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Invesco S&P SmallCap Momentum ETF (XSMO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V4986

CUSIP

46137V498

Issuer

Invesco

Inception Date

Mar 3, 2005

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

XSMO has an expense ratio of 0.39%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Invesco S&P SmallCap Momentum ETF (XSMO) returned 1.49% year-to-date (YTD) and 10.68% over the past 12 months. Over the past 10 years, XSMO had an annualized return of 10.86%, just below the S&P 500 benchmark at 10.89%.


XSMO

YTD

1.49%

1M

13.34%

6M

-4.32%

1Y

10.68%

5Y*

16.07%

10Y*

10.86%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of XSMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.96%-5.74%-3.76%-1.56%8.27%1.49%
2024-1.91%4.97%3.50%-4.43%7.06%-2.62%11.81%-1.88%0.67%-1.30%12.03%-9.45%17.44%
20234.56%-0.20%-5.46%-3.30%-0.96%9.70%5.18%-0.71%-3.99%-5.50%10.38%12.15%21.55%
2022-10.08%1.30%1.20%-7.57%2.73%-10.76%14.08%-4.63%-8.83%14.34%3.83%-8.08%-15.45%
20214.99%3.77%0.74%-1.73%3.17%3.74%-3.56%1.95%-0.96%5.56%-0.66%1.17%19.25%
20200.43%-8.31%-18.79%10.83%7.27%4.09%9.21%2.81%-1.13%-0.75%13.24%5.62%21.96%
201911.41%7.83%-1.75%2.53%-5.38%6.31%2.56%-2.31%-0.58%2.09%2.71%1.20%28.65%
20182.65%-1.09%2.05%0.18%9.22%0.72%2.11%9.05%-2.11%-12.61%0.29%-11.47%-3.44%
20170.31%3.45%2.08%3.60%0.39%4.07%0.03%-0.64%4.49%0.65%2.64%0.78%23.96%
2016-12.36%-0.42%6.83%1.62%2.42%-0.33%7.66%0.94%1.32%-7.23%7.54%0.19%6.43%
2015-2.43%5.39%0.94%-1.52%1.62%1.40%1.43%-5.28%-6.81%5.04%4.84%-4.15%-0.45%
2014-1.56%4.59%0.66%-2.73%0.29%4.84%-3.81%3.25%-4.77%3.01%0.70%1.72%5.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSMO is 43, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XSMO is 4343
Overall Rank
The Sharpe Ratio Rank of XSMO is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of XSMO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of XSMO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of XSMO is 4848
Calmar Ratio Rank
The Martin Ratio Rank of XSMO is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P SmallCap Momentum ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.42
  • 5-Year: 0.71
  • 10-Year: 0.43
  • All Time: 0.34

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P SmallCap Momentum ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Invesco S&P SmallCap Momentum ETF provided a 0.82% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.55$0.42$0.54$0.56$0.17$0.39$0.27$0.20$0.09$0.08$0.09$0.32

Dividend yield

0.82%0.63%0.96%1.19%0.30%0.82%0.69%0.65%0.28%0.30%0.35%1.31%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.20$0.00$0.00$0.20
2024$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.17$0.42
2023$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.10$0.00$0.00$0.09$0.54
2022$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.18$0.56
2021$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.06$0.17
2020$0.00$0.00$0.17$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.03$0.39
2019$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.14$0.27
2018$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.03$0.20
2017$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.00$0.09
2016$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.00$0.08
2015$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.00$0.09
2014$0.15$0.00$0.00$0.00$0.00$0.00$0.18$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap Momentum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P SmallCap Momentum ETF was 58.07%, occurring on Mar 9, 2009. Recovery took 977 trading sessions.

The current Invesco S&P SmallCap Momentum ETF drawdown is 8.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.07%Jul 20, 2007412Mar 9, 2009977Jan 24, 20131389
-39.39%Feb 14, 202026Mar 23, 2020114Sep 2, 2020140
-29.62%Nov 10, 2021220Sep 26, 2022373Mar 21, 2024593
-29.47%Sep 5, 201877Dec 24, 2018267Jan 16, 2020344
-29.28%Jun 24, 2015161Feb 11, 2016255Feb 15, 2017416

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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