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XME vs. SQLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XME vs. SQLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Metals & Mining ETF (XME) and Royce Quant Small-Cap Quality Value ETF (SQLV). The values are adjusted to include any dividend payments, if applicable.

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XME vs. SQLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XME
SPDR S&P Metals & Mining ETF
4.31%83.47%-4.54%21.51%13.13%34.92%15.95%14.69%-26.78%18.72%
SQLV
Royce Quant Small-Cap Quality Value ETF
2.33%2.50%4.76%21.21%-12.86%37.14%7.13%17.41%-10.55%8.51%

Returns By Period

In the year-to-date period, XME achieves a 4.31% return, which is significantly higher than SQLV's 2.33% return.


XME

1D
4.40%
1M
-9.45%
YTD
4.31%
6M
16.12%
1Y
93.75%
3Y*
27.50%
5Y*
22.88%
10Y*
19.54%

SQLV

1D
1.41%
1M
-3.07%
YTD
2.33%
6M
3.74%
1Y
17.85%
3Y*
8.87%
5Y*
5.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XME vs. SQLV - Expense Ratio Comparison

XME has a 0.35% expense ratio, which is lower than SQLV's 0.60% expense ratio.


Return for Risk

XME vs. SQLV — Risk / Return Rank

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

XME
XME Risk / Return Rank: 9494
Overall Rank
XME Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XME Sortino Ratio Rank: 9595
Sortino Ratio Rank
XME Omega Ratio Rank: 9494
Omega Ratio Rank
XME Calmar Ratio Rank: 9696
Calmar Ratio Rank
XME Martin Ratio Rank: 9191
Martin Ratio Rank

SQLV
SQLV Risk / Return Rank: 4848
Overall Rank
SQLV Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SQLV Sortino Ratio Rank: 4848
Sortino Ratio Rank
SQLV Omega Ratio Rank: 4242
Omega Ratio Rank
SQLV Calmar Ratio Rank: 5454
Calmar Ratio Rank
SQLV Martin Ratio Rank: 4949
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.

XME vs. SQLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and Royce Quant Small-Cap Quality Value ETF (SQLV). 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.


XMESQLVDifference

Sharpe ratio

Return per unit of total volatility

2.63

0.81

+1.82

Sortino ratio

Return per unit of downside risk

3.07

1.29

+1.79

Omega ratio

Gain probability vs. loss probability

1.42

1.16

+0.25

Calmar ratio

Return relative to maximum drawdown

4.05

1.37

+2.68

Martin ratio

Return relative to average drawdown

11.64

4.69

+6.95

XME vs. SQLV - Sharpe Ratio Comparison

The current XME Sharpe Ratio is 2.63, which is higher than the SQLV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XME and SQLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMESQLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.81

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.25

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.34

-0.18

Correlation

The correlation between XME and SQLV is 0.56, 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.


Dividends

XME vs. SQLV - Dividend Comparison

XME's dividend yield for the trailing twelve months is around 0.35%, less than SQLV's 1.11% yield.


TTM20252024202320222021202020192018201720162015
XME
SPDR S&P Metals & Mining ETF
0.35%0.38%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%
SQLV
Royce Quant Small-Cap Quality Value ETF
1.11%1.15%1.11%1.09%1.24%1.12%1.22%1.20%1.08%0.40%0.00%0.00%

Drawdowns

XME vs. SQLV - Drawdown Comparison

The maximum XME drawdown since its inception was -85.89%, which is greater than SQLV's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for XME and SQLV.


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Drawdown Indicators


XMESQLVDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-48.34%

-37.55%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-12.92%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-26.86%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-17.77%

-5.16%

-12.61%

Average Drawdown

Average peak-to-trough decline

-44.45%

-9.10%

-35.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

3.79%

+4.08%

Volatility

XME vs. SQLV - Volatility Comparison

SPDR S&P Metals & Mining ETF (XME) has a higher volatility of 11.55% compared to Royce Quant Small-Cap Quality Value ETF (SQLV) at 5.25%. This indicates that XME's price experiences larger fluctuations and is considered to be riskier than SQLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMESQLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

5.25%

+6.30%

Volatility (6M)

Calculated over the trailing 6-month period

28.02%

12.40%

+15.62%

Volatility (1Y)

Calculated over the trailing 1-year period

35.81%

22.07%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.46%

21.04%

+11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.98%

23.50%

+9.48%