See what your fund actually adds
Invesco S&P 500 Value with Momentum ETF SPVM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPVM | Replication |
|---|---|---|
| Annualized growth | 10.5% | 11.5% |
| Annualized volatility | 16.3% | 16.2% |
| Sharpe ratio | 0.69 | 0.75 |
| Maximum drawdown | 18.9% | 17.4% |
| Replication fit (R²) | 0.93 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPVM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLF | Sector · Financials | 29.3% |
| VBR | Small-Cap · Value | 22.8% |
| VOE | Mid-Cap · Value | 17.4% |
| VTV | Style · Value | 16.1% |
| XLE | Sector · Energy | 14.5% |