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SMLE vs. PSMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMLE and PSMO is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SMLE vs. PSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P SmallCap 600 ESG ETF (SMLE) and Pacer Swan SOS Moderate (October) ETF (PSMO). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
7.56%
31.97%
SMLE
PSMO

Key characteristics

Returns By Period


SMLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PSMO

YTD

-1.93%

1M

0.14%

6M

-1.14%

1Y

3.65%

5Y*

N/A

10Y*

N/A

*Annualized

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SMLE vs. PSMO - Expense Ratio Comparison

SMLE has a 0.15% expense ratio, which is lower than PSMO's 0.60% expense ratio.


Expense ratio chart for PSMO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSMO: 0.60%
Expense ratio chart for SMLE: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMLE: 0.15%

Risk-Adjusted Performance

SMLE vs. PSMO — Risk-Adjusted Performance Rank

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

SMLE
The Risk-Adjusted Performance Rank of SMLE is 6767
Overall Rank
The Sharpe Ratio Rank of SMLE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SMLE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SMLE is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SMLE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SMLE is 3232
Martin Ratio Rank

PSMO
The Risk-Adjusted Performance Rank of PSMO is 5151
Overall Rank
The Sharpe Ratio Rank of PSMO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PSMO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PSMO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PSMO is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PSMO is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMLE vs. PSMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P SmallCap 600 ESG ETF (SMLE) and Pacer Swan SOS Moderate (October) ETF (PSMO). 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.


The chart of Sharpe ratio for SMLE, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
SMLE: 1.08
PSMO: 0.42
The chart of Sortino ratio for SMLE, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.00
SMLE: 1.99
PSMO: 0.65
The chart of Omega ratio for SMLE, currently valued at 1.95, compared to the broader market0.501.001.502.00
SMLE: 1.95
PSMO: 1.11
The chart of Calmar ratio for SMLE, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
SMLE: 0.05
PSMO: 0.41
The chart of Martin ratio for SMLE, currently valued at 3.20, compared to the broader market0.0020.0040.0060.00
SMLE: 3.20
PSMO: 1.87


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.08
0.42
SMLE
PSMO

Dividends

SMLE vs. PSMO - Dividend Comparison

Neither SMLE nor PSMO has paid dividends to shareholders.


TTM2024202320222021
SMLE
Xtrackers S&P SmallCap 600 ESG ETF
0.00%0.42%1.35%0.15%1.48%
PSMO
Pacer Swan SOS Moderate (October) ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMLE vs. PSMO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-84.87%
-4.22%
SMLE
PSMO

Volatility

SMLE vs. PSMO - Volatility Comparison

The current volatility for Xtrackers S&P SmallCap 600 ESG ETF (SMLE) is 0.00%, while Pacer Swan SOS Moderate (October) ETF (PSMO) has a volatility of 7.69%. This indicates that SMLE experiences smaller price fluctuations and is considered to be less risky than PSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril0
7.69%
SMLE
PSMO