VTWG vs. XSHQ
Compare and contrast key facts about Vanguard Russell 2000 Growth ETF (VTWG) and Invesco S&P SmallCap Quality ETF (XSHQ).
VTWG and XSHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWG is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Growth Index. It was launched on Sep 20, 2010. XSHQ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Quality Index. It was launched on Apr 6, 2017. Both VTWG and XSHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VTWG vs. XSHQ - Performance Comparison
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VTWG vs. XSHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWG Vanguard Russell 2000 Growth ETF | -2.07% | 13.07% | 15.15% | 18.90% | -26.49% | 2.84% | 34.72% | 28.75% | -9.45% | 13.51% |
XSHQ Invesco S&P SmallCap Quality ETF | 1.02% | 0.89% | 7.49% | 23.88% | -15.01% | 23.99% | 11.81% | 17.37% | -6.11% | 7.18% |
Returns By Period
In the year-to-date period, VTWG achieves a -2.07% return, which is significantly lower than XSHQ's 1.02% return.
VTWG
- 1D
- 0.76%
- 1M
- -6.57%
- YTD
- -2.07%
- 6M
- -0.89%
- 1Y
- 24.55%
- 3Y*
- 12.59%
- 5Y*
- 1.47%
- 10Y*
- 9.83%
XSHQ
- 1D
- 0.47%
- 1M
- -3.94%
- YTD
- 1.02%
- 6M
- -0.13%
- 1Y
- 9.16%
- 3Y*
- 9.24%
- 5Y*
- 4.16%
- 10Y*
- —
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VTWG vs. XSHQ - Expense Ratio Comparison
VTWG has a 0.15% expense ratio, which is lower than XSHQ's 0.29% expense ratio.
Return for Risk
VTWG vs. XSHQ — Risk / Return Rank
VTWG
XSHQ
VTWG vs. XSHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth ETF (VTWG) and Invesco S&P SmallCap Quality ETF (XSHQ). 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.
| VTWG | XSHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.43 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.79 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.65 | +1.01 |
Martin ratioReturn relative to average drawdown | 5.61 | 2.03 | +3.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTWG | XSHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.43 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.20 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.33 | +0.14 |
Correlation
The correlation between VTWG and XSHQ is 0.82, 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.
Dividends
VTWG vs. XSHQ - Dividend Comparison
VTWG's dividend yield for the trailing twelve months is around 0.70%, less than XSHQ's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWG Vanguard Russell 2000 Growth ETF | 0.70% | 0.64% | 0.55% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% |
XSHQ Invesco S&P SmallCap Quality ETF | 1.49% | 1.48% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.60% | 0.00% | 0.00% |
Drawdowns
VTWG vs. XSHQ - Drawdown Comparison
The maximum VTWG drawdown since its inception was -42.07%, which is greater than XSHQ's maximum drawdown of -38.33%. Use the drawdown chart below to compare losses from any high point for VTWG and XSHQ.
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Drawdown Indicators
| VTWG | XSHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.07% | -38.33% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -13.48% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -40.49% | -27.34% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | — | — |
Current DrawdownCurrent decline from peak | -10.52% | -9.02% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -9.47% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 4.34% | +0.07% |
Volatility
VTWG vs. XSHQ - Volatility Comparison
Vanguard Russell 2000 Growth ETF (VTWG) has a higher volatility of 8.83% compared to Invesco S&P SmallCap Quality ETF (XSHQ) at 5.90%. This indicates that VTWG's price experiences larger fluctuations and is considered to be riskier than XSHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWG | XSHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.83% | 5.90% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 12.67% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 21.56% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 21.34% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 23.26% | +0.88% |