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SYLD vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SYLD vs. XSVM

Last updated Jun 13, 2026

SYLD (Cambria Shareholder Yield ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - SYLD is a Mid Cap Value Equities fund actively managed by Cambria, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. SYLD is actively managed, while XSVM is passively managed. Over the past 10 years, SYLD returned 13.58%/yr vs 13.23%/yr for XSVM. Their correlation of 0.88 suggests significant overlap in exposure. SYLD charges 0.59%/yr vs 0.37%/yr for XSVM.

Performance

SYLD vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYLD achieves a 17.19% return, which is significantly lower than XSVM's 21.88% return. Both investments have delivered pretty close results over the past 10 years, with SYLD having a 13.58% annualized return and XSVM not far behind at 13.23%.

SYLD

1D
0.98%
1M
4.18%
YTD
17.19%
6M
13.91%
1Y
29.68%
3Y*
12.81%
5Y*
6.52%
10Y*
13.58%

XSVM

1D
1.17%
1M
5.46%
YTD
21.88%
6M
18.48%
1Y
42.01%
3Y*
16.38%
5Y*
7.44%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYLD vs. XSVM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SYLD
Cambria Shareholder Yield ETF		17.19%3.94%3.37%16.46%-6.14%48.59%13.61%26.98%-13.51%20.03%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		21.88%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Correlation

The correlation between SYLD and XSVM is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

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

0.90

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.88

The correlation between SYLD and XSVM has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

SYLD vs. XSVM - Sectors Allocation Comparison

Sectors
SYLD
XSVM

Consumer Cyclical

22.9%
17.0%

Financial Services

22.7%
38.8%

Energy

17.7%
9.9%

Industrials

8.1%
6.7%

Basic Materials

7.9%
1.9%

Consumer Defensive

6.8%
7.3%

Communication Services

6.0%
2.9%

Healthcare

5.6%
1.4%

Technology

2.3%
7.8%

Real Estate

-

5.0%

Utilities

-

1.3%

Consumer Cyclical

SYLD
22.9%
XSVM
17.0%

Financial Services

SYLD
22.7%
XSVM
38.8%

Energy

SYLD
17.7%
XSVM
9.9%

Industrials

SYLD
8.1%
XSVM
6.7%

Basic Materials

SYLD
7.9%
XSVM
1.9%

Consumer Defensive

SYLD
6.8%
XSVM
7.3%

Communication Services

SYLD
6.0%
XSVM
2.9%

Healthcare

SYLD
5.6%
XSVM
1.4%

Technology

SYLD
2.3%
XSVM
7.8%

Real Estate

SYLD

-

XSVM
5.0%

Utilities

SYLD

-

XSVM
1.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambria Shareholder Yield ETF

Invesco S&P SmallCap Value with Momentum ETF

Often compared with SYLD:
SYLD vs. SCHDSYLD vs. SDYSYLD vs. COWZSYLD vs. FVSYLD vs. PKWSYLD vs. LCSSXSYLD vs. XMVM
Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX

Return for Risk

SYLD vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SYLD
SYLD Risk / Return Rank: 6969
Overall Rank
SYLD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 7070
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5959
Omega Ratio Rank
SYLD Calmar Ratio Rank: 8585
Calmar Ratio Rank
SYLD Martin Ratio Rank: 6969
Martin Ratio Rank
XSVM
XSVM Risk / Return Rank: 7676
Overall Rank
XSVM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7878
Sortino Ratio Rank
XSVM Omega Ratio Rank: 7272
Omega Ratio Rank
XSVM Calmar Ratio Rank: 8383
Calmar Ratio Rank
XSVM Martin Ratio Rank: 7373
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.

SYLD vs. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SYLDXSVMDifference
Sharpe ratioReturn per unit of total volatility
1.81
2.09

-0.28

Sortino ratioReturn per unit of downside risk
2.75
3.00

-0.25

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

4.07

3.86

+0.21

Martin ratioReturn relative to average drawdown

11.04

11.98

-0.94

SYLD vs. XSVM - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.81, which is comparable to the XSVM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SYLD and XSVM, 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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Drawdowns

SYLD vs. XSVM - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for SYLD and XSVM.

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Drawdown Indicators

SYLDXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-45.36%

-62.57%

+17.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-10.08%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-26.21%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-26.21%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-49.02%

+3.66%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.65%

-11.55%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.26%

-0.71%

Volatility

SYLD vs. XSVM - Volatility Comparison

The current volatility for Cambria Shareholder Yield ETF (SYLD) is 3.35%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 5.09%. This indicates that SYLD 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

SYLDXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

5.09%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

12.03%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

18.60%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

22.61%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

25.08%

-2.13%

SYLD vs. XSVM - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than XSVM's 0.37% expense ratio.

Dividends

SYLD vs. XSVM - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.81%, more than XSVM's 1.74% yield.

PositionTTM20252024202320222021202020192018201720162015
SYLD
Cambria Shareholder Yield ETF		1.81%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.74%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

SYLD and XSVM have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVM has higher volatility (5.09%) compared to SYLD (3.35%). In terms of maximum drawdown, SYLD dropped -45.36% vs XSVM's -62.57%.

On 10-year performance, SYLD leads with 13.58% vs 13.23% for XSVM. On fees, XSVM is cheaper at 0.37% per year. On volatility, SYLD has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SYLD has performed better with a 13.58% return vs 13.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.59% for SYLD.

SYLD has the higher dividend yield at 1.81%, compared with 1.74% for XSVM.

SYLD is categorized as Mid Cap Value Equities, while XSVM is Momentum. They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.59% for SYLD and 0.37% for XSVM.

XSVM currently has the higher Sharpe Ratio (2.09 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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