ESML vs. XSMO
Compare and contrast key facts about iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Invesco S&P SmallCap Momentum ETF (XSMO).
ESML and XSMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. 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. Both ESML and XSMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESML vs. XSMO - Performance Comparison
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ESML vs. XSMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 2.51% | 10.62% | 12.01% | 17.27% | -17.28% | 19.28% | 19.56% | 29.12% | -10.89% |
XSMO Invesco S&P SmallCap Momentum ETF | 5.74% | 9.80% | 17.45% | 21.55% | -15.44% | 19.24% | 21.96% | 28.65% | -7.83% |
Returns By Period
In the year-to-date period, ESML achieves a 2.51% return, which is significantly lower than XSMO's 5.74% return.
ESML
- 1D
- 3.11%
- 1M
- -5.16%
- YTD
- 2.51%
- 6M
- 4.85%
- 1Y
- 23.82%
- 3Y*
- 12.82%
- 5Y*
- 5.04%
- 10Y*
- —
XSMO
- 1D
- 3.44%
- 1M
- -4.59%
- YTD
- 5.74%
- 6M
- 3.65%
- 1Y
- 21.94%
- 3Y*
- 18.88%
- 5Y*
- 8.42%
- 10Y*
- 13.59%
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ESML vs. XSMO - Expense Ratio Comparison
ESML has a 0.17% expense ratio, which is lower than XSMO's 0.39% expense ratio.
Return for Risk
ESML vs. XSMO — Risk / Return Rank
ESML
XSMO
ESML vs. XSMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) 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.
| ESML | XSMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.00 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.50 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.91 | -0.31 |
Martin ratioReturn relative to average drawdown | 6.95 | 7.96 | -1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESML | XSMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.00 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.37 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.36 | +0.03 |
Correlation
The correlation between ESML and XSMO is 0.91, 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
ESML vs. XSMO - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 1.08%, more than XSMO's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.08% | 1.08% | 1.22% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% | 0.00% | 0.00% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.61% | 0.75% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% |
Drawdowns
ESML vs. XSMO - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, smaller than the maximum XSMO drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for ESML and XSMO.
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Drawdown Indicators
| ESML | XSMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.97% | -58.06% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -13.42% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -29.62% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.39% | — |
Current DrawdownCurrent decline from peak | -6.20% | -5.75% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -11.21% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.23% | +0.16% |
Volatility
ESML vs. XSMO - Volatility Comparison
The current volatility for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) is 6.61%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 7.68%. This indicates that ESML experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESML | XSMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 7.68% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.81% | 13.58% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 22.28% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 22.88% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 24.05% | -0.50% |