QVML vs ZROZ

Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND (ZROZ, ETF).

5-Year PerformanceQVML has outperformed ZROZ, delivering a return of +13.6% compared to -11.4%

QVML vs ZROZ - Performance Comparison

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Key Characteristics

Financial metrics and valuation ratios

Metric	QVML(ETF)	ZROZ(ETF)
Net Assets	$1.40B	$1.40B
Expense Ratio	0.11%	0.15%
Max Drawdown	24.47%	67.48%
Sharpe Ratio	2.07	-0.21
5Y Beta	0.97	0.11
P/E Ratio	27.36	N/A
Forward P/E	21.24	N/A
5Y Dividends CAGR	N/A	3.66%
5Y EPS CAGR	28.40%	N/A
Debt to Equity	50.00%	N/A
P/S Ratio	3.37	N/A
P/B Ratio	5.23	N/A

Net Assets

QVML

$1.40B

ZROZ

$1.40B

Expense Ratio

Winner

QVML

0.11%

ZROZ

0.15%

Max Drawdown

Winner

QVML

24.47%

ZROZ

67.48%

Sharpe Ratio

Winner

QVML

2.07

ZROZ

-0.21

5Y Beta

QVML

0.97

Winner

ZROZ

0.11

P/E Ratio

QVML

27.36

ZROZ

N/A

Forward P/E

QVML

21.24

ZROZ

N/A

5Y Dividends CAGR

QVML

N/A

ZROZ

3.66%

5Y EPS CAGR

QVML

28.40%

ZROZ

N/A

Debt to Equity

QVML

50.00%

ZROZ

N/A

P/S Ratio

QVML

3.37

ZROZ

N/A

P/B Ratio

QVML

5.23

ZROZ

N/A

QVML vs ZROZ - Historical Returns

Returns include dividend reinvestment.

Period	QVML	ZROZ
1 month	+9.05%	-1.33%
3 months	+6.81%	-0.95%
6 months	+10.85%	-4.75%
1 year	+31.81%	+0.27%
5 years(CAGR)	+13.57%	-11.36%
10 years(CAGR)	N/A	-3.79%
Max(CAGR)	+13.57%	+2.14%

Winner

QVML

+9.05%

ZROZ

-1.33%

Winner

QVML

+6.81%

ZROZ

-0.95%

Winner

QVML

+10.85%

ZROZ

-4.75%

Winner

QVML

+31.81%

ZROZ

+0.27%

5Y(CAGR)

Winner

QVML

+13.57%

ZROZ

-11.36%

10Y(CAGR)

QVML

N/A

ZROZ

-3.79%

Max(CAGR)

Winner

QVML

+13.57%

ZROZ

+2.14%

QVML vs ZROZ - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	QVML	ZROZ
2026	+8.74%	-0.16%
2025	+17.77%	-1.87%
2024	+26.36%	-15.03%
2023	+22.75%	-1.52%
2022	-16.67%	-39.26%
2021	+12.57%	-4.79%
2020	N/A	+22.56%
2019	N/A	+20.05%
2018	N/A	-3.51%
2017	N/A	+13.87%
2016	N/A	-0.31%
2015	N/A	-7.39%
2014	N/A	+48.29%
2013	N/A	-19.11%
2012	N/A	+3.51%
2011	N/A	+61.75%
2010	N/A	+9.96%
2009	N/A	-6.29%

QVML vs ZROZ Drawdown Comparison

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

The maximum drawdown for ZROZ was -62.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current ZROZ drawdown is -59.76%.

Rank	QVML	ZROZ
#1	-23.53% Jan 4, 2022 - Dec 13, 2023	-62.94% Mar 9, 2020 - Oct 19, 2023
#2	-18.72% Feb 19, 2025 - Jun 27, 2025	-32.29% Jul 25, 2012 - Dec 11, 2014
#3	-8.73% Feb 2, 2026 - Apr 14, 2026	-28.88% Aug 26, 2010 - Aug 10, 2011
#4	-8.54% Jul 16, 2024 - Sep 19, 2024	-25.82% Jan 30, 2015 - Jun 27, 2016
#5	-5.36% Mar 28, 2024 - May 14, 2024	-25.21% Jul 8, 2016 - Aug 2, 2019
#6	-4.97% Sep 3, 2021 - Oct 20, 2021	-18.35% Oct 3, 2011 - Dec 19, 2011
#7	-4.65% Oct 28, 2025 - Dec 11, 2025	-17.49% Dec 19, 2011 - May 17, 2012
#8	-4.19% Dec 4, 2024 - Jan 22, 2025	-15.67% Nov 27, 2009 - May 6, 2010
#9	-3.68% Nov 24, 2021 - Dec 8, 2021	-12.23% Aug 28, 2019 - Feb 20, 2020
#10	-2.99% Dec 15, 2021 - Dec 23, 2021	-9.10% Aug 10, 2011 - Aug 18, 2011
#11	-2.90% Jul 12, 2021 - Jul 23, 2021	-8.29% May 6, 2010 - May 20, 2010
#12	-2.83% Oct 8, 2025 - Oct 24, 2025	-7.85% Sep 22, 2011 - Oct 3, 2011
#13	-2.72% Jul 25, 2025 - Aug 12, 2025	-7.18% Aug 19, 2011 - Sep 2, 2011
#14	-2.68% Oct 14, 2024 - Nov 6, 2024	-7.09% Jun 1, 2012 - Jul 20, 2012
#15	-2.66% Jan 12, 2026 - Jan 28, 2026	-6.88% Jul 1, 2010 - Aug 16, 2010

Correlation

Correlation between QVML and ZROZ is -0.57 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.57

-101

Dividend Comparison (2009 - 2026)

QVML vs ZROZ dividend yield comparison.

Year	QVML	ZROZ
2026	0.26%	1.30%
2025	1.10%	4.96%
2024	1.15%	4.58%
2023	1.43%	3.52%
2022	1.72%	2.76%
2021	0.62%	1.60%
2020	0.00%	1.68%
2019	0.00%	2.22%
2018	0.00%	2.06%
2017	0.00%	2.53%
2016	0.00%	3.00%
2015	0.00%	2.98%
2014	0.00%	2.60%
2013	0.00%	4.28%
2012	0.00%	3.16%
2011	0.00%	2.99%
2010	0.00%	4.55%
2009	0.00%	0.74%