Invesco Bloomberg MVP Multi-factor ETF (BMVP) Performance
BMVP total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.8% since Dec 31, 2025
- 1 year
- +14.7% total return
- 5 years
- +7.4% a year
- 10 years
- +9.7% a year
- Since first price
- +9.3% a year since 2003
BMVP trailing returns vs SPY, QQQ, AGG
| Period | BMVP total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.9% | +3.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.0% | +3.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.4% | +5.4% | +7.8% | +8.4% | −1.5% |
| YTD | +12.8% | +11.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.7% | +12.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +60.8%+17.2%/yr | +51.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +42.8%+7.4%/yr | +31.6% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +152.3%+9.7%/yr | +118.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +395.3%+11.3%/yr | +303.3% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| 20 years | +332.3%+7.6%/yr | +233.2% | +696.9%+10.9%/yr | +1,839.9%+16.0%/yr | +79.6%+3.0%/yr |
| Since inceptionMay 1, 2003 | +702.9%+9.3%/yr | +504.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: BMVP vs SPY
From May 1, 2003: BMVP grew to $80,288, SPY to $126,744.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
BMVP returns by calendar year
18 of 22 full years positive. Best 2013 (+41.2%), worst 2008 (−36.7%). 2026 is year to date.
BMVP annual returns table
| Year | BMVP | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.8% | −6.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +6.1% | −12.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +17.5% | −7.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +19.0% | −11.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −16.0% | −25.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +19.4% | −10.5% | +28.7% | +27.4% | −1.8% |
| 2020 | +8.5% | −38.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +13.5% | −9.6% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.4% | −21.7% | −4.6% | −0.1% | +0.1% |
| 2017 | +20.2% | −4.4% | +21.7% | +32.7% | +3.6% |
| 2016 | +11.9% | −12.2% | +12.0% | +7.1% | +2.4% |
| 2015 | +0.1% | −11.7% | +1.2% | +9.4% | +0.5% |
| 2014 | +9.1% | −12.2% | +13.5% | +19.2% | +6.0% |
| 2013 | +41.2% | −6.3% | +32.3% | +36.6% | −2.0% |
| 2012 | +21.1% | −10.7% | +16.0% | +18.1% | +3.8% |
| 2011 | −5.8% | −27.8% | +1.9% | +3.4% | +7.7% |
| 2010 | +17.3% | −17.0% | +15.1% | +19.9% | +6.4% |
| 2009 | +18.5% | −23.1% | +26.4% | +54.7% | +3.0% |
| 2008 | −36.7% | −48.9% | −36.8% | −41.7% | +7.9% |
| 2007 | +4.0% | −13.3% | +5.1% | +19.0% | +6.6% |
| 2006 | +12.0% | −9.6% | +15.8% | +7.1% | +3.9% |
| 2005 | +12.8% | −7.2% | +4.8% | +1.6% | +2.3% |
| 2004 | +18.8% | −8.8% | +10.7% | +10.5% | +3.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
BMVP largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 13, 2007 | −52.7% | Mar 9, 2009 | Jan 17, 2013 | 1.7 years | 5.5 years |
| Sep 26, 2018 | −39.4% | Mar 23, 2020 | Dec 4, 2020 | 1.5 years | 2.2 years |
| Nov 16, 2021 | −26.6% | Jun 16, 2022 | Jan 25, 2024 | 7 months | 2.2 years |
| Jul 16, 2015 | −19.1% | Feb 8, 2016 | Nov 15, 2016 | 7 months | 1.3 years |
| Nov 29, 2024 | −15.1% | Apr 8, 2025 | Jan 6, 2026 | 4 months | 1.1 years |
| Jul 23, 2014 | −12.2% | Oct 15, 2014 | Nov 24, 2014 | 3 months | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
BMVP risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2003 |
|---|---|---|---|---|
| Annualized return | +14.2% | +7.3% | +9.0% | +8.8% |
| Volatility (annualized) | 12.5% | 16.4% | 16.3% | 15.5% |
| Sharpe ratio | 0.79 | 0.29 | 0.47 | — |
| Sortino ratio | 1.26 | 0.43 | 0.68 | — |
| Best month | +9.2% | +11.6% | +11.6% | +13.3% |
| Worst month | −7.4% | −10.1% | −17.3% | −18.1% |
| Best 12 months | +38.2% | +38.2% | +58.8% | +58.8% |
| Worst 12 months | −0.9% | −18.5% | −22.6% | −41.0% |
| Positive months | 64% | 55% | 62% | 62% |
| Beta vs S&P 500 | 0.70 | 0.89 | 0.95 | — |
| Correlation with S&P 500 | 0.69 | 0.85 | 0.89 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
BMVP rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 270 | −41.0% | +11.2% | +58.8% | 75% |
| 3-year (a year) | 246 | −15.3% | +9.4% | +26.6% | 87% |
| 5-year (a year) | 222 | −4.5% | +7.7% | +21.8% | 84% |
| 10-year (a year) | 162 | +4.6% | +8.4% | +14.8% | 100% |
Every holding period starting at a month-end since 2003. Returns for 3 years and longer are annualized.
BMVP performance overview
Invesco Bloomberg MVP Multi-factor ETF (BMVP) returned +14.7% over the past year and +9.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2003 it has returned +9.3% a year, turning $10,000 into about $80,288. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −52.7%, from Jul 13, 2007 to Mar 9, 2009, and it took 3.9 years to get back to the old high. BMVP finished 18 of its 22 full calendar years with a gain; the best year was 2013 (+41.2%) and the worst 2008 (−36.7%). Volatility has been 15.5% a year.
Related: BMVP chart, BMVP holdings, BMVP dividends, BMVP valuation. See the BMVP overview for the latest quote and fund facts.
BMVP performance FAQ
What is the BMVP return over the past year?
BMVP returned +14.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 12.6%.
What is the average annual return of BMVP?
BMVP has returned +7.4% a year over 5 years, +9.7% a year over 10 years, +9.3% a year since May 1, 2003 (total return, distributions reinvested).
How much would $10,000 invested in BMVP be worth?
$10,000 invested in BMVP at its first recorded close on May 1, 2003 would be worth about $80,288 on October 23, 2026 with distributions reinvested.
What was the worst year for BMVP?
The worst calendar year was 2008, with a total return of −36.7%. The best was 2013 at +41.2%.
What is the biggest drawdown of BMVP?
The largest peak-to-trough decline was −52.7% between July 13, 2007 and March 9, 2009. It recovered to the old high on January 17, 2013, 3.9 years after the bottom.
How volatile is BMVP?
Over the past 3 years BMVP had an annualized volatility of 12.5% and a Sharpe ratio of 0.79 (excess return over 1–3 month T-bills per unit of risk).