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QVMS vs SVXY

Comparison between INVESCO S&P SMALLCAP 600 QVM MULTI-FACTOR ETF (QVMS, ETF) and ProShares Short VIX Short-Term Futures ETF -1x Shares (SVXY, ETF).

5-Year PerformanceSVXY has outperformed QVMS, delivering a return of +15.3% compared to +6.9%

QVMS vs SVXY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QVMS
$232M
SVXY
$231M
Expense Ratio
QVMS
0.15%
SVXY
N/A
Max Drawdown
Winner
QVMS
28.57%
SVXY
95.25%
Sharpe Ratio
Winner
QVMS
1.44
SVXY
0.94
5Y Beta
Winner
QVMS
1.03
SVXY
1.94
P/E Ratio
QVMS
33.96
SVXY
N/A
Forward P/E
QVMS
15.48
SVXY
N/A
5Y EPS CAGR
QVMS
12.41%
SVXY
N/A
Debt to Equity
QVMS
65.66%
SVXY
N/A
P/S Ratio
QVMS
1.13
SVXY
N/A
P/B Ratio
QVMS
2.02
SVXY
N/A

QVMS vs SVXY - Historical Returns

Returns include dividend reinvestment.

1M
QVMS
+0.34%
Winner
SVXY
+5.91%
3M
Winner
QVMS
+8.26%
SVXY
+7.58%
6M
Winner
QVMS
+14.26%
SVXY
+4.21%
1Y
QVMS
+31.59%
Winner
SVXY
+31.76%
5Y(CAGR)
QVMS
+6.91%
Winner
SVXY
+15.29%
10Y(CAGR)
QVMS
N/A
SVXY
-1.91%
Max(CAGR)
QVMS
+6.91%
Winner
SVXY
+11.76%

QVMS vs SVXY - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearQVMSSVXY
2026+14.36%-3.67%
2025+5.80%+11.86%
2024+10.16%-3.19%
2023+17.16%+75.64%
2022-15.36%-6.22%
2021+4.46%+55.23%
2020N/A-37.82%
2019N/A+51.73%
2018N/A-92.02%
2017N/A+163.13%
2016N/A+92.49%
2015N/A-18.98%
2014N/A-7.49%
2013N/A+83.69%
2012N/A+138.48%
2011N/A+24.18%

QVMS vs SVXY Drawdown Comparison

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

The maximum drawdown for SVXY was -95.25%, occurring on Mar 18, 2020. This drawdown has not yet recovered.

The current QVMS drawdown is -1.77%. The current SVXY drawdown is -80.55%.

RankQVMSSVXY
#1-28.05%
Nov 25, 2024 - Jan 8, 2026
-95.25%
Jan 11, 2018 - Mar 18, 2020
#2-24.77%
Nov 5, 2021 - Jul 12, 2024
-67.94%
Jun 23, 2015 - Dec 21, 2016
#3-9.12%
Jul 31, 2024 - Oct 16, 2024
-47.30%
Jul 3, 2014 - Jun 22, 2015
#4-8.78%
Feb 6, 2026 - Apr 14, 2026
-38.97%
Mar 26, 2012 - Aug 6, 2012
#5-7.74%
Jul 1, 2021 - Aug 27, 2021
-33.23%
Oct 28, 2011 - Jan 9, 2012
#6-5.52%
Sep 2, 2021 - Oct 20, 2021
-28.60%
Apr 12, 2013 - Jul 22, 2013
#7-4.13%
May 6, 2026 - May 26, 2026
-28.55%
Jan 22, 2014 - May 20, 2014
#8-4.10%
Nov 11, 2024 - Nov 25, 2024
-26.24%
Jul 24, 2017 - Sep 29, 2017
#9-3.76%
Oct 16, 2024 - Nov 6, 2024
-21.73%
Sep 19, 2013 - Oct 25, 2013
#10-2.96%
Jul 16, 2024 - Jul 26, 2024
-21.55%
Dec 18, 2012 - Jan 16, 2013
#11-2.78%
Oct 25, 2021 - Nov 1, 2021
-20.48%
Feb 19, 2013 - Apr 9, 2013
#12-2.69%
Jan 22, 2026 - Feb 6, 2026
-19.00%
Aug 5, 2013 - Sep 18, 2013
#13-1.77%
Jun 4, 2026 - Jun 5, 2026
-18.26%
May 16, 2017 - Jun 14, 2017
#14-1.64%
Jan 15, 2026 - Jan 21, 2026
-17.21%
Feb 6, 2012 - Mar 12, 2012
#15-1.48%
Apr 27, 2026 - Apr 30, 2026
-16.01%
Mar 29, 2017 - Apr 25, 2017

Correlation

Correlation between QVMS and SVXY is 0.68 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.68
-101

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