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TCV vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCV vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Towle Value ETF (TCV) 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

The year-to-date returns for both stocks are quite close, with TCV having a 27.04% return and XSVM slightly lower at 26.61%.


TCV

1D
-1.38%
1M
1.82%
6M
15.50%
YTD
27.04%
1Y
33.14%
3Y*
5Y*
10Y*
ALL TIME*
29.74%

XSVM

1D
-0.83%
1M
2.87%
6M
20.07%
YTD
26.61%
1Y
37.25%
3Y*
14.96%
5Y*
9.71%
10Y*
13.22%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$910.76K$643.64K$380.38K
$3.02M$2.38M$2.05M

TCV vs. XSVM - Yearly Performance Comparison


2026 (YTD)2025
TCV
Towle Value ETF
27.04%2.99%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
26.61%8.67%

Correlation

The correlation between TCV and XSVM is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2025

0.77

The correlation between TCV and XSVM has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

TCV vs. XSVM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TCV
TCV Risk / Return Rank: 7474
Overall Rank
TCV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TCV Sortino Ratio Rank: 7373
Sortino Ratio Rank
TCV Omega Ratio Rank: 6868
Omega Ratio Rank
TCV Calmar Ratio Rank: 7979
Calmar Ratio Rank
TCV Martin Ratio Rank: 7474
Martin Ratio Rank

XSVM
XSVM Risk / Return Rank: 8787
Overall Rank
XSVM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 8989
Sortino Ratio Rank
XSVM Omega Ratio Rank: 8585
Omega Ratio Rank
XSVM Calmar Ratio Rank: 8989
Calmar Ratio Rank
XSVM Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TCV vs. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Towle Value ETF (TCV) 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.


TCVXSVMDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.74

3.71

-0.97

Martin ratioReturn relative to average drawdown

8.79

11.85

-3.06

TCV vs. XSVM - Sharpe Ratio Comparison

The current TCV Sharpe Ratio is 1.61, which is comparable to the XSVM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of TCV 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

TCV vs. XSVM - Drawdown Comparison

The maximum TCV drawdown since its inception was -12.23%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for TCV and XSVM.


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Drawdown Indicators


TCVXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-62.57%

+50.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-10.08%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

Current Drawdown

Current decline from peak

-2.57%

-0.83%

-1.74%

Average Drawdown

Average peak-to-trough decline

-3.23%

-11.49%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.17%

+0.73%

Volatility

TCV vs. XSVM - Volatility Comparison

Towle Value ETF (TCV) has a higher volatility of 4.69% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 4.16%. This indicates that TCV's price experiences larger fluctuations and is considered to be riskier 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


TCVXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.16%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

11.81%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

17.93%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

22.34%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

25.01%

-3.94%

TCV vs. XSVM - Expense Ratio Comparison

TCV has a 0.85% expense ratio, which is higher than XSVM's 0.37% expense ratio.


Dividends

TCV vs. XSVM - Dividend Comparison

TCV's dividend yield for the trailing twelve months is around 0.57%, less than XSVM's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
TCV
Towle Value ETF
0.57%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


TCV and XSVM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCV has higher volatility (4.69%) compared to XSVM (4.16%). In terms of maximum drawdown, TCV dropped -12.23% vs XSVM's -62.57%.

On 1-year performance, XSVM leads with 37.25% vs 33.14% for TCV. On fees, XSVM is cheaper at 0.37% per year. On volatility, XSVM has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XSVM has performed better with a 37.25% return vs 33.14%. 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 0.85% for TCV.

XSVM has the higher dividend yield at 1.74%, compared with 0.57% for TCV.

TCV is categorized as Small Cap Value Equities, while XSVM is Momentum. They also come from different issuers: Towle and Invesco. Their fees differ too: 0.85% for TCV and 0.37% for XSVM.

XSVM currently has the higher Sharpe Ratio (2.09 vs 1.61), 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.

Portfolio Optimizer

Find the right allocation for TCV and XSVM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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