QUAL was created on 2013-07-18 by iShares. The fund's investment portfolio concentrates primarily on total market equity. The ETF currently has 52655.32m in AUM and 127 holdings. QUAL tracks an index of US large- and mid-cap stocks", selected and weighted by high ROE", stable earnings growth and low debt/equity", relative to peers in each sector.
SPMO was created on 2015-10-09 by Invesco. The fund's investment portfolio concentrates primarily on large cap equity. The ETF currently has 9484.32m in AUM and 100 holdings. SPMO tracks an index of 100 S&P 500 components with the strongest volatility-adjusted momentum.
Key Details
Jul 18, 2013
Oct 09, 2015
Equity
Equity
Total Market
Large Cap
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.
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Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -85.19% | $95.09M | 0.59% | |
VIXY | -79.17% | $185.99M | 0.85% | |
BTAL | -60.85% | $312.42M | 1.43% | |
IVOL | -41.61% | $342.02M | 1.02% | |
SPTS | -32.57% | $5.77B | 0.03% | |
XONE | -31.49% | $627.68M | 0.03% | |
FTSD | -30.76% | $233.04M | 0.25% | |
FXY | -29.63% | $812.67M | 0.4% | |
UTWO | -26.47% | $376.38M | 0.15% | |
SCHO | -26.07% | $11.00B | 0.03% | |
VGSH | -24.96% | $22.64B | 0.03% | |
XHLF | -24.09% | $1.73B | 0.03% | |
IBTG | -21.00% | $1.92B | 0.07% | |
IBTI | -20.95% | $1.06B | 0.07% | |
BILS | -20.93% | $3.80B | 0.1356% | |
IBTH | -20.59% | $1.61B | 0.07% | |
TBLL | -18.20% | $2.12B | 0.08% | |
IBTJ | -18.01% | $682.49M | 0.07% | |
SHYM | -17.68% | $355.63M | 0.35% | |
IEI | -16.18% | $15.58B | 0.15% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TIPX | -0.04% | $1.73B | 0.15% | |
WEAT | -0.06% | $124.20M | 0.28% | |
SCHZ | -0.09% | $8.58B | 0.03% | |
JMUB | 0.09% | $3.06B | 0.18% | |
AGG | -0.10% | $128.43B | 0.03% | |
IBMP | -0.12% | $552.84M | 0.18% | |
MMIN | -0.25% | $327.85M | 0.3% | |
SCHP | 0.27% | $12.92B | 0.03% | |
HTRB | -0.28% | $2.02B | 0.29% | |
SHAG | -0.29% | $42.94M | 0.12% | |
ICSH | -0.38% | $5.96B | 0.08% | |
HYMB | -0.42% | $2.63B | 0.35% | |
AGGH | -0.43% | $323.42M | 0.29% | |
EDV | -0.43% | $3.39B | 0.05% | |
CMF | 0.51% | $3.58B | 0.08% | |
SHYD | 0.56% | $331.76M | 0.35% | |
GTIP | 0.58% | $164.59M | 0.12% | |
BND | -0.61% | $130.65B | 0.03% | |
PZA | 0.74% | $2.84B | 0.28% | |
ZROZ | -0.81% | $1.48B | 0.15% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
SFY | 97.46% | $502.09M | 0.05% | |
JGRO | 97.43% | $6.44B | 0.44% | |
IVW | 97.28% | $61.07B | 0.18% | |
VOOG | 97.27% | $18.11B | 0.07% | |
SPYG | 97.27% | $38.18B | 0.04% | |
MTUM | 97.23% | $17.75B | 0.15% | |
IUSG | 97.22% | $23.64B | 0.04% | |
THRO | 97.05% | $4.93B | 0.6% | |
ILCG | 97.02% | $2.78B | 0.04% | |
FDMO | 96.84% | $491.13M | 0.16% | |
FLQL | 96.64% | $1.54B | 0.29% | |
FFLC | 96.63% | $779.21M | 0.38% | |
DYNF | 96.52% | $19.46B | 0.27% | |
IWL | 96.49% | $1.74B | 0.15% | |
MGC | 96.43% | $7.36B | 0.07% | |
TMFC | 96.43% | $1.50B | 0.5% | |
TSPA | 96.42% | $1.81B | 0.34% | |
SCHG | 96.40% | $44.73B | 0.04% | |
VONG | 96.38% | $29.58B | 0.07% | |
IWF | 96.37% | $112.61B | 0.19% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
BNDX | 0.11% | $67.61B | 0.07% | |
SMMU | -0.29% | $891.96M | 0.35% | |
TOTL | 0.54% | $3.81B | 0.55% | |
DFNM | -0.58% | $1.58B | 0.17% | |
JBND | 0.67% | $2.35B | 0.25% | |
IBND | 0.84% | $410.99M | 0.5% | |
CTA | -0.91% | $1.06B | 0.76% | |
OWNS | -1.05% | $128.62M | 0.3% | |
MLN | 1.07% | $514.61M | 0.24% | |
BUXX | 1.20% | $312.37M | 0.25% | |
SHM | 1.21% | $3.40B | 0.2% | |
JPST | -1.28% | $31.92B | 0.18% | |
GOVI | 1.37% | $934.91M | 0.15% | |
IBMS | 1.74% | $89.52M | 0.18% | |
STIP | -1.87% | $12.67B | 0.03% | |
FMHI | -1.93% | $747.73M | 0.7% | |
YEAR | 2.33% | $1.47B | 0.25% | |
USDU | 2.35% | $124.09M | 0.5% | |
NEAR | -2.56% | $3.32B | 0.25% | |
IBTF | -2.59% | $1.98B | 0.07% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
GSLC | 98.59% | $13.98B | 0.09% | |
IVV | 98.54% | $633.55B | 0.03% | |
VOO | 98.52% | $694.25B | 0.03% | |
SPLG | 98.47% | $75.15B | 0.02% | |
ESGU | 98.46% | $13.87B | 0.15% | |
SUSA | 98.44% | $3.60B | 0.25% | |
BBUS | 98.42% | $5.09B | 0.02% | |
FQAL | 98.41% | $1.05B | 0.16% | |
SPTM | 98.38% | $10.67B | 0.03% | |
IWB | 98.38% | $41.52B | 0.15% | |
SNPE | 98.37% | $1.96B | 0.1% | |
SCHX | 98.37% | $56.63B | 0.03% | |
EFIV | 98.35% | $1.15B | 0.1% | |
PBUS | 98.32% | $8.18B | 0.04% | |
SPYX | 98.27% | $2.24B | 0.2% | |
ILCB | 98.27% | $1.07B | 0.03% | |
SCHK | 98.25% | $4.37B | 0.03% | |
SPY | 98.22% | $643.57B | 0.0945% | |
ITOT | 98.21% | $71.88B | 0.03% | |
FLQL | 98.20% | $1.54B | 0.29% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
STG | 0.06% | $31.09M | -22.74% | 0.00% |
AGL | -0.35% | $989.35M | -58.43% | 0.00% |
CPSH | 0.54% | $38.93M | +59.05% | 0.00% |
AMT | 0.55% | $103.32B | +12.63% | 3.03% |
VRCA | 0.60% | $79.72M | -89.21% | 0.00% |
ZCMD | -0.74% | $30.81M | +2.52% | 0.00% |
TU | 0.93% | $25.24B | +7.19% | 6.97% |
WTRG | 1.06% | $10.40B | -0.30% | 3.52% |
VSTA | -1.10% | $332.04M | +38.00% | 0.00% |
DUK | 1.51% | $90.40B | +15.23% | 3.60% |
MO | -1.53% | $100.29B | +27.49% | 6.88% |
IMDX | 1.56% | $83.22M | -2.68% | 0.00% |
NEOG | 1.68% | $1.14B | -64.43% | 0.00% |
CYCN | 1.69% | $10.08M | +36.52% | 0.00% |
LITB | 1.95% | $23.17M | -74.54% | 0.00% |
IMNN | 1.97% | $14.82M | -45.57% | 0.00% |
BCE | -2.33% | $22.04B | -24.19% | 10.28% |
SRRK | 2.40% | $3.25B | +334.52% | 0.00% |
TEF | 2.50% | $29.46B | +22.82% | 6.25% |
EXC | 2.78% | $43.41B | +24.89% | 3.62% |
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Implied volatility declined across most asset classes last week, as equities rallied to new all-time highs. Click to read.
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Beyond the short-term market impacts of trade tensions and geopolitical risk events, we are constructive in our medium-term outlook for the global economy and risk assets.
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The NFIB Small Business Optimism Index held steady in June, inching down 0.2 points to 98.6.
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NFIB small business sentiment index came in slightly lower and inline with expectations at 98.6. Click to read.
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -85.03% | $95.09M | 0.59% | |
VIXY | -76.94% | $185.99M | 0.85% | |
BTAL | -68.32% | $312.42M | 1.43% | |
IVOL | -43.13% | $342.02M | 1.02% | |
SPTS | -38.13% | $5.77B | 0.03% | |
XONE | -35.33% | $627.68M | 0.03% | |
FTSD | -34.43% | $233.04M | 0.25% | |
FXY | -34.09% | $812.67M | 0.4% | |
UTWO | -32.88% | $376.38M | 0.15% | |
VGSH | -31.27% | $22.64B | 0.03% | |
SCHO | -31.00% | $11.00B | 0.03% | |
IBTG | -28.61% | $1.92B | 0.07% | |
IBTI | -28.43% | $1.06B | 0.07% | |
IBTH | -27.28% | $1.61B | 0.07% | |
IBTJ | -25.40% | $682.49M | 0.07% | |
XHLF | -25.35% | $1.73B | 0.03% | |
BILS | -25.33% | $3.80B | 0.1356% | |
IEI | -23.74% | $15.58B | 0.15% | |
SHYM | -22.48% | $355.63M | 0.35% | |
IBTK | -22.41% | $446.70M | 0.07% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -24.95% | $24.35B | +37.95% | 1.09% |
ED | -22.77% | $35.78B | +11.77% | 3.38% |
AWK | -22.43% | $27.50B | +7.88% | 2.23% |
MKTX | -15.44% | $8.13B | +6.08% | 1.38% |
BCE | -13.47% | $22.04B | -24.19% | 10.28% |
WTRG | -13.02% | $10.40B | -0.30% | 3.52% |
AMT | -12.51% | $103.32B | +12.63% | 3.03% |
JNJ | -12.18% | $374.84B | +5.94% | 3.23% |
TU | -11.10% | $25.24B | +7.19% | 6.97% |
K | -10.60% | $27.53B | +40.77% | 2.87% |
MSEX | -9.42% | $982.21M | +2.01% | 2.46% |
AEP | -8.95% | $55.53B | +18.55% | 3.53% |
DG | -8.42% | $24.80B | -12.33% | 2.62% |
GIS | -8.36% | $28.12B | -17.31% | 4.64% |
KR | -8.10% | $46.11B | +34.48% | 1.84% |
MO | -7.83% | $100.29B | +27.49% | 6.88% |
DUK | -7.66% | $90.40B | +15.23% | 3.60% |
AWR | -7.53% | $2.93B | +4.40% | 2.45% |
CME | -7.29% | $99.33B | +45.14% | 1.75% |
EXC | -7.10% | $43.41B | +24.89% | 3.62% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
IMDX | 0.10% | $83.22M | -2.68% | 0.00% |
ALHC | 0.15% | $2.71B | +75.99% | 0.00% |
STG | 0.23% | $31.09M | -22.74% | 0.00% |
MDLZ | -0.37% | $88.29B | +4.52% | 2.77% |
HUSA | 0.37% | $18.72M | -18.25% | 0.00% |
PPC | 0.39% | $10.85B | +36.15% | 0.00% |
CNC | -0.73% | $16.22B | -50.41% | 0.00% |
VSTA | -0.83% | $332.04M | +38.00% | 0.00% |
IMNN | -0.85% | $14.82M | -45.57% | 0.00% |
CI | -0.86% | $83.35B | -4.99% | 1.87% |
HAIN | 0.95% | $146.21M | -76.52% | 0.00% |
VZ | -1.00% | $181.55B | +4.26% | 6.29% |
T | 1.31% | $203.56B | +50.48% | 3.92% |
MOH | -1.32% | $12.52B | -19.59% | 0.00% |
FDP | -1.41% | $1.58B | +55.34% | 3.32% |
WEC | 1.44% | $33.08B | +32.88% | 3.34% |
CMS | -1.63% | $20.75B | +17.86% | 3.05% |
VRCA | -1.80% | $79.72M | -89.21% | 0.00% |
NOC | 1.82% | $72.66B | +19.14% | 1.68% |
LITB | 1.84% | $23.17M | -74.54% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -16.57% | $24.35B | +37.95% | 1.09% |
ED | -10.12% | $35.78B | +11.77% | 3.38% |
K | -9.63% | $27.53B | +40.77% | 2.87% |
AWK | -8.17% | $27.50B | +7.88% | 2.23% |
MKTX | -5.57% | $8.13B | +6.08% | 1.38% |
VSA | -5.45% | $8.76M | -15.57% | 0.00% |
CME | -4.65% | $99.33B | +45.14% | 1.75% |
KR | -4.40% | $46.11B | +34.48% | 1.84% |
LTM | -4.19% | $12.62B | -95.43% | 2.40% |
UUU | -3.93% | $8.42M | +150.90% | 0.00% |
ASPS | -3.86% | $129.76M | +30.25% | 0.00% |
HUSA | -3.79% | $18.72M | -18.25% | 0.00% |
DG | -3.34% | $24.80B | -12.33% | 2.62% |
DFDV | -2.86% | $298.06M | +2,070.86% | 0.00% |
BCE | -2.33% | $22.04B | -24.19% | 10.28% |
MO | -1.53% | $100.29B | +27.49% | 6.88% |
VSTA | -1.10% | $332.04M | +38.00% | 0.00% |
ZCMD | -0.74% | $30.81M | +2.52% | 0.00% |
AGL | -0.35% | $989.35M | -58.43% | 0.00% |
STG | 0.06% | $31.09M | -22.74% | 0.00% |
QUAL - iShares MSCI USA Quality Factor ETF and SPMO - Invesco S&P 500 Momentum ETF have a 18 holding overlap. Which accounts for a 20.6% overlap.
Number of overlapping holdings
18
% of overlapping holdings
20.6%
Name | Weight in QUAL | Weight in SPMO |
---|---|---|
7.16% | 10.29% | |
3.60% | 8.73% | |
2.74% | 3.67% | |
2.30% | 0.76% | |
1.89% | 2.61% | |
0.92% | 0.49% | |
0.88% | 0.94% | |
0.66% | 0.67% | |
0.64% | 0.50% | |
0.63% | 0.21% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
BN | 83.99% | $103.50B | +46.08% | 0.54% |
BNT | 82.77% | $12.62B | +46.50% | 0.00% |
ITT | 81.77% | $12.41B | +25.16% | 0.84% |
ADI | 81.46% | $121.66B | +5.66% | 1.55% |
PH | 81.00% | $90.33B | +38.97% | 0.94% |
TROW | 80.36% | $21.97B | -12.87% | 5.02% |
JHG | 80.16% | $6.34B | +16.95% | 3.87% |
MKSI | 79.84% | $7.01B | -22.60% | 0.84% |
AXP | 79.53% | $222.07B | +33.32% | 0.95% |
SEIC | 79.31% | $11.50B | +43.78% | 1.06% |
BLK | 78.82% | $166.55B | +34.00% | 1.91% |
MCO | 78.80% | $89.77B | +14.47% | 0.71% |
EMR | 78.43% | $78.04B | +26.59% | 1.51% |
WAB | 78.32% | $36.24B | +34.69% | 0.42% |
TEL | 78.26% | $51.13B | +15.14% | 1.54% |
DOV | 77.83% | $25.83B | +7.59% | 1.09% |
BX | 77.68% | $189.69B | +28.92% | 2.23% |
KKR | 77.59% | $122.86B | +30.65% | 0.51% |
ENTG | 77.58% | $13.17B | -37.94% | 0.46% |
FTV | 77.56% | $17.90B | -3.51% | 0.60% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
ETN | 82.38% | $139.69B | +12.01% | 1.10% |
NVDA | 80.87% | $3.90T | +21.78% | 0.02% |
PH | 80.81% | $90.33B | +38.97% | 0.94% |
KKR | 80.49% | $122.86B | +30.65% | 0.51% |
BN | 80.42% | $103.50B | +46.08% | 0.54% |
ARES | 80.06% | $38.25B | +29.92% | 2.33% |
AMZN | 79.78% | $2.33T | +10.04% | 0.00% |
MKSI | 79.74% | $7.01B | -22.60% | 0.84% |
ITT | 79.41% | $12.41B | +25.16% | 0.84% |
JCI | 79.36% | $69.42B | +57.13% | 1.39% |
BNT | 79.25% | $12.62B | +46.50% | 0.00% |
AXP | 79.22% | $222.07B | +33.32% | 0.95% |
APH | 79.07% | $117.83B | +41.96% | 0.68% |
META | 79.01% | $1.81T | +35.98% | 0.28% |
JHG | 78.95% | $6.34B | +16.95% | 3.87% |
NVT | 78.63% | $12.22B | -2.57% | 1.04% |
APO | 78.33% | $82.87B | +24.28% | 1.30% |
WAB | 77.94% | $36.24B | +34.69% | 0.42% |
COHR | 77.92% | $14.05B | +20.36% | 0.00% |
KLAC | 77.74% | $121.56B | +5.07% | 0.73% |
iShares MSCI USA Quality Factor ETF - QUAL is made up of 126 holdings. Invesco S&P 500 Momentum ETF - SPMO is made up of 100 holdings.
Name | Weight |
---|---|
![]() | 7.16% |
![]() | 6.46% |
![]() | 5.95% |
4.19% | |
3.90% | |
3.62% | |
3.60% | |
![]() | 2.74% |
2.30% | |
1.89% | |
![]() | 1.82% |
![]() | 1.79% |
1.65% | |
1.63% | |
![]() | 1.58% |
![]() | 1.55% |
1.51% | |
1.50% | |
1.47% | |
![]() | 1.42% |
1.27% | |
![]() | 1.27% |
1.22% | |
1.17% | |
1.15% | |
1.09% | |
![]() | 1.07% |
0.94% | |
0.92% | |
![]() | 0.91% |
Name | Weight |
---|---|
![]() | 10.29% |
8.73% | |
![]() | 8.55% |
![]() | 5.79% |
5.24% | |
4.54% | |
![]() | 4.16% |
![]() | 3.67% |
3.00% | |
2.61% | |
2.08% | |
1.84% | |
1.58% | |
1.56% | |
1.55% | |
1.42% | |
1.34% | |
![]() | 1.28% |
1.21% | |
1.15% | |
1.14% | |
1.03% | |
1.02% | |
0.94% | |
0.86% | |
0.81% | |
![]() | 0.79% |
0.76% | |
0.75% | |
0.74% |