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VictoryShares US Small Mid Cap Value Momentum ETF (USVM) Sharpe Ratio: 2.18

ETF · Currency in USD · Last updated Jun 3, 2026

The VictoryShares US Small Mid Cap Value Momentum ETF tracks the Nasdaq Victory US Small Mid Cap Value Momentum Index, providing exposure to U.S. small and mid-capitalization stocks with higher exposure to value and momentum factors while maintaining moderate turnover and lower realized volatility. Formerly known as the VictoryShares USAA MSCI USA Small Cap Value Momentum ETF.

USVM's Sharpe Ratio of 2.18 indicates that for each unit of volatility, it generates 2.18 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

USVM Sharpe Ratio Rank

USVM Sharpe Ratio Rank: 64.765
Above Average

USVM ranks above 64.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

USVM Sharpe Ratio Market Positioning

The chart shows USVM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.80+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares VictoryShares US Small Mid Cap Value Momentum ETF's Sharpe Ratio with other ETFs in the Momentum, Small Cap Value Equities category across multiple time periods, showing how USVM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PIEInvesco DWA Emerging Markets Momentum ETF3.42
QQQAProShares Nasdaq-100 Dorsey Wright Momentum ETF3.26
PTFInvesco DWA Technology Momentum ETF2.87
ULVMVictoryShares US Value Momentum ETF2.80
FMTMMarketDesk Focused U.S. Momentum ETF2.78
EPSVHarbor SMID Cap Value ETF2.75
JMOMJPMorgan U.S. Momentum Factor ETF2.66
SPMOInvesco S&P 500 Momentum ETF2.64
SPVMInvesco S&P 500 Value with Momentum ETF2.58
IWNiShares Russell 2000 Value ETF2.56
USVMVictoryShares US Small Mid Cap Value Momentum ETF2.18

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows USVM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when USVM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does USVM fit in your portfolio?

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