SMIG vs. XSVM
Compare and contrast key facts about Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
SMIG and XSVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021. XSVM 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.
Performance
SMIG vs. XSVM - Performance Comparison
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SMIG vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.67% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 20.20% | -13.63% | 8.96% |
Returns By Period
In the year-to-date period, SMIG achieves a 2.67% return, which is significantly lower than XSVM's 6.63% return.
SMIG
- 1D
- 0.27%
- 1M
- -5.91%
- YTD
- 2.67%
- 6M
- 0.67%
- 1Y
- 4.18%
- 3Y*
- 10.28%
- 5Y*
- —
- 10Y*
- —
XSVM
- 1D
- 0.60%
- 1M
- -2.33%
- YTD
- 6.63%
- 6M
- 8.31%
- 1Y
- 22.91%
- 3Y*
- 12.18%
- 5Y*
- 6.23%
- 10Y*
- 12.22%
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SMIG vs. XSVM - Expense Ratio Comparison
SMIG has a 0.60% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Return for Risk
SMIG vs. XSVM — Risk / Return Rank
SMIG
XSVM
SMIG vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) 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.
| SMIG | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.03 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.57 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.75 | -1.33 |
Martin ratioReturn relative to average drawdown | 1.38 | 5.69 | -4.31 |
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
| SMIG | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.03 | -0.77 |
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 | 0.35 | 0.35 | 0.00 |
Correlation
The correlation between SMIG and XSVM is 0.86, 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
SMIG vs. XSVM - Dividend Comparison
SMIG's dividend yield for the trailing twelve months is around 1.85%, less than XSVM's 1.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.99% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Drawdowns
SMIG vs. XSVM - Drawdown Comparison
The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for SMIG and XSVM.
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Drawdown Indicators
| SMIG | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -62.57% | +42.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -13.35% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.02% | — |
Current DrawdownCurrent decline from peak | -6.76% | -5.23% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -11.65% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 4.11% | -0.42% |
Volatility
SMIG vs. XSVM - Volatility Comparison
The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 4.01%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.34%. This indicates that SMIG 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
| SMIG | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.34% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 13.20% | -4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 22.34% | -6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 22.98% | -6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 25.07% | -8.75% |