Invesco S&P SmallCap Value with Momentum ETF (XSVM)
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.
ETF Info
ISIN | US73935X8645 |
---|---|
CUSIP | 46137V480 |
Issuer | Invesco |
Inception Date | Mar 3, 2005 |
Region | North America (U.S.) |
Category | Small Cap Value Equities |
Index Tracked | S&P SmallCap 600 Index |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
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.
Returns By Period
Invesco S&P SmallCap Value with Momentum ETF had a return of 5.54% year-to-date (YTD) and 29.14% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap Value with Momentum ETF had an annualized return of 10.50%, which was very close to the S&P 500 benchmark's annualized return of 10.89%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 5.54% | 10.16% |
1 month | 4.90% | 3.47% |
6 months | 18.02% | 22.20% |
1 year | 29.14% | 30.45% |
5 years (annualized) | 15.89% | 13.16% |
10 years (annualized) | 10.50% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.51% | 4.52% | ||||||||||
2023 | -2.53% | -1.90% | -5.65% | 8.56% | 10.26% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Invesco S&P SmallCap Value with Momentum ETF | 1.45 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Invesco S&P SmallCap Value with Momentum ETF granted a 1.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.81 | $0.71 | $0.82 | $0.66 | $0.42 | $0.41 | $0.67 | $0.58 | $0.69 | $0.61 | $0.34 | $0.29 |
Dividend yield | 1.42% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-62.57% | Jun 5, 2007 | 444 | Mar 9, 2009 | 964 | Jan 4, 2013 | 1408 |
-49.03% | Dec 20, 2019 | 63 | Mar 23, 2020 | 172 | Nov 24, 2020 | 235 |
-25.98% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
-24.43% | Jun 24, 2015 | 161 | Feb 11, 2016 | 134 | Aug 23, 2016 | 295 |
-23.65% | Aug 22, 2018 | 86 | Dec 24, 2018 | 232 | Nov 25, 2019 | 318 |
Volatility
Volatility Chart
The current Invesco S&P SmallCap Value with Momentum ETF volatility is 4.66%, 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.