Invesco S&P SmallCap Value with Momentum ETF (XSVM) Sharpe Ratio: 2.03

XSVM's Sharpe Ratio of 2.03 indicates that for each unit of volatility, it generates 2.03 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 24, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XSVM Sharpe Ratio Rank

Above Average

XSVM ranks above 64.8% 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

XSVM Sharpe Ratio Market Positioning

The chart shows XSVM'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%): 0.84 or lower
Yellow zone (middle 50%): 0.84 to 2.15
Green zone (top 25%): 2.15 or higher
Top 1%: 7.02+
Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P SmallCap Value with Momentum ETF's Sharpe Ratio with other ETFs in the Momentum, Small Cap Value Equities category across multiple time periods, showing how XSVM'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 24, 2026.

Symbol	Name	1Y Sharpe Ratio
QQQA	ProShares Nasdaq-100 Dorsey Wright Momentum ETF	2.86
ULVM	VictoryShares US Value Momentum ETF	2.65
PIE	Invesco DWA Emerging Markets Momentum ETF	2.62
FMTM	MarketDesk Focused U.S. Momentum ETF	2.53
SPVM	Invesco S&P 500 Value with Momentum ETF	2.51
EPSV	Harbor SMID Cap Value ETF	2.50
IWN	iShares Russell 2000 Value ETF	2.36
BSVO	EA Bridgeway Omni Small-Cap Value ETF	2.35
PTF	Invesco Dorsey Wright Technology Momentum ETF	2.34
VTWV	Vanguard Russell 2000 Value ETF	2.33
XSVM	Invesco S&P SmallCap Value with Momentum ETF	2.03

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows XSVM'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 XSVM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XSVM fit in your portfolio?

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