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PSL vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PSL vs. XMMO

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco DWA Consumer Staples Momentum ETF (PSL) and Invesco S&P MidCap Momentum ETF (XMMO).

PSL and XMMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSL is a passively managed fund by Invesco that tracks the performance of the DWA Consumer Staples Technical Leaders Index. It was launched on Oct 12, 2006. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. Both PSL and XMMO 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

PSL vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Staples Momentum ETF (PSL) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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PSL vs. XMMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PSL
Invesco DWA Consumer Staples Momentum ETF		8.30%-3.47%15.42%12.32%-7.76%6.88%18.15%14.16%0.92%21.82%
XMMO
Invesco S&P MidCap Momentum ETF		4.93%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, PSL achieves a 8.30% return, which is significantly higher than XMMO's 4.93% return. Over the past 10 years, PSL has underperformed XMMO with an annualized return of 7.76%, while XMMO has yielded a comparatively higher 18.19% annualized return.

PSL

1D
0.85%
1M
-7.09%
YTD
8.30%
6M
-0.82%
1Y
1.04%
3Y*
9.05%
5Y*
4.34%
10Y*
7.76%

XMMO

1D
4.31%
1M
-3.18%
YTD
4.93%
6M
7.61%
1Y
28.46%
3Y*
25.08%
5Y*
12.21%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco DWA Consumer Staples Momentum ETF

Invesco S&P MidCap Momentum ETF

Often compared with PSL:
PSL vs. XLPPSL vs. PPAPSL vs. SPYPSL vs. ^SP500TRPSL vs. FSTAPSL vs. IYKPSL vs. VOO
Often compared with XMMO:
XMMO vs. SPMOXMMO vs. XMHQXMMO vs. VOOXMMO vs. SPGPXMMO vs. MTUMXMMO vs. QMOMXMMO vs. RFV

PSL vs. XMMO - Expense Ratio Comparison

PSL has a 0.60% expense ratio, which is higher than XMMO's 0.33% expense ratio.

PSL
Invesco DWA Consumer Staples Momentum ETF
XMMO
Invesco S&P MidCap Momentum ETF

Return for Risk

PSL vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSL
PSL Risk / Return Rank: 1414
Overall Rank
PSL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PSL Sortino Ratio Rank: 1313
Sortino Ratio Rank
PSL Omega Ratio Rank: 1313
Omega Ratio Rank
PSL Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSL Martin Ratio Rank: 1515
Martin Ratio Rank
XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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.

PSL vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

PSLXMMODifference

Sharpe ratio

Return per unit of total volatility

0.07

1.30

-1.23

Sortino ratio

Return per unit of downside risk

0.20

1.86

-1.67

Omega ratio

Gain probability vs. loss probability

1.03

1.26

-0.24

Calmar ratio

Return relative to maximum drawdown

0.16

2.28

-2.12

Martin ratio

Return relative to average drawdown

0.38

10.83

-10.46

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSL vs. XMMO - Sharpe Ratio Comparison

The current PSL Sharpe Ratio is 0.07, which is lower than the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PSL and XMMO, 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

PSLXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.30

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.58

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.83

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.54

+0.01

Correlation

The correlation between PSL and XMMO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PSL vs. XMMO - Dividend Comparison

PSL's dividend yield for the trailing twelve months is around 0.85%, more than XMMO's 0.71% yield.

TTM20252024202320222021202020192018201720162015
PSL
Invesco DWA Consumer Staples Momentum ETF		0.85%0.93%0.60%1.37%1.98%1.24%0.80%0.47%0.75%0.34%2.08%1.18%
XMMO
Invesco S&P MidCap Momentum ETF		0.71%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

PSL vs. XMMO - Drawdown Comparison

The maximum PSL drawdown since its inception was -41.58%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for PSL and XMMO.

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Drawdown Indicators

PSLXMMODifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-55.37%

+13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-12.81%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-27.91%

+5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

-36.74%

+2.07%

Current Drawdown

Current decline from peak

-7.09%

-4.39%

-2.70%

Average Drawdown

Average peak-to-trough decline

-5.82%

-9.52%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

2.69%

+3.07%

Volatility

PSL vs. XMMO - Volatility Comparison

The current volatility for Invesco DWA Consumer Staples Momentum ETF (PSL) is 4.01%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that PSL experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PSLXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

9.07%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

14.28%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

21.97%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

21.26%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

22.11%

-5.62%