QVMS vs XTWY

Comparison between INVESCO S&P SMALLCAP 600 QVM MULTI-FACTOR ETF (QVMS, ETF) and BONDBLOXX BLOOMBERG TWENTY YEAR TARGET DURATION US TREASURY ETF (XTWY, ETF).

QVMS vs XTWY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QVMS(ETF)	XTWY(ETF)
Net Assets	$251M	$251M
Expense Ratio	0.15%	0.13%
Max Drawdown	28.57%	31.47%
Sharpe Ratio	1.35	-0.36
5Y Beta	1.01	0.09
P/E Ratio	28.37	N/A
Forward P/E	15.71	N/A
5Y EPS CAGR	15.71%	N/A
Debt to Equity	72.89%	N/A
P/S Ratio	1.30	N/A
P/B Ratio	2.05	N/A

Net Assets

Winner

QVMS

$251M

XTWY

$251M

Expense Ratio

QVMS

0.15%

Winner

XTWY

0.13%

Max Drawdown

Winner

QVMS

28.57%

XTWY

31.47%

Sharpe Ratio

Winner

QVMS

1.35

XTWY

-0.36

5Y Beta

QVMS

1.01

Winner

XTWY

0.09

P/E Ratio

QVMS

28.37

XTWY

N/A

Forward P/E

QVMS

15.71

XTWY

N/A

5Y EPS CAGR

QVMS

15.71%

XTWY

N/A

Debt to Equity

QVMS

72.89%

XTWY

N/A

P/S Ratio

QVMS

1.30

XTWY

N/A

P/B Ratio

QVMS

2.05

XTWY

N/A

QVMS vs XTWY - Historical Returns

Returns include dividend reinvestment.

Period	QVMS	XTWY
1 month	+0.98%	-0.67%
3 months	+6.75%	-1.86%
6 months	+13.00%	-7.27%
1 year	+25.30%	-1.44%
5 years(CAGR)	+8.43%	N/A
Max(CAGR)	+7.88%	-4.38%

Winner

QVMS

+0.98%

XTWY

-0.67%

Winner

QVMS

+6.75%

XTWY

-1.86%

Winner

QVMS

+13.00%

XTWY

-7.27%

Winner

QVMS

+25.30%

XTWY

-1.44%

5Y(CAGR)

QVMS

+8.43%

XTWY

N/A

Max(CAGR)

Winner

QVMS

+7.88%

XTWY

-4.38%

QVMS vs XTWY - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	QVMS	XTWY
2026	+21.56%	-3.46%
2025	+5.80%	+2.58%
2024	+10.16%	-9.47%
2023	+17.16%	+0.81%
2022	-15.36%	-8.03%
2021	+4.46%	N/A

QVMS vs XTWY Drawdown Comparison

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

The maximum drawdown for XTWY was -25.91%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current QVMS drawdown is -2.88%. The current XTWY drawdown is -18.00%.

Rank	QVMS	XTWY
#1	-28.05% Nov 25, 2024 - Jan 8, 2026	-25.91% Dec 7, 2022 - Oct 19, 2023
#2	-24.77% Nov 5, 2021 - Jul 12, 2024	-16.28% Sep 15, 2022 - Dec 7, 2022
#3	-9.12% Jul 31, 2024 - Oct 16, 2024	N/A
#4	-8.78% Feb 6, 2026 - Apr 14, 2026	N/A
#5	-7.74% Jul 1, 2021 - Aug 27, 2021	N/A
#6	-5.52% Sep 2, 2021 - Oct 20, 2021	N/A
#7	-4.13% May 6, 2026 - May 26, 2026	N/A
#8	-4.10% Nov 11, 2024 - Nov 25, 2024	N/A
#9	-3.76% Oct 16, 2024 - Nov 6, 2024	N/A
#10	-3.53% Jun 30, 2026 - Aug 4, 2026	N/A
#11	-3.07% Aug 14, 2026 - Aug 20, 2026	N/A
#12	-2.96% Jul 16, 2024 - Jul 26, 2024	N/A
#13	-2.78% Oct 25, 2021 - Nov 1, 2021	N/A
#14	-2.69% Jan 22, 2026 - Feb 6, 2026	N/A
#15	-1.92% Jun 12, 2026 - Jun 22, 2026	N/A

Correlation

Correlation between QVMS and XTWY is -0.33 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.33

-101