Correlation
The correlation between CBSE and XSMO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CBSE vs. XSMO
Compare and contrast key facts about Changebridge Capital Sustainable Equity ETF (CBSE) and Invesco S&P SmallCap Momentum ETF (XSMO).
CBSE and XSMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBSE is an actively managed fund by Changebridge Capital LLC. It was launched on Nov 13, 2020. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBSE or XSMO.
Performance
CBSE vs. XSMO - Performance Comparison
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Key characteristics
CBSE:
0.47
XSMO:
0.33
CBSE:
0.76
XSMO:
0.70
CBSE:
1.11
XSMO:
1.09
CBSE:
0.43
XSMO:
0.36
CBSE:
1.29
XSMO:
0.98
CBSE:
9.72%
XSMO:
9.07%
CBSE:
27.70%
XSMO:
25.40%
CBSE:
-36.30%
XSMO:
-58.07%
CBSE:
-7.53%
XSMO:
-10.08%
Returns By Period
In the year-to-date period, CBSE achieves a 2.88% return, which is significantly higher than XSMO's 0.01% return.
CBSE
2.88%
12.64%
-1.68%
13.66%
15.78%
N/A
N/A
XSMO
0.01%
6.26%
-9.43%
7.71%
11.31%
14.58%
10.56%
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CBSE vs. XSMO - Expense Ratio Comparison
CBSE has a 0.85% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Risk-Adjusted Performance
CBSE vs. XSMO — Risk-Adjusted Performance Rank
CBSE
XSMO
CBSE vs. XSMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Changebridge Capital Sustainable Equity ETF (CBSE) and Invesco S&P SmallCap Momentum ETF (XSMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
CBSE vs. XSMO - Dividend Comparison
CBSE's dividend yield for the trailing twelve months is around 0.36%, less than XSMO's 0.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBSE Changebridge Capital Sustainable Equity ETF | 0.36% | 0.37% | 1.50% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.83% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% |
Drawdowns
CBSE vs. XSMO - Drawdown Comparison
The maximum CBSE drawdown since its inception was -36.30%, smaller than the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for CBSE and XSMO.
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Volatility
CBSE vs. XSMO - Volatility Comparison
Changebridge Capital Sustainable Equity ETF (CBSE) has a higher volatility of 6.78% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 5.37%. This indicates that CBSE's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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