XSVM's Sortino Ratio of 2.58 indicates that for each unit of downside volatility, it generates 2.58 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
XSVM Sortino Ratio Rank
XSVM ranks above 72.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection 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 risk profile
XSVM Sortino Ratio Market Positioning
The chart shows XSVM's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.68
- Green zone (top 25%): 2.68 or higher
- Top 1%: 13.70+
- Median: 2.02 — 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 Sortino 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 Jul 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ULVM | VictoryShares US Value Momentum ETF | 3.58 | |||
| SPVM | Invesco S&P 500 Value with Momentum ETF | 3.40 | |||
| PTH | Invesco DWA Healthcare Momentum ETF | 3.22 | |||
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 3.07 | |||
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 3.01 | |||
| EPSV | Harbor SMID Cap Value ETF | 2.94 | |||
| MYLD | Cambria Micro And Smallcap Shareholder Yield ETF | 2.91 | |||
| BSVO | EA Bridgeway Omni Small-Cap Value ETF | 2.89 | |||
| FYT | First Trust Small Cap Value AlphaDEX Fund | 2.86 | |||
| IWN | iShares Russell 2000 Value ETF | 2.85 | |||
| XSVM | Invesco S&P SmallCap Value with Momentum ETF | 2.58 |
Historical Sortino Ratio
The chart shows XSVM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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IHow does XSVM fit in your portfolio?
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