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XMLV vs. SPLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMLV and SPLV is 0.73, 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.


Performance

XMLV vs. SPLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Low Volatility ETF (XMLV) and Invesco S&P 500® Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

180.00%190.00%200.00%210.00%220.00%230.00%December2025FebruaryMarchAprilMay
209.59%
225.39%
XMLV
SPLV

Key characteristics

Sharpe Ratio

XMLV:

0.82

SPLV:

1.22

Sortino Ratio

XMLV:

1.25

SPLV:

1.67

Omega Ratio

XMLV:

1.16

SPLV:

1.24

Calmar Ratio

XMLV:

0.92

SPLV:

1.75

Martin Ratio

XMLV:

2.99

SPLV:

5.49

Ulcer Index

XMLV:

4.23%

SPLV:

2.90%

Daily Std Dev

XMLV:

15.39%

SPLV:

13.09%

Max Drawdown

XMLV:

-39.86%

SPLV:

-36.26%

Current Drawdown

XMLV:

-5.47%

SPLV:

-2.55%

Returns By Period

In the year-to-date period, XMLV achieves a 1.04% return, which is significantly lower than SPLV's 4.79% return. Over the past 10 years, XMLV has underperformed SPLV with an annualized return of 8.43%, while SPLV has yielded a comparatively higher 9.17% annualized return.


XMLV

YTD

1.04%

1M

8.18%

6M

-2.67%

1Y

11.04%

5Y*

9.97%

10Y*

8.43%

SPLV

YTD

4.79%

1M

6.11%

6M

1.28%

1Y

14.56%

5Y*

10.36%

10Y*

9.17%

*Annualized

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XMLV vs. SPLV - Expense Ratio Comparison

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%.


Risk-Adjusted Performance

XMLV vs. SPLV — Risk-Adjusted Performance Rank

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

XMLV
The Risk-Adjusted Performance Rank of XMLV is 7575
Overall Rank
The Sharpe Ratio Rank of XMLV is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of XMLV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of XMLV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of XMLV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of XMLV is 7373
Martin Ratio Rank

SPLV
The Risk-Adjusted Performance Rank of SPLV is 8686
Overall Rank
The Sharpe Ratio Rank of SPLV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLV is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SPLV is 8585
Omega Ratio Rank
The Calmar Ratio Rank of SPLV is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SPLV is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMLV vs. SPLV - Risk-Adjusted Performance Comparison

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 0.82, which is lower than the SPLV Sharpe Ratio of 1.22. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.72
1.12
XMLV
SPLV

Dividends

XMLV vs. SPLV - Dividend Comparison

XMLV's dividend yield for the trailing twelve months is around 2.53%, more than SPLV's 1.73% yield.


TTM20242023202220212020201920182017201620152014
XMLV
Invesco S&P MidCap Low Volatility ETF
2.53%2.23%2.34%2.05%1.14%1.93%2.02%2.13%1.74%1.72%1.85%2.00%
SPLV
Invesco S&P 500® Low Volatility ETF
1.73%1.88%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%2.20%

Drawdowns

XMLV vs. SPLV - Drawdown Comparison

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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.47%
-2.55%
XMLV
SPLV

Volatility

XMLV vs. SPLV - Volatility Comparison

Invesco S&P MidCap Low Volatility ETF (XMLV) has a higher volatility of 7.11% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 6.05%. This indicates that XMLV's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.11%
6.05%
XMLV
SPLV