XMLV vs. SPLV

In the year-to-date period, XMLV achieves a 1.21% return, which is significantly lower than SPLV's 4.42% return. Over the past 10 years, XMLV has underperformed SPLV with an annualized return of 8.25%, while SPLV has yielded a comparatively higher 9.16% annualized return.

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Both XMLV and SPLV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) and Invesco S&P 500® Low Volatility ETF (SPLV). 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.

The current XMLV Sharpe Ratio is 0.80, which is comparable to the SPLV Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of XMLV and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XMLV's dividend yield for the trailing twelve months is around 2.53%, more than SPLV's 1.75% yield.

The maximum XMLV drawdown since its inception was -39.86%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for XMLV and SPLV.

Invesco S&P MidCap Low Volatility ETF (XMLV) and Invesco S&P 500® Low Volatility ETF (SPLV) have volatilities of 3.67% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.