USML.L vs. DFSV
Compare and contrast key facts about Invesco S&P SmallCap 600 UCITS ETF A (USML.L) and Dimensional US Small Cap Value ETF (DFSV).
USML.L and DFSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USML.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Jan 29, 2019. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USML.L or DFSV.
Key characteristics
| USML.L | DFSV | |
|---|---|---|
| YTD Return | 15.39% | 14.10% |
| 1Y Return | 38.35% | 35.93% |
| Sharpe Ratio | 1.57 | 1.69 |
| Sortino Ratio | 2.39 | 2.53 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 1.67 | 2.88 |
| Martin Ratio | 8.70 | 8.99 |
| Ulcer Index | 3.63% | 3.97% |
| Daily Std Dev | 20.69% | 21.16% |
| Max Drawdown | -42.65% | -17.96% |
| Current Drawdown | -0.86% | -1.17% |
Correlation
The correlation between USML.L and DFSV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
USML.L vs. DFSV - Performance Comparison
In the year-to-date period, USML.L achieves a 15.39% return, which is significantly higher than DFSV's 14.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USML.L vs. DFSV - Expense Ratio Comparison
USML.L has a 0.14% expense ratio, which is lower than DFSV's 0.31% expense ratio.
Risk-Adjusted Performance
USML.L vs. DFSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 UCITS ETF A (USML.L) and Dimensional US Small Cap Value ETF (DFSV). 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.
Dividends
USML.L vs. DFSV - Dividend Comparison
USML.L has not paid dividends to shareholders, while DFSV's dividend yield for the trailing twelve months is around 1.16%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
USML.L Invesco S&P SmallCap 600 UCITS ETF A | 0.00% | 0.00% | 0.00% |
DFSV Dimensional US Small Cap Value ETF | 1.16% | 1.29% | 0.90% |
Drawdowns
USML.L vs. DFSV - Drawdown Comparison
The maximum USML.L drawdown since its inception was -42.65%, which is greater than DFSV's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for USML.L and DFSV. For additional features, visit the drawdowns tool.
Volatility
USML.L vs. DFSV - Volatility Comparison
The current volatility for Invesco S&P SmallCap 600 UCITS ETF A (USML.L) is 6.92%, while Dimensional US Small Cap Value ETF (DFSV) has a volatility of 8.18%. This indicates that USML.L experiences smaller price fluctuations and is considered to be less risky than DFSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.