XMLV vs. GURU

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P MidCap Low Volatility ETF (XMLV) and Global X Guru Index ETF (GURU).

XMLV and GURU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMLV is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Low Volatility Index. It was launched on Feb 15, 2013. GURU is a passively managed fund by Global X that tracks the performance of the Solactive Guru Index. It was launched on Jun 4, 2012. Both XMLV and GURU 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

XMLV vs. GURU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Low Volatility ETF (XMLV) and Global X Guru Index ETF (GURU). The values are adjusted to include any dividend payments, if applicable.

XMLV vs. GURU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XMLV Invesco S&P MidCap Low Volatility ETF	2.05%	5.55%	17.08%	1.86%	-6.55%	23.00%	-8.42%	23.77%	-0.16%	13.72%
GURU Global X Guru Index ETF	-4.73%	25.43%	23.76%	19.28%	-27.94%	8.19%	25.27%	30.99%	-6.56%	24.26%

Returns By Period

In the year-to-date period, XMLV achieves a 2.05% return, which is significantly higher than GURU's -4.73% return. Over the past 10 years, XMLV has underperformed GURU with an annualized return of 7.80%, while GURU has yielded a comparatively higher 11.03% annualized return.

XMLV

• 1D: 0.16%
• 1M: -5.34%
• YTD: 2.05%
• 6M: 0.99%
• 1Y: 4.82%
• 3Y*: 9.21%
• 5Y*: 5.94%
• 10Y*: 7.80%

GURU

• 1D: 1.18%
• 1M: -3.90%
• YTD: -4.73%
• 6M: -0.37%
• 1Y: 22.26%
• 3Y*: 19.55%
• 5Y*: 5.18%
• 10Y*: 11.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XMLV vs. GURU - Expense Ratio Comparison

XMLV has a 0.25% expense ratio, which is lower than GURU's 0.75% expense ratio.

GURU

Global X Guru Index ETF

XMLV

Invesco S&P MidCap Low Volatility ETF

Return for Risk

XMLV vs. GURU — Risk / Return Rank

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

XMLV

XMLV Risk / Return Rank: 22
XMLV Sharpe Ratio Rank: 21
XMLV Sortino Ratio Rank: 20
XMLV Omega Ratio Rank: 19
XMLV Calmar Ratio Rank: 22
XMLV Martin Ratio Rank: 26

GURU

GURU Risk / Return Rank: 60
GURU Sharpe Ratio Rank: 60
GURU Sortino Ratio Rank: 62
GURU Omega Ratio Rank: 60
GURU Calmar Ratio Rank: 60
GURU Martin Ratio Rank: 60

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.

XMLV vs. GURU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) and Global X Guru Index ETF (GURU). 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.

	XMLV	GURU	Difference
Sharpe ratio Return per unit of total volatility	0.35	1.10	-0.75
Sortino ratio Return per unit of downside risk	0.59	1.64	-1.05
Omega ratio Gain probability vs. loss probability	1.08	1.23	-0.15
Calmar ratio Return relative to maximum drawdown	0.49	1.64	-1.14
Martin ratio Return relative to average drawdown	2.11	6.33	-4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMLV vs. GURU - Sharpe Ratio Comparison

The current XMLV Sharpe Ratio is 0.35, which is lower than the GURU Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XMLV and GURU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XMLV	GURU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	1.10	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.26	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.55	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.60	0.00

Correlation

The correlation between XMLV and GURU is 0.69, 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

XMLV vs. GURU - Dividend Comparison

XMLV's dividend yield for the trailing twelve months is around 2.92%, more than GURU's 0.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XMLV Invesco S&P MidCap Low Volatility ETF	2.92%	2.87%	2.23%	2.34%	2.05%	1.14%	1.93%	2.02%	2.13%	1.74%	1.72%	1.85%
GURU Global X Guru Index ETF	0.12%	0.11%	0.17%	0.57%	0.22%	0.09%	2.75%	0.35%	0.54%	0.54%	0.22%	0.47%

Drawdowns

XMLV vs. GURU - Drawdown Comparison

The maximum XMLV drawdown since its inception was -39.86%, roughly equal to the maximum GURU drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XMLV and GURU.

Drawdown Indicators

	XMLV	GURU	Difference
Max Drawdown Largest peak-to-trough decline	-39.86%	-38.50%	-1.36%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	-13.33%	+2.66%
Max Drawdown (5Y) Largest decline over 5 years	-16.53%	-38.50%	+21.97%
Max Drawdown (10Y) Largest decline over 10 years	-39.86%	-38.50%	-1.36%
Current Drawdown Current decline from peak	-5.34%	-7.19%	+1.85%
Average Drawdown Average peak-to-trough decline	-4.29%	-8.75%	+4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	3.45%	-0.95%

Volatility

XMLV vs. GURU - Volatility Comparison

The current volatility for Invesco S&P MidCap Low Volatility ETF (XMLV) is 3.34%, while Global X Guru Index ETF (GURU) has a volatility of 6.75%. This indicates that XMLV experiences smaller price fluctuations and is considered to be less risky than GURU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XMLV	GURU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	6.75%	-3.41%
Volatility (6M) Calculated over the trailing 6-month period	7.16%	11.71%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	20.27%	-6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	20.27%	-5.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	20.08%	-3.11%