QVMS vs HYZD

Comparison between INVESCO S&P SMALLCAP 600 QVM MULTI-FACTOR ETF (QVMS, ETF) and WISDOMTREE INTEREST RATE HEDGED HIGH YIELD BOND FUND (HYZD, ETF).

5-Year PerformanceQVMS has outperformed HYZD, delivering a return of +6.9% compared to +6.2%

QVMS vs HYZD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QVMS(ETF)	HYZD(ETF)
Net Assets	$232M	$232M
Expense Ratio	0.15%	0.43%
Max Drawdown	28.57%	33.13%
Sharpe Ratio	1.44	1.15
5Y Beta	1.03	0.19
P/E Ratio	33.96	N/A
Forward P/E	15.48	N/A
5Y Dividends CAGR	N/A	6.13%
5Y EPS CAGR	12.41%	N/A
Debt to Equity	65.66%	N/A
P/S Ratio	1.13	N/A
P/B Ratio	2.02	N/A

Net Assets

QVMS

$232M

Winner

HYZD

$232M

Expense Ratio

Winner

QVMS

0.15%

HYZD

0.43%

Max Drawdown

Winner

QVMS

28.57%

HYZD

33.13%

Sharpe Ratio

Winner

QVMS

1.44

HYZD

1.15

5Y Beta

QVMS

1.03

Winner

HYZD

0.19

P/E Ratio

QVMS

33.96

HYZD

N/A

Forward P/E

QVMS

15.48

HYZD

N/A

5Y Dividends CAGR

QVMS

N/A

HYZD

6.13%

5Y EPS CAGR

QVMS

12.41%

HYZD

N/A

Debt to Equity

QVMS

65.66%

HYZD

N/A

P/S Ratio

QVMS

1.13

HYZD

N/A

P/B Ratio

QVMS

2.02

HYZD

N/A

QVMS vs HYZD - Historical Returns

Returns include dividend reinvestment.

Period	QVMS	HYZD
1 month	+0.34%	+0.55%
3 months	+8.26%	+2.07%
6 months	+14.26%	+3.12%
1 year	+31.59%	+7.85%
5 years(CAGR)	+6.91%	+6.22%
10 years(CAGR)	N/A	+5.57%
Max(CAGR)	+6.91%	+4.41%

QVMS

+0.34%

Winner

HYZD

+0.55%

Winner

QVMS

+8.26%

HYZD

+2.07%

Winner

QVMS

+14.26%

HYZD

+3.12%

Winner

QVMS

+31.59%

HYZD

+7.85%

5Y(CAGR)

Winner

QVMS

+6.91%

HYZD

+6.22%

10Y(CAGR)

QVMS

N/A

HYZD

+5.57%

Max(CAGR)

Winner

QVMS

+6.91%

HYZD

+4.41%

QVMS vs HYZD - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	QVMS	HYZD
2026	+14.36%	+2.40%
2025	+5.80%	+7.43%
2024	+10.16%	+9.41%
2023	+17.16%	+11.33%
2022	-15.36%	-2.50%
2021	+4.46%	+6.37%
2020	N/A	-0.71%
2019	N/A	+9.12%
2018	N/A	-1.95%
2017	N/A	+6.18%
2016	N/A	+14.24%
2015	N/A	-1.04%
2014	N/A	-4.10%
2013	N/A	-0.14%

QVMS vs HYZD Drawdown Comparison

The maximum drawdown for QVMS was -28.05%, occurring on Apr 8, 2025. Recovery took 279 trading sessions.

The maximum drawdown for HYZD was -25.66%, occurring on Mar 24, 2020. Recovery took 260 trading sessions.

The current QVMS drawdown is -1.77%. The current HYZD drawdown is -0.31%.

Rank	QVMS	HYZD
#1	-28.05% Nov 25, 2024 - Jan 8, 2026	-25.66% Feb 14, 2020 - Feb 26, 2021
#2	-24.77% Nov 5, 2021 - Jul 12, 2024	-15.99% Apr 10, 2014 - Aug 12, 2016
#3	-9.12% Jul 31, 2024 - Oct 16, 2024	-8.97% Apr 4, 2022 - Jan 12, 2023
#4	-8.78% Feb 6, 2026 - Apr 14, 2026	-7.18% Oct 3, 2018 - Apr 3, 2019
#5	-7.74% Jul 1, 2021 - Aug 27, 2021	-5.85% Jan 30, 2025 - May 13, 2025
#6	-5.52% Sep 2, 2021 - Oct 20, 2021	-5.00% Mar 6, 2023 - Jun 14, 2023
#7	-4.13% May 6, 2026 - May 26, 2026	-4.81% Jan 3, 2022 - Apr 4, 2022
#8	-4.10% Nov 11, 2024 - Nov 25, 2024	-3.45% Oct 25, 2016 - Dec 6, 2016
#9	-3.76% Oct 16, 2024 - Nov 6, 2024	-2.67% Jul 22, 2024 - Aug 20, 2024
#10	-2.96% Jul 16, 2024 - Jul 26, 2024	-2.39% Feb 2, 2023 - Mar 6, 2023
#11	-2.78% Oct 25, 2021 - Nov 1, 2021	-2.38% Jan 9, 2017 - Apr 25, 2017
#12	-2.69% Jan 22, 2026 - Feb 6, 2026	-2.22% May 3, 2019 - Sep 18, 2019
#13	-1.77% Jun 4, 2026 - Jun 5, 2026	-2.14% Jan 26, 2018 - Apr 12, 2018
#14	-1.64% Jan 15, 2026 - Jan 21, 2026	-2.13% Nov 11, 2021 - Dec 23, 2021
#15	-1.48% Apr 27, 2026 - Apr 30, 2026	-1.99% Sep 14, 2023 - Nov 3, 2023

Correlation

Correlation between QVMS and HYZD is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2013 - 2026)

QVMS vs HYZD dividend yield comparison.

Year	QVMS	HYZD
2026	0.33%	2.39%
2025	1.10%	6.05%
2024	1.53%	6.08%
2023	1.51%	5.94%
2022	1.58%	5.14%
2021	0.64%	4.02%
2020	0.00%	5.13%
2019	0.00%	5.50%
2018	0.00%	5.58%
2017	0.00%	4.94%
2016	0.00%	5.07%
2015	0.00%	4.38%
2014	0.00%	3.82%
2013	0.00%	0.10%