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SMLK.DE vs. VIOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLK.DE vs. VIOV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMLK.DE is traded in EUR, while VIOV is traded in USD. To make them comparable, the VIOV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMLK.DE achieves a 14.65% return, which is significantly lower than VIOV's 16.66% return.


SMLK.DE

1D
-0.23%
1M
2.38%
YTD
14.65%
6M
15.25%
1Y
29.36%
3Y*
11.90%
5Y*
6.72%
10Y*

VIOV

1D
-1.07%
1M
2.99%
YTD
16.66%
6M
15.39%
1Y
34.33%
3Y*
11.26%
5Y*
6.74%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLK.DE vs. VIOV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMLK.DE
Invesco S&P SmallCap 600 UCITS ETF A
14.65%-4.02%13.30%13.97%-11.83%10.98%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
16.66%-6.03%14.54%11.90%-5.87%9.43%

Correlation

The correlation between SMLK.DE and VIOV is 0.70, 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

0.70

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

0.68

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

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.65

The correlation between SMLK.DE and VIOV has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

SMLK.DE vs. VIOV — Risk / Return Rank

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

SMLK.DE
SMLK.DE Risk / Return Rank: 6363
Overall Rank
SMLK.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SMLK.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SMLK.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SMLK.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SMLK.DE Martin Ratio Rank: 7272
Martin Ratio Rank

VIOV
VIOV Risk / Return Rank: 6464
Overall Rank
VIOV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIOV Sortino Ratio Rank: 6161
Sortino Ratio Rank
VIOV Omega Ratio Rank: 5555
Omega Ratio Rank
VIOV Calmar Ratio Rank: 7777
Calmar Ratio Rank
VIOV Martin Ratio Rank: 6969
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.

SMLK.DE vs. VIOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.


SMLK.DEVIOVDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

4.75

4.65

+0.10

Martin ratioReturn relative to average drawdown

13.42

14.92

-1.50

SMLK.DE vs. VIOV - Sharpe Ratio Comparison

The current SMLK.DE Sharpe Ratio is 1.78, which is comparable to the VIOV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SMLK.DE and VIOV, 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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Sharpe Ratios by Period


SMLK.DEVIOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.91

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.31

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.55

-0.22

Drawdowns

SMLK.DE vs. VIOV - Drawdown Comparison

The maximum SMLK.DE drawdown since its inception was -32.69%, smaller than the maximum VIOV drawdown of -43.38%. Use the drawdown chart below to compare losses from any high point for SMLK.DE and VIOV.


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Drawdown Indicators


SMLK.DEVIOVDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-43.38%

+10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-7.41%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-32.69%

-32.59%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-32.59%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

Current Drawdown

Current decline from peak

-0.68%

-1.07%

+0.39%

Average Drawdown

Average peak-to-trough decline

-8.96%

-7.62%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.31%

-0.13%

Volatility

SMLK.DE vs. VIOV - Volatility Comparison

Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 3.98% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLK.DEVIOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.05%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

11.60%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

18.26%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

21.60%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

24.18%

-4.20%

SMLK.DE vs. VIOV - Expense Ratio Comparison

SMLK.DE has a 0.14% expense ratio, which is higher than VIOV's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SMLK.DE vs. VIOV - Dividend Comparison

SMLK.DE has not paid dividends to shareholders, while VIOV's dividend yield for the trailing twelve months is around 1.59%.


PositionTTM20252024202320222021202020192018201720162015
SMLK.DE
Invesco S&P SmallCap 600 UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.59%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%

Frequently Asked Questions


SMLK.DE and VIOV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIOV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIOV is cheaper with a 0.10% expense ratio, compared with 0.14% for SMLK.DE.

SMLK.DE is categorized as Small Cap Blend Equities, while VIOV is Small Cap Value Equities. SMLK.DE tracks S&P SmallCap 600, while VIOV tracks S&P SmallCap 600 Value Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.14% for SMLK.DE and 0.10% for VIOV.

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