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PSC vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PSC vs. XSVM

Last updated Jun 24, 2026

PSC (Principal U.S. Small Cap Multi-Factor ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - PSC is a Small Cap Blend Equities fund tracking the Nasdaq US Small Cap Select Leaders TR Index, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. Both are passively managed. Over the past 5 years, PSC returned 8.77%/yr vs 7.87%/yr for XSVM. Their correlation of 0.80 suggests significant overlap in exposure. PSC charges 0.38%/yr vs 0.37%/yr for XSVM.

Performance

PSC vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal U.S. Small Cap Multi-Factor ETF (PSC) 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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Returns By Period

In the year-to-date period, PSC achieves a 17.73% return, which is significantly lower than XSVM's 20.98% return.

PSC

1D
-0.58%
1M
5.16%
YTD
17.73%
6M
15.20%
1Y
31.66%
3Y*
19.46%
5Y*
8.77%
10Y*
—

XSVM

1D
0.77%
1M
3.66%
YTD
20.98%
6M
18.82%
1Y
37.12%
3Y*
17.66%
5Y*
7.87%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSC vs. XSVM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PSC
Principal U.S. Small Cap Multi-Factor ETF		17.73%13.41%12.38%18.51%-15.91%32.56%13.30%18.99%-11.35%15.93%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		20.98%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Correlation

The correlation between PSC and XSVM 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 (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2016

0.80

The correlation between PSC and XSVM shifts across timeframes, from 0.79 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

PSC vs. XSVM - Sectors Allocation Comparison

Sectors
PSC
XSVM

Technology

20.3%
9.5%

Financial Services

17.2%
38.7%

Industrials

16.9%
6.3%

Healthcare

15.8%
1.1%

Consumer Cyclical

8.2%
17.4%

Energy

5.6%
9.3%

Real Estate

4.5%
4.8%

Basic Materials

4.2%
2.0%

Utilities

2.7%
1.2%

Communication Services

2.3%
2.8%

Consumer Defensive

2.2%
6.9%

Technology

PSC
20.3%
XSVM
9.5%

Financial Services

PSC
17.2%
XSVM
38.7%

Industrials

PSC
16.9%
XSVM
6.3%

Healthcare

PSC
15.8%
XSVM
1.1%

Consumer Cyclical

PSC
8.2%
XSVM
17.4%

Energy

PSC
5.6%
XSVM
9.3%

Real Estate

PSC
4.5%
XSVM
4.8%

Basic Materials

PSC
4.2%
XSVM
2.0%

Utilities

PSC
2.7%
XSVM
1.2%

Communication Services

PSC
2.3%
XSVM
2.8%

Consumer Defensive

PSC
2.2%
XSVM
6.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Principal U.S. Small Cap Multi-Factor ETF

Invesco S&P SmallCap Value with Momentum ETF

Often compared with PSC:
PSC vs. IJRPSC vs. VBKPSC vs. VBPSC vs. QQQPSC vs. VIOVPSC vs. STLGPSC vs. VOO
Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX

Return for Risk

PSC vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSC
PSC Risk / Return Rank: 5757
Overall Rank
PSC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSC Sortino Ratio Rank: 5353
Sortino Ratio Rank
PSC Omega Ratio Rank: 4747
Omega Ratio Rank
PSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
PSC Martin Ratio Rank: 6565
Martin Ratio Rank
XSVM
XSVM Risk / Return Rank: 6767
Overall Rank
XSVM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6262
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7676
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6666
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.

PSC vs. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Small Cap Multi-Factor ETF (PSC) 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.

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.

PSCXSVMDifference
Sharpe ratioReturn per unit of total volatility
1.68
2.03

-0.35

Sortino ratioReturn per unit of downside risk
2.40
2.93

-0.52

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

3.20

3.70

-0.50

Martin ratioReturn relative to average drawdown

11.15

11.45

-0.29

PSC vs. XSVM - Sharpe Ratio Comparison

The current PSC Sharpe Ratio is 1.68, which is comparable to the XSVM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PSC and XSVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

PSC vs. XSVM - Drawdown Comparison

The maximum PSC drawdown since its inception was -46.69%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for PSC and XSVM.

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Drawdown Indicators

PSCXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-62.57%

+15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-10.08%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

-26.21%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-26.21%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-49.02%

—

Current Drawdown

Current decline from peak

-0.58%

-0.73%

+0.15%

Average Drawdown

Average peak-to-trough decline

-8.23%

-11.54%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.25%

-0.40%

Volatility

PSC vs. XSVM - Volatility Comparison

Principal U.S. Small Cap Multi-Factor ETF (PSC) has a higher volatility of 5.38% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 4.63%. This indicates that PSC's price experiences larger fluctuations and is considered to be riskier 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

PSCXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

4.63%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

12.28%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

18.54%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

22.55%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

25.07%

-1.79%

PSC vs. XSVM - Expense Ratio Comparison

PSC has a 0.38% expense ratio, which is higher than XSVM's 0.37% expense ratio.

Dividends

PSC vs. XSVM - Dividend Comparison

PSC's dividend yield for the trailing twelve months is around 0.57%, less than XSVM's 1.82% yield.

PositionTTM20252024202320222021202020192018201720162015
PSC
Principal U.S. Small Cap Multi-Factor ETF		0.57%0.67%0.75%0.73%1.92%1.45%1.25%1.47%1.30%0.95%0.35%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.82%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

PSC and XSVM 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.

PSC has higher volatility (5.38%) compared to XSVM (4.63%). In terms of maximum drawdown, PSC dropped -46.69% vs XSVM's -62.57%.

On 5-year performance, PSC leads with 8.77% vs 7.87% for XSVM. On fees, XSVM is cheaper at 0.37% per year. On volatility, XSVM has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PSC has performed better with a 8.77% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.38% for PSC.

XSVM has the higher dividend yield at 1.82%, compared with 0.57% for PSC.

PSC is categorized as Small Cap Blend Equities, while XSVM is Momentum. PSC tracks Nasdaq US Small Cap Select Leaders TR Index, while XSVM tracks S&P SmallCap 600 High Momentum Value Index. They also come from different issuers: Principal and Invesco. Their fees differ too: 0.38% for PSC and 0.37% for XSVM.

XSVM currently has the higher Sharpe Ratio (2.03 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSC and XSVM

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