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Invesco S&P SmallCap Value with Momentum ETF (XSVM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X8645
CUSIP46137V480
IssuerInvesco
Inception DateMar 3, 2005
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Leveraged1x
Index TrackedS&P SmallCap 600 Index
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

XSVM features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for XSVM: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


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

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.


320.00%340.00%360.00%380.00%400.00%420.00%440.00%MayJuneJulyAugustSeptemberOctober
389.13%
370.89%
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P SmallCap Value with Momentum ETF had a return of 0.29% year-to-date (YTD) and 16.94% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap Value with Momentum ETF had an annualized return of 10.67%, while the S&P 500 had an annualized return of 11.53%, indicating that Invesco S&P SmallCap Value with Momentum ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.29%20.57%
1 month-1.96%4.18%
6 months-3.10%10.51%
1 year16.94%35.06%
5 years (annualized)14.40%14.29%
10 years (annualized)10.67%11.53%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.51%4.51%4.65%-5.53%2.77%-4.79%12.71%-4.51%-2.04%0.29%
20239.79%-0.98%-8.20%-3.36%-3.00%9.27%8.87%-2.53%-1.90%-5.65%8.56%10.26%20.20%
2022-3.36%1.94%1.85%-7.17%1.90%-12.43%10.16%-4.37%-11.57%14.78%6.22%-8.50%-13.63%
202123.37%-0.35%13.43%1.44%6.45%-3.08%-2.60%2.75%-0.54%4.49%-1.96%5.06%56.36%
2020-6.17%-10.07%-30.07%16.24%4.05%2.85%4.00%8.00%-2.16%1.90%20.09%6.47%5.08%
201910.76%4.24%-2.92%2.23%-8.63%6.74%2.63%-6.61%8.86%2.16%4.81%4.13%30.01%
2018-1.10%-5.15%1.25%3.97%5.33%1.20%1.28%2.27%-2.22%-6.50%0.23%-12.23%-12.33%
2017-1.29%-1.07%-1.50%0.55%-4.30%4.43%0.55%-3.03%6.94%-1.16%2.78%1.21%3.62%
2016-7.45%0.09%9.20%3.06%1.30%-0.22%4.12%3.96%1.70%-4.15%15.79%5.20%35.45%
2015-4.93%5.75%1.20%-2.46%1.24%-0.23%-4.25%-3.79%-3.48%5.47%2.95%-6.41%-9.42%
2014-4.67%5.15%1.77%-2.45%0.57%4.40%-5.65%4.67%-6.85%6.11%0.56%3.35%6.00%
20136.01%1.57%4.35%-0.10%5.97%-1.26%8.33%-4.16%6.07%3.92%5.19%1.91%44.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSVM is 20, indicating that it is in the bottom 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XSVM is 2020
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
The Sharpe Ratio Rank of XSVM is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of XSVM is 1616Sortino Ratio Rank
The Omega Ratio Rank of XSVM is 1414Omega Ratio Rank
The Calmar Ratio Rank of XSVM is 3535Calmar Ratio Rank
The Martin Ratio Rank of XSVM is 1919Martin 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 Value with Momentum ETF (XSVM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XSVM
Sharpe ratio
The chart of Sharpe ratio for XSVM, currently valued at 0.78, compared to the broader market0.002.004.000.78
Sortino ratio
The chart of Sortino ratio for XSVM, currently valued at 1.26, compared to the broader market0.005.0010.001.26
Omega ratio
The chart of Omega ratio for XSVM, currently valued at 1.15, compared to the broader market1.001.502.002.503.003.501.15
Calmar ratio
The chart of Calmar ratio for XSVM, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.92
Martin ratio
The chart of Martin ratio for XSVM, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current Invesco S&P SmallCap Value with Momentum ETF Sharpe ratio is 0.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P SmallCap Value with Momentum ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
0.78
2.79
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P SmallCap Value with Momentum ETF granted a 1.70% dividend yield in the last twelve months. The annual payout for that period amounted to $0.91 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.91$0.71$0.82$0.66$0.42$0.41$0.67$0.58$0.69$0.61$0.34$0.29

Dividend yield

1.70%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.25$0.00$0.00$0.24$0.00$0.70
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$0.71
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$0.82
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$0.66
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$0.42
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$0.41
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$0.67
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$0.58
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$0.69
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$0.61
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$0.34
2013$0.02$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.12$0.29

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.79%
-1.09%
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 8.79%.


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

Volatility Chart

The current Invesco S&P SmallCap Value with Momentum ETF volatility is 5.57%, 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%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.57%
3.33%
XSVM (Invesco S&P SmallCap Value with Momentum ETF)
Benchmark (^GSPC)