sotnkcorrelations

SPVM Invesco S&P 500 Value with Momentum ETF

Last close: 76.52
504-day return: +37.97%
Median $/day: $313k
Significant pairs: 3491

SPVM vs VOE

Both indexed to 100 at 2026-05-11.

SPVM VOE · range 99–113 · 2026-05-11 → 2026-11-06

Moves with SPVM

Same-day co-movement.

Symbol	$/day	Lag	ρ	Holdout ρ	Stability	q	Tier
VOE Vanguard Morningstar Mid-Cap Value ETF	$49.8M	0d	+0.93	+0.91	100%	<1e-15	robust
NUDV Nuveen ESG Dividend ETF	$137k	0d	+0.92	+0.89	100%	<1e-15	robust
FTA First Trust Large Cap Value AlphaDEX Fund	$2.4M	0d	+0.91	+0.91	100%	<1e-15	robust
DVY iShares Select Dividend ETF	$50.6M	0d	+0.91	+0.90	100%	<1e-15	robust
CZA Invesco Zacks Mid-Cap ETF	$207k	0d	+0.90	+0.85	100%	<1e-15	robust
STXV Strive 1000 Value ETF	$229k	0d	+0.90	+0.88	100%	<1e-15	robust
BUSA Brandes U.S. Value ETF	$765k	0d	+0.90	+0.85	100%	<1e-15	robust
DON WisdomTree U.S. MidCap Dividend Fund	$6.8M	0d	+0.90	+0.84	100%	<1e-15	robust
DEUS Xtrackers Russell US Multifactor ETF	$437k	0d	+0.90	+0.84	100%	<1e-15	robust
PWV Invesco Large Cap Value ETF	$2.8M	0d	+0.89	+0.87	100%	<1e-15	robust
ONEY State Street SPDR Russell 1000 Yield Focus ETF	$1.3M	0d	+0.89	+0.86	100%	<1e-15	robust
DFVE DoubleLine Fortune 500 Equal Weight ETF	$105k	0d	+0.89	+0.82	100%	<1e-15	robust
ONEV State Street SPDR Russell 1000 Low Volatility Focus ETF	$586k	0d	+0.89	+0.85	100%	<1e-15	robust
WTV WisdomTree U.S. Value Fund	$11.2M	0d	+0.88	+0.81	100%	<1e-15	robust
GMOV GMO US Value ETF	$287k	0d	+0.88	+0.82	100%	<1e-15	robust

Moves against SPVM

Symbol	$/day	Lag	ρ	Holdout ρ	Stability	q	Tier
HDGE AdvisorShares Active Bear ETF	$1.1M	0d	-0.68	-0.58	100%	<1e-15	robust
DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF	$195k	0d	-0.65	-0.52	100%	<1e-15	robust
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN	$222.2M	0d	-0.51	-0.30	88%	<1e-15	moderate
VIXM ProShares VIX Mid-Term Futures ETF	$2.7M	0d	-0.45	-0.26	75%	<1e-15	moderate
VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN	$572k	0d	-0.45	-0.24	75%	<1e-15	moderate