See what your fund actually adds

Invesco S&P 500 Momentum ETF SPMO

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SPMO compared with its replication portfolio
MeasureSPMOReplication
Annualized growth20.5%13.3%
Annualized volatility19.8%19.2%
Sharpe ratio1.040.75
Maximum drawdown22.4%29.7%
Replication fit (R²)0.91 · Tracking error 6.1%

Replication portfolio

The published portfolio below is the investable basket used to model SPMO’s historical return behavior.

SPMO replication basket weights
TickerBuilding blockWeight
MTUMFactor · Momentum81.7%
LRGFFactor · Multi-Factor10.3%
VOOUS Large Cap8.1%