XMHQ vs. VFMV
Compare and contrast key facts about Invesco S&P MidCap Quality ETF (XMHQ) and Vanguard U.S. Minimum Volatility ETF (VFMV).
XMHQ and VFMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
XMHQ vs. VFMV - Performance Comparison
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XMHQ vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XMHQ Invesco S&P MidCap Quality ETF | 2.09% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -8.27% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.90% | 10.52% | 16.91% | 8.86% | -5.73% | 20.75% | -0.19% | 27.26% | -1.10% |
Returns By Period
In the year-to-date period, XMHQ achieves a 2.09% return, which is significantly lower than VFMV's 2.90% return.
XMHQ
- 1D
- 1.01%
- 1M
- -4.01%
- YTD
- 2.09%
- 6M
- -0.40%
- 1Y
- 13.46%
- 3Y*
- 14.90%
- 5Y*
- 8.29%
- 10Y*
- 12.53%
VFMV
- 1D
- 0.35%
- 1M
- -4.26%
- YTD
- 2.90%
- 6M
- 3.50%
- 1Y
- 7.75%
- 3Y*
- 12.83%
- 5Y*
- 9.31%
- 10Y*
- —
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XMHQ vs. VFMV - Expense Ratio Comparison
XMHQ has a 0.25% expense ratio, which is higher than VFMV's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XMHQ vs. VFMV — Risk / Return Rank
XMHQ
VFMV
XMHQ vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.
| XMHQ | VFMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.63 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.94 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.80 | +0.38 |
Martin ratioReturn relative to average drawdown | 4.29 | 3.69 | +0.60 |
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
| XMHQ | VFMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.63 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.80 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.66 | -0.22 |
Correlation
The correlation between XMHQ and VFMV is 0.76, 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
XMHQ vs. VFMV - Dividend Comparison
XMHQ's dividend yield for the trailing twelve months is around 0.59%, less than VFMV's 2.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMHQ Invesco S&P MidCap Quality ETF | 0.59% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.04% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMHQ vs. VFMV - Drawdown Comparison
The maximum XMHQ drawdown since its inception was -58.19%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for XMHQ and VFMV.
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Drawdown Indicators
| XMHQ | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -33.64% | -24.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -9.63% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -15.41% | -10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | — | — |
Current DrawdownCurrent decline from peak | -4.40% | -4.26% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -3.69% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.09% | +1.35% |
Volatility
XMHQ vs. VFMV - Volatility Comparison
Invesco S&P MidCap Quality ETF (XMHQ) has a higher volatility of 5.99% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.43%. This indicates that XMHQ's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMHQ | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 3.43% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 6.62% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 12.28% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 11.77% | +8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.69% | 14.34% | +6.35% |