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SVXY vs QVMS

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

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

SVXY vs QVMS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

SVXY vs QVMS - Historical Returns

Returns include dividend reinvestment.

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

SVXY vs QVMS - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

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

SVXY vs QVMS Drawdown Comparison

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

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

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

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

Correlation

Correlation between SVXY and QVMS 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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