DEEP vs. XSVM
Compare and contrast key facts about Roundhill Acquirers Deep Value ETF (DEEP) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
DEEP and XSVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. XSVM 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. Both DEEP and XSVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEEP or XSVM.
Performance
DEEP vs. XSVM - Performance Comparison
Returns By Period
In the year-to-date period, DEEP achieves a 0.07% return, which is significantly lower than XSVM's 8.22% return. Over the past 10 years, DEEP has underperformed XSVM with an annualized return of 6.57%, while XSVM has yielded a comparatively higher 10.72% annualized return.
DEEP
0.07%
0.52%
2.08%
12.17%
5.06%
6.57%
XSVM
8.22%
3.80%
5.74%
20.28%
14.42%
10.72%
Key characteristics
| DEEP | XSVM | |
|---|---|---|
| Sharpe Ratio | 0.71 | 1.01 |
| Sortino Ratio | 1.14 | 1.63 |
| Omega Ratio | 1.14 | 1.19 |
| Calmar Ratio | 1.00 | 1.83 |
| Martin Ratio | 2.52 | 4.00 |
| Ulcer Index | 5.61% | 5.50% |
| Daily Std Dev | 19.94% | 21.89% |
| Max Drawdown | -51.92% | -62.57% |
| Current Drawdown | -5.71% | -3.39% |
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DEEP vs. XSVM - Expense Ratio Comparison
DEEP has a 0.80% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Correlation
The correlation between DEEP and XSVM is 0.82, 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.
Risk-Adjusted Performance
DEEP vs. XSVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
Dividends
DEEP vs. XSVM - Dividend Comparison
DEEP's dividend yield for the trailing twelve months is around 1.54%, less than XSVM's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 1.54% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 2.78% | 2.01% | 3.14% | 3.98% | 0.42% | 0.00% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.57% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% | 1.15% |
Drawdowns
DEEP vs. XSVM - Drawdown Comparison
The maximum DEEP drawdown since its inception was -51.92%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for DEEP and XSVM. For additional features, visit the drawdowns tool.
Volatility
DEEP vs. XSVM - Volatility Comparison
The current volatility for Roundhill Acquirers Deep Value ETF (DEEP) is 7.17%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 9.86%. This indicates that DEEP experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.