Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)
About this ETF
The Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) seeks to track the performance of the Russell 2000 Invesco Dynamic Multifactor Index. A significant portion, specifically at least 80%, of the Fund's total investments will be dedicated to the securities that constitute this benchmark index. The Index itself operates on a systematic, rules-based framework that dynamically adjusts the weighting of small-capitalization stocks from the broader Russell 2000 Index. These adjustments are made in response to prevailing economic cycles—such as periods of growth, deceleration, contraction, or recovery—and overall market conditions. Each security is assigned a comprehensive multi-factor score, drawing from five distinct investment styles: value, momentum, quality, low volatility, and size. Both the Fund and its underlying Index undergo reconstitution and rebalancing…
Price
Top 10 holdings
| CareTrust REIT Inc CTRE | 1.68% |
| MYR Group Inc MYRG | 1.54% |
| FirstCash Holdings Inc FCFS | 1.48% |
| Terreno Realty Corp TRNO | 1.16% |
| SSR Mining Inc SSREF | 1.13% |
| Krystal Biotech Inc KRYS | 1.03% |
| Silicon Laboratories Inc SLAB | 1.00% |
| Brinker International Inc EAT | 0.97% |
| Clear Secure Inc YOU | 0.96% |
| Piper Sandler Cos PIPR | 0.87% |
Sector mix
Price chart
Returns
| 1 month | +4.76% |
| 3 months | +10.26% |
| 6 months | +12.89% |
| Year to date | +18.17% |
| 1 year | +27.21% |
| 3 years (ann.) | +14.25% |
| 5 years (ann.) | +4.94% |
| 10 years (ann.) | — |
Risk profile
| Volatility (1y, ann.) | 17.78% |
| Sharpe (1y) | 1.44 |
| Sharpe (3y) | 0.76 |
| Sortino (1y) | 2.60 |
| Max drawdown (1y) | -9.38% |
| Max drawdown (5y) | -30.34% |
| Max drawdown (full) | -43.02% |
| Beta vs S&P 500 (1y) | 1.08 |
| Correlation vs S&P 500 (1y) | 0.76 |
Technical outlook as of 2026-07-13
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Cost vs. peers
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2026-06-22 | 2026-06-26 | USD 0.1857 |
| 2026-03-23 | 2026-03-27 | USD 0.1478 |
| 2025-12-22 | 2025-12-26 | USD 0.1027 |
| 2025-09-22 | 2025-09-26 | USD 0.1353 |
| 2025-06-23 | 2025-06-27 | USD 0.0746 |
| 2025-03-24 | 2025-03-28 | USD 0.0424 |
| 2024-12-23 | 2024-12-27 | USD 0.2004 |
| 2024-09-23 | 2024-09-27 | USD 0.2052 |
| 2024-06-24 | 2024-06-28 | USD 0.1592 |
| 2024-03-18 | 2024-03-22 | USD 0.1748 |
| 2023-12-18 | 2023-12-22 | USD 0.0825 |
| 2023-09-18 | 2023-09-22 | USD 0.1574 |
| 2023-06-20 | 2023-06-23 | USD 0.1360 |
| 2023-03-20 | 2023-03-24 | USD 0.1186 |
| 2022-12-19 | 2022-12-23 | USD 0.1549 |
| 2022-09-19 | 2022-09-23 | USD 0.2093 |
| 2022-06-21 | 2022-06-30 | USD 0.1570 |
| 2022-03-21 | 2022-03-31 | USD 0.1061 |
| 2021-12-20 | 2021-12-31 | USD 0.0859 |
| 2021-09-20 | 2021-09-30 | USD 0.0636 |
| 2021-06-21 | 2021-06-30 | USD 0.0578 |
| 2021-03-22 | 2021-03-31 | USD 0.0695 |
| 2020-12-21 | 2020-12-31 | USD 0.1014 |
| 2020-09-21 | 2020-09-30 | USD 0.0787 |
| 2020-06-22 | 2020-06-30 | USD 0.0757 |
| 2020-03-23 | 2020-03-31 | USD 0.0971 |
| 2019-12-23 | 2019-12-31 | USD 0.1023 |
| 2019-09-23 | 2019-09-30 | USD 0.0886 |
| 2019-06-24 | 2019-06-28 | USD 0.0958 |
| 2019-03-19 | 2019-03-21 | USD 0.0872 |
| 2018-12-26 | 2018-12-28 | USD 0.1219 |
| 2018-09-25 | 2018-09-27 | USD 0.1348 |
| 2018-06-19 | 2018-06-21 | USD 0.0607 |
| 2018-03-16 | 2018-03-20 | USD 0.0299 |
| 2017-12-28 | 2018-01-02 | USD 0.0885 |
ESG profile
Benchmark: average of 4,066 funds of the same asset class with derived ESG data.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +19.93% | 1.48 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.07% | +19.68% | 1.49 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.09% | +19.68% | 1.49 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +19.71% | 1.49 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +37.54% | 2.26 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +11.84% | 1.13 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.61% | +20.58% | 1.21 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.43% | +28.14% | 1.43 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +16.85% | 0.99 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.60% | +21.64% | 1.23 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| Vanguard Small-Cap ETF VB | 0.03% | 182.70B | 15.9% |
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 2.7% |
| Vanguard Information Technology ETF VGT | 0.09% | 170.10B | 2.6% |
| iShares Core MSCI Emerging Markets ETF IEMG | 0.09% | 156.92B | 0.0% |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 0.0% |

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