DUSG vs. XSMO

Last updated Jul 16, 2026

DUSG (U.S. Small Cap Growth Portfolio: ETF Class Shares) and XSMO (Invesco S&P SmallCap Momentum ETF) are both exchange-traded funds - DUSG is a Small Cap Growth Equities fund actively managed by Dimensional Fund Advisors, while XSMO is a Momentum fund tracking the S&P SmallCap 600 Momentum Index. DUSG is actively managed, while XSMO is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. DUSG charges 0.32%/yr vs 0.36%/yr for XSMO.

Performance

DUSG vs. XSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and Invesco S&P SmallCap Momentum ETF (XSMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DUSG

• 1D: 0.22%
• 1M: -0.04%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XSMO

• 1D: 0.58%
• 1M: -1.24%
• 6M: 16.91%
• YTD: 23.62%
• 1Y: 31.09%
• 3Y*: 22.80%
• 5Y*: 12.98%
• 10Y*: 14.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSG vs. XSMO - Yearly Performance Comparison

	2026 (YTD)
DUSG U.S. Small Cap Growth Portfolio: ETF Class Shares	2.66%
XSMO Invesco S&P SmallCap Momentum ETF	0.62%

Correlation

The correlation between DUSG and XSMO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 6, 2026	0.79

Return for Risk

DUSG vs. XSMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XSMO

XSMO Risk / Return Rank: 67
XSMO Sharpe Ratio Rank: 59
XSMO Sortino Ratio Rank: 63
XSMO Omega Ratio Rank: 55
XSMO Calmar Ratio Rank: 82
XSMO Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUSG vs. XSMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DUSG	XSMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.60	—
Sortino ratio: Return per unit of downside risk	—	2.35	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	3.51	—
Martin ratio: Return relative to average drawdown	—	11.30	—

Drawdowns

DUSG vs. XSMO - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum XSMO drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for DUSG and XSMO.

Drawdown Indicators

	DUSG	XSMO	Difference
Max Drawdown Largest peak-to-trough decline	-4.19%	-58.06%	+53.87%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.89%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.39%	—
Current Drawdown Current decline from peak	-2.34%	-5.21%	+2.87%
Average Drawdown Average peak-to-trough decline	-1.13%	-11.08%	+9.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.76%	—

Volatility

Volatility by Period

	DUSG	XSMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	19.65%	-4.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.71%	22.61%	-7.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	24.10%	-9.39%

DUSG vs. XSMO - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is lower than XSMO's 0.36% expense ratio.

Dividends

DUSG vs. XSMO - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than XSMO's 0.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSG U.S. Small Cap Growth Portfolio: ETF Class Shares	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSMO Invesco S&P SmallCap Momentum ETF	0.54%	0.75%	0.63%	0.96%	1.19%	0.30%	0.82%	0.69%	0.66%	0.27%	0.30%	0.35%

Frequently Asked Questions

Can I hold both DUSG and XSMO in my portfolio?

DUSG and XSMO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DUSG or XSMO?

On fees, DUSG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUSG or XSMO?

DUSG is cheaper with a 0.32% expense ratio, compared with 0.36% for XSMO.

Which ETF pays a higher dividend yield, DUSG or XSMO?

XSMO has the higher dividend yield at 0.54%, compared with 0.14% for DUSG.

What is the main difference between DUSG and XSMO?

DUSG is categorized as Small Cap Growth Equities, while XSMO is Momentum. They also come from different issuers: Dimensional Fund Advisors and Invesco. Their fees differ too: 0.32% for DUSG and 0.36% for XSMO.