 2024 |
| #3 | -8.73% Feb 2, 2026 - Apr 14, 2026 | -20.73% Jun 19, 2015 - Jul 26, 2016 |
| #4 | -8.54% Jul 16, 2024 - Sep 19, 2024 | -17.94% Jan 26, 2018 - Apr 29, 2019 |
| #5 | -5.36% Mar 28, 2024 - May 14, 2024 | -16.90% Feb 18, 2025 - Jun 2, 2025 |
| #6 | -4.97% Sep 3, 2021 - Oct 20, 2021 | -13.83% Jul 10, 2014 - Dec 3, 2014 |
| #7 | -4.65% Oct 28, 2025 - Dec 11, 2025 | -11.87% Mar 19, 2012 - Sep 13, 2012 |
| #8 | -4.19% Dec 4, 2024 - Jan 22, 2025 | -9.50% Feb 25, 2026 - Apr 15, 2026 |
| #9 | -4.17% Jun 2, 2026 - Jun 10, 2026 | -8.55% Jul 16, 2024 - Aug 30, 2024 |
| #10 | -3.68% Nov 24, 2021 - Dec 8, 2021 | -8.44% Dec 16, 2013 - May 13, 2014 |
| #11 | -2.99% Dec 15, 2021 - Dec 23, 2021 | -7.49% Sep 2, 2020 - Nov 9, 2020 |
| #12 | -2.90% Jul 12, 2021 - Jul 23, 2021 | -7.13% May 21, 2013 - Jul 17, 2013 |
| #13 | -2.83% Oct 8, 2025 - Oct 24, 2025 | -6.95% Jul 24, 2019 - Oct 24, 2019 |
| #14 | -2.72% Jul 25, 2025 - Aug 12, 2025 | -6.72% Jul 26, 2016 - Dec 8, 2016 |
| #15 | -2.68% Oct 14, 2024 - Nov 6, 2024 | -6.25% Apr 29, 2019 - Jun 19, 2019 |
Correlation
Correlation between QVML and SPGM is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2012 - 2026)
QVML vs SPGM dividend yield comparison.
| Year | QVML | SPGM |
|---|---|---|
| 2026 | 0.52% | 0.79% |
| 2025 | 1.10% | 1.89% |
| 2024 | 1.15% | 1.98% |
| 2023 | 1.43% | 2.09% |
| 2022 | 1.72% | 2.37% |
| 2021 | 0.62% | 1.94% |
| 2020 | 0.00% | 1.45% |
| 2019 | 0.00% | 3.49% |
| 2018 | 0.00% | 3.77% |
| 2017 | 0.00% | 4.57% |
| 2016 | 0.00% | 3.74% |
| 2015 | 0.00% | 7.40% |
| 2014 | 0.00% | 4.37% |
| 2013 | 0.00% | 3.49% |
| 2012 | 0.00% | 4.52% |
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