XMMO vs. GLRY
Compare and contrast key facts about Invesco S&P MidCap Momentum ETF (XMMO) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY).
XMMO and GLRY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. GLRY is an actively managed fund by Inspire. It was launched on Dec 7, 2020.
Performance
XMMO vs. GLRY - Performance Comparison
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XMMO vs. GLRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 5.26% |
GLRY Inspire Faithward Mid Cap Momentum ESG ETF | 4.52% | 16.50% | 16.59% | 19.58% | -22.50% | 15.97% | 4.13% |
Returns By Period
In the year-to-date period, XMMO achieves a 6.86% return, which is significantly higher than GLRY's 4.52% return.
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
GLRY
- 1D
- 0.75%
- 1M
- -5.53%
- YTD
- 4.52%
- 6M
- 0.48%
- 1Y
- 28.84%
- 3Y*
- 16.47%
- 5Y*
- 6.42%
- 10Y*
- —
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XMMO vs. GLRY - Expense Ratio Comparison
XMMO has a 0.33% expense ratio, which is lower than GLRY's 0.85% expense ratio.
Return for Risk
XMMO vs. GLRY — Risk / Return Rank
XMMO
GLRY
XMMO vs. GLRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). 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.
| XMMO | GLRY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.33 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.91 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.74 | -0.33 |
Martin ratioReturn relative to average drawdown | 11.42 | 8.94 | +2.49 |
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
| XMMO | GLRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.33 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.32 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.43 | +0.12 |
Correlation
The correlation between XMMO and GLRY is 0.89, 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
XMMO vs. GLRY - Dividend Comparison
XMMO's dividend yield for the trailing twelve months is around 0.70%, more than GLRY's 0.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
GLRY Inspire Faithward Mid Cap Momentum ESG ETF | 0.27% | 0.34% | 0.52% | 1.07% | 1.04% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMMO vs. GLRY - Drawdown Comparison
The maximum XMMO drawdown since its inception was -55.37%, which is greater than GLRY's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for XMMO and GLRY.
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Drawdown Indicators
| XMMO | GLRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -40.60% | -14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -10.93% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.91% | -34.63% | +6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | — | — |
Current DrawdownCurrent decline from peak | -2.62% | -6.80% | +4.18% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -16.50% | +6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.35% | -0.65% |
Volatility
XMMO vs. GLRY - Volatility Comparison
Invesco S&P MidCap Momentum ETF (XMMO) has a higher volatility of 9.04% compared to Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) at 7.42%. This indicates that XMMO's price experiences larger fluctuations and is considered to be riskier than GLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMO | GLRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 7.42% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 15.06% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 21.76% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 20.14% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 21.48% | +0.63% |