Invesco Russell 1000(R) Dynamic Multifactor ETF (OMFL)

Key Metrics

TER 0.29% per year

Distribution policy Distributing

Fund size USD 4,426 M

Inception date November 8, 2017

Holdings 931

Fund currency USD

Fund domicile US

Provider Invesco

For full official fund details, factsheets, and holdings, visit invesco.com (opens in new tab).

Historical Return

Last updated: Jul 01, 2026

1 Year +18.9% +0.8% Div

3 Years (avg.) +12.0% +0.8% Div

5 Years (avg.) +7.8% +0.8% Div

Risk & Analysis Metrics

Last updated: Jul 01, 2026

Volatility

11.73% 1 Year

14.50% 3 Years

16.50% 5 Years

20.92% 10 Years

Max Drawdown

-7.80% 1 Year

-15.70% 3 Years

-23.29% 5 Years

-33.54% 10 Years

Sharpe Ratio

1.01 1 Year

0.52 3 Years

0.26 5 Years

0.47 10 Years

Return Triangle (Heatmap)

Last updated: Jul 01, 2026

	2019	2020	2021	2022	2023	2024	2025
2019	16.3%	17.3%	21.3%	11.0%	12.7%	11.6%	11.8%
2020		18.3%	23.9%	9.3%	11.8%	10.7%	11.1%
2021			29.8%	5.0%	9.8%	8.9%	9.7%
2022				-15.0%	0.9%	2.7%	5.2%
2023					19.9%	12.9%	12.9%
2024						6.4%	9.6%
2025							12.9%

Distributions

*by ETF Portfolio Weight Last updated: Jul 01, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

14%

1y 3y N/A N/A

5 - 10%

14%

1y 3y N/A N/A

10 - 15%

16%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

16%

1y 3y N/A N/A

30 - 40%

14%

1y 3y N/A N/A

> 40%

12%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

10%

1y 3y N/A N/A

15 - 20

17%

1y 3y N/A N/A

20 - 25

12%

1y 3y N/A N/A

25 - 35

32%

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

13%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.1%

1y 3y N/A N/A

Small Cap

0.1%

1y 3y N/A N/A

Mid Cap

6.6%

1y 3y N/A N/A

Large Cap

52.5%

1y 3y N/A N/A

Mega Cap

40.6%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 28, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$953B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.02%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.21	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	32.19	28.61
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-50.97	-
Profitable Companies	97%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	25.51	18.04
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	7.65	8.09
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	11.12	10.18

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	26.4	20.33
Enterprise Value to Revenue Enterprise value divided by revenue	7.23	7.98
Total Debt to Enterprise Value Total debt divided by enterprise value	0.16	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.64	0.27
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	19.59%	20.81%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+38.9%	-118.0%
Return on Equity Equity divided by market cap.	31.82%	2.67%
Return on Assets Indicates a company's profitability in relation to its total assets.	14.64%	4.17%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	23.05%	3.72%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

NVIDIA Corp

NVDA - Manufacturing

Market Cap $4.66T

P/E Ratio 29.3

Dividends 0.1%

Total Investment $252.03M

Weight 5.69%

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Apple Inc

AAPL - Manufacturing

Market Cap $4.17T

P/E Ratio 34.2

Dividends 0.4%

Total Investment $183.65M

Weight 4.15%

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Meta Platforms Inc - Ordinary Shares - Class A

META - Information

Market Cap $1.4T

P/E Ratio 19.7

Dividends 0.4%

Total Investment $146.79M

Weight 3.32%

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Microsoft Corporation

MSFT - Information

Market Cap $2.77T

P/E Ratio 22.1

Dividends 1.0%

Total Investment $128.62M

Weight 2.91%

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Amazon.com Inc.

AMZN - Retail Trade

Market Cap $2.5T

P/E Ratio 27.4

Dividends 0.0%

Total Investment $111.16M

Weight 2.51%

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Micron Technology Inc.

MU - Manufacturing

Market Cap $1.28T

P/E Ratio 25.3

Dividends 0.0%

Total Investment $105.42M

Weight 2.38%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.08T

P/E Ratio 25.5

Dividends 0.3%

Total Investment $77.85M

Weight 1.76%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.08T

P/E Ratio 25.5

Dividends 0.3%

Total Investment $63.33M

Weight 1.43%

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Applied Materials Inc.

AMAT - Manufacturing

Market Cap $497.69B

P/E Ratio 58.6

Dividends 0.3%

Total Investment $45.98M

Weight 1.04%

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Tesla Inc

TSLA - Manufacturing

Market Cap $1.43T

P/E Ratio 315.5

Dividends 0.0%

Total Investment $45.48M

Weight 1.03%

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Exxon Mobil Corp.

XOM - Manufacturing

Market Cap $565.95B

P/E Ratio 23.1

Dividends 3.0%

Total Investment $45.17M

Weight 1.02%

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Uber Technologies Inc

UBER - Manufacturing

Market Cap $155.11B

P/E Ratio 18.6

Dividends 0.0%

Total Investment $41.12M

Weight 0.93%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $474.08B

P/E Ratio 71.3

Dividends 0.3%

Total Investment $38.39M

Weight 0.87%

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Freeport-McMoRan Inc

FCX - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $89.6B

P/E Ratio 33.2

Dividends 1.0%

Total Investment $35.23M

Weight 0.80%

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Netflix Inc.

NFLX - Information

Market Cap $310.8B

P/E Ratio 23.4

Dividends 0.0%

Total Investment $30.07M

Weight 0.68%

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Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

AVGOP - Manufacturing

Market Cap $1.74T

P/E Ratio 59.0

Dividends 0.7%

Total Investment $28.82M

Weight 0.65%

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Schlumberger Ltd.

SLB - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $70.27B

P/E Ratio 20.4

Dividends 2.5%

Total Investment $28.72M

Weight 0.65%

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Caterpillar Inc.

CAT - Manufacturing

Market Cap $459.47B

P/E Ratio 49.4

Dividends 0.6%

Total Investment $28.34M

Weight 0.64%

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Conoco Phillips

COP - Manufacturing

Market Cap $129.09B

P/E Ratio 18.0

Dividends 3.1%

Total Investment $27.85M

Weight 0.63%

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Unitedhealth Group Inc

UNH - Finance and Insurance

Market Cap $388.59B

P/E Ratio 32.3

Dividends 2.1%

Total Investment $25.76M

Weight 0.58%

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Manufacturing	41.5%
Information	17.1%
Finance and Insurance	9.6%
Retail Trade	6.9%
Mining, Quarrying, and Oil and Gas Extraction	5.5%
Transportation and Warehousing	3.7%
Utilities	2.1%
Professional, Scientific, and Technical Services	1.7%
Construction	1.4%
Administrative and Support and Waste Management and Remediation Services	1.4%
Wholesale Trade	1.0%
Health Care and Social Assistance	0.9%
Real Estate and Rental and Leasing	0.9%
Financial Services	0.9%
Accommodation and Food Services	0.4%
Arts, Entertainment, and Recreation	0.4%
Management of Companies and Enterprises	0.3%
Technology	0.2%
Other Services (except Public Administration)	0.2%
Industrials	0.0%
Consumer Services	0.0%
Public Administration	0.0%
Healthcare	0.0%
Finance	0.0%
Educational Services	0.0%
Consumer Defensive	0.0%
Other	4.0%

United States	97.7%
Ireland	1.4%
Switzerland	0.5%
United Kingdom	0.3%
Bermuda	0.1%
Canada	0.1%
Sweden	0.0%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

AI race weakens climate pledges at Google, Amazon

Zuckerberg Tells Meta Employees AI Agents Are Advancing Slower Than Expected

Meta Wants In on the Cloud. Is Amazon Stock Still a Buy?

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

NVIDIA Corp

NVIDIA Corp

Apple Inc

Apple Inc

Meta Platforms Inc - Ordinary Shares - Class A

Meta Platforms Inc - Ordinary Shares - Class A

Microsoft Corporation

Microsoft Corporation

Amazon.com Inc.

Amazon.com Inc.

Micron Technology Inc.

Micron Technology Inc.

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Applied Materials Inc.

Applied Materials Inc.

Tesla Inc

Tesla Inc

Exxon Mobil Corp.

Exxon Mobil Corp.

Uber Technologies Inc

Uber Technologies Inc

Lam Research Corp.

Lam Research Corp.

Freeport-McMoRan Inc

Freeport-McMoRan Inc

Netflix Inc.

Netflix Inc.

Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

Schlumberger Ltd.

Schlumberger Ltd.

Caterpillar Inc.

Caterpillar Inc.

Conoco Phillips

Conoco Phillips

Unitedhealth Group Inc

Unitedhealth Group Inc

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