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DWAS vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DWAS vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA SmallCap Momentum ETF (DWAS) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DWAS achieves a 18.89% return, which is significantly higher than SMOM's 9.77% return.


DWAS

1D
2.36%
1M
-4.52%
6M
13.09%
YTD
18.89%
1Y
38.93%
3Y*
13.18%
5Y*
7.65%
10Y*
12.36%
ALL TIME*
11.83%

SMOM

1D
0.45%
1M
2.24%
6M
8.34%
YTD
9.77%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.30M$3.37M$2.26M
$271.97K$207.20K$176.97K

DWAS vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between DWAS and SMOM is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.68

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Return for Risk

DWAS vs. SMOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DWAS
DWAS Risk / Return Rank: 6565
Overall Rank
DWAS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DWAS Sortino Ratio Rank: 6060
Sortino Ratio Rank
DWAS Omega Ratio Rank: 5555
Omega Ratio Rank
DWAS Calmar Ratio Rank: 7272
Calmar Ratio Rank
DWAS Martin Ratio Rank: 7474
Martin Ratio Rank

SMOM

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DWAS vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA SmallCap Momentum ETF (DWAS) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


DWASSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

9.65

DWAS vs. SMOM - Sharpe Ratio Comparison


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Drawdowns

DWAS vs. SMOM - Drawdown Comparison

The maximum DWAS drawdown since its inception was -46.16%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for DWAS and SMOM.


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Drawdown Indicators


DWASSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-46.16%

-7.45%

-38.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

Max Drawdown (10Y)

Largest decline over 10 years

-46.16%

Current Drawdown

Current decline from peak

-9.64%

-0.11%

-9.53%

Average Drawdown

Average peak-to-trough decline

-10.24%

-1.48%

-8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

Volatility

DWAS vs. SMOM - Volatility Comparison


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Volatility by Period


DWASSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.49%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

12.40%

+13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

12.40%

+13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.85%

12.40%

+14.45%

DWAS vs. SMOM - Expense Ratio Comparison

DWAS has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

DWAS vs. SMOM - Dividend Comparison

DWAS has not paid dividends to shareholders, while SMOM's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
DWAS
Invesco DWA SmallCap Momentum ETF
0.00%0.07%0.79%1.42%0.81%0.16%0.21%0.13%0.04%0.20%0.52%0.19%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DWAS and SMOM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DWAS is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DWAS is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

SMOM has the higher dividend yield at 0.15%, compared with 0.00% for DWAS.

DWAS is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for DWAS and 0.63% for SMOM.

Portfolio Optimizer

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