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ECML vs. XSVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECML vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Series Trust - Euclidean Fundamental Value ETF (ECML) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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ECML vs. XSVM - Yearly Performance Comparison


2026 (YTD)202520242023
ECML
EA Series Trust - Euclidean Fundamental Value ETF
8.76%6.82%2.37%24.36%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
6.00%7.47%2.30%23.40%

Returns By Period

In the year-to-date period, ECML achieves a 8.76% return, which is significantly higher than XSVM's 6.00% return.


ECML

1D
1.57%
1M
-1.96%
YTD
8.76%
6M
10.66%
1Y
20.17%
3Y*
5Y*
10Y*

XSVM

1D
2.01%
1M
-1.98%
YTD
6.00%
6M
7.74%
1Y
22.66%
3Y*
11.96%
5Y*
6.11%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECML vs. XSVM - Expense Ratio Comparison

ECML has a 0.95% expense ratio, which is higher than XSVM's 0.39% expense ratio.


Return for Risk

ECML vs. XSVM — Risk / Return Rank

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

ECML
ECML Risk / Return Rank: 6060
Overall Rank
ECML Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ECML Sortino Ratio Rank: 6363
Sortino Ratio Rank
ECML Omega Ratio Rank: 5757
Omega Ratio Rank
ECML Calmar Ratio Rank: 6262
Calmar Ratio Rank
ECML Martin Ratio Rank: 6060
Martin Ratio Rank

XSVM
XSVM Risk / Return Rank: 6262
Overall Rank
XSVM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 6363
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5757
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7171
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6060
Martin Ratio Rank
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.

ECML vs. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) 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.


ECMLXSVMDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.02

+0.03

Sortino ratio

Return per unit of downside risk

1.62

1.56

+0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.61

1.73

-0.12

Martin ratio

Return relative to average drawdown

6.01

5.64

+0.37

ECML vs. XSVM - Sharpe Ratio Comparison

The current ECML Sharpe Ratio is 1.05, which is comparable to the XSVM Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ECML and XSVM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECMLXSVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.02

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.35

+0.44

Correlation

The correlation between ECML and XSVM is 0.89, 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.


Dividends

ECML vs. XSVM - Dividend Comparison

ECML's dividend yield for the trailing twelve months is around 1.26%, less than XSVM's 2.00% yield.


TTM20252024202320222021202020192018201720162015
ECML
EA Series Trust - Euclidean Fundamental Value ETF
1.26%1.38%0.98%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
2.00%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Drawdowns

ECML vs. XSVM - Drawdown Comparison

The maximum ECML drawdown since its inception was -24.66%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for ECML and XSVM.


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Drawdown Indicators


ECMLXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-24.66%

-62.57%

+37.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-13.35%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

Current Drawdown

Current decline from peak

-2.69%

-5.79%

+3.10%

Average Drawdown

Average peak-to-trough decline

-6.19%

-11.65%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

4.10%

-0.62%

Volatility

ECML vs. XSVM - Volatility Comparison

The current volatility for EA Series Trust - Euclidean Fundamental Value ETF (ECML) is 4.48%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.44%. This indicates that ECML 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.


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Volatility by Period


ECMLXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.44%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

13.19%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

22.34%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

22.98%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

25.07%

-6.38%