SGRT vs. SPMO

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Invesco S&P 500 Momentum ETF (SPMO).

SGRT and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.

Performance

SGRT vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

SGRT vs. SPMO - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%
SPMO Invesco S&P 500 Momentum ETF	-3.77%	3.70%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than SPMO's -3.77% return.

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPMO

• 1D: 2.13%
• 1M: -4.40%
• YTD: -3.77%
• 6M: -4.53%
• 1Y: 23.97%
• 3Y*: 29.27%
• 5Y*: 17.66%
• 10Y*: 17.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRT vs. SPMO - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than SPMO's 0.13% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

SPMO

Invesco S&P 500 Momentum ETF

Return for Risk

SGRT vs. SPMO — Risk / Return Rank

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

SPMO

SPMO Risk / Return Rank: 64
SPMO Sharpe Ratio Rank: 57
SPMO Sortino Ratio Rank: 60
SPMO Omega Ratio Rank: 63
SPMO Calmar Ratio Rank: 73
SPMO Martin Ratio Rank: 66

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.

SGRT vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Invesco S&P 500 Momentum ETF (SPMO). 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.

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

Sharpe Ratios by Period

	SGRT	SPMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.86	+1.23

Correlation

The correlation between SGRT and SPMO is 0.81, 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

SGRT vs. SPMO - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than SPMO's 0.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 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%
SPMO Invesco S&P 500 Momentum ETF	0.89%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%

Drawdowns

SGRT vs. SPMO - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SGRT and SPMO.

Drawdown Indicators

	SGRT	SPMO	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-30.95%	+13.08%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.95%	—
Current Drawdown Current decline from peak	-7.09%	-7.31%	+0.22%
Average Drawdown Average peak-to-trough decline	-3.52%	-4.66%	+1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.60%	—

Volatility

Volatility by Period

	SGRT	SPMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.60%	22.77%	+9.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.60%	19.08%	+13.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	20.09%	+12.51%