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Invesco S&P SmallCap Value with Momentum ETF (XSVM)

ETF · Currency in USD · Last updated Mar 2, 2024

XSVM is a passive ETF by Invesco tracking the investment results of the S&P SmallCap 600 Index. XSVM launched on Mar 3, 2005 and has a 0.39% expense ratio.

Summary

ETF Info

ISINUS73935X8645
CUSIP46137V480
IssuerInvesco
Inception DateMar 3, 2005
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedS&P SmallCap 600 Index
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco S&P SmallCap Value with Momentum ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.39%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap Value with Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
393.82%
324.39%
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with XSVM

Invesco S&P SmallCap Value with Momentum ETF

Popular comparisons: XSVM vs. RWJ, XSVM vs. AVUV, XSVM vs. DGRS, XSVM vs. SVAL, XSVM vs. QQQ, XSVM vs. SPHB, XSVM vs. MTUM, XSVM vs. VUG, XSVM vs. VOE, XSVM vs. IJS

Return

Invesco S&P SmallCap Value with Momentum ETF had a return of 1.26% year-to-date (YTD) and 10.35% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap Value with Momentum ETF had an annualized return of 9.99%, while the S&P 500 had an annualized return of 10.63%, indicating that Invesco S&P SmallCap Value with Momentum ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.26%7.70%
1 month4.94%6.01%
6 months10.02%13.76%
1 year10.35%29.03%
5 years (annualized)14.26%12.89%
10 years (annualized)9.99%10.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.51%4.52%
2023-2.53%-1.90%-5.65%8.56%10.26%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
XSVM
Invesco S&P SmallCap Value with Momentum ETF
0.50
^GSPC
S&P 500
2.44

Sharpe Ratio

The current Invesco S&P SmallCap Value with Momentum ETF Sharpe ratio is 0.50. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.50
2.44
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)

Dividend History

Invesco S&P SmallCap Value with Momentum ETF granted a 1.29% dividend yield in the last twelve months. The annual payout for that period amounted to $0.71 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.71$0.71$0.82$0.66$0.42$0.41$0.67$0.58$0.69$0.61$0.34$0.29

Dividend yield

1.29%1.31%1.79%1.23%1.21%1.21%2.54%1.90%2.29%2.68%1.31%1.15%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.12$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.21
2022$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.18$0.00$0.00$0.22
2021$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.16$0.00$0.00$0.28
2020$0.00$0.00$0.19$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.09
2019$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.07$0.00$0.00$0.18
2018$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.11$0.00$0.00$0.28
2017$0.00$0.00$0.02$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.31
2016$0.00$0.00$0.04$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.39
2015$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.26
2014$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.19
2013$0.02$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.12

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.65%
0
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P SmallCap Value with 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 Value with Momentum ETF was 62.57%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.

The current Invesco S&P SmallCap Value with Momentum ETF drawdown is 0.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.57%Jun 5, 2007444Mar 9, 2009964Jan 4, 20131408
-49.03%Dec 20, 201963Mar 23, 2020172Nov 24, 2020235
-25.98%Nov 9, 2021225Sep 30, 2022310Dec 26, 2023535
-24.43%Jun 24, 2015161Feb 11, 2016134Aug 23, 2016295
-23.65%Aug 22, 201886Dec 24, 2018232Nov 25, 2019318

Volatility Chart

The current Invesco S&P SmallCap Value with Momentum ETF volatility is 6.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
6.35%
3.47%
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)