See what your fund actually adds
Invesco S&P MidCap Value with Momentum ETF XMVM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | XMVM | Replication |
|---|---|---|
| Annualized growth | 11.0% | 9.0% |
| Annualized volatility | 19.7% | 18.0% |
| Sharpe ratio | 0.63 | 0.57 |
| Maximum drawdown | 22.0% | 20.0% |
| Replication fit (R²) | 0.93 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model XMVM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 76.3% |
| XLF | Sector · Financials | 9.1% |
| IJR | US Small Cap | 8.5% |
| XLE | Sector · Energy | 6.1% |