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XMVM vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMVM vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Value with Momentum ETF (XMVM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XMVM achieves a 9.41% return, which is significantly lower than CMDT's 15.54% return.


XMVM

1D
-0.03%
1M
3.04%
YTD
9.41%
6M
7.97%
1Y
31.96%
3Y*
17.68%
5Y*
11.85%
10Y*
11.84%

CMDT

1D
-0.25%
1M
-9.16%
YTD
15.54%
6M
17.61%
1Y
21.69%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVM vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
XMVM
Invesco S&P MidCap Value with Momentum ETF
9.41%18.46%11.73%22.96%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
15.54%12.78%6.93%5.37%

Correlation

The correlation between XMVM and CMDT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.12

The correlation between XMVM and CMDT shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XMVM vs. CMDT — Risk / Return Rank

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

XMVM
XMVM Risk / Return Rank: 6969
Overall Rank
XMVM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XMVM Sortino Ratio Rank: 7373
Sortino Ratio Rank
XMVM Omega Ratio Rank: 6767
Omega Ratio Rank
XMVM Calmar Ratio Rank: 7474
Calmar Ratio Rank
XMVM Martin Ratio Rank: 6363
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5353
Overall Rank
CMDT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5353
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4949
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4949
Calmar Ratio Rank
CMDT Martin Ratio Rank: 6060
Martin Ratio Rank
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.

XMVM vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Value with Momentum ETF (XMVM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMVMCMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

3.50

2.30

+1.20

Martin ratioReturn relative to average drawdown

10.82

9.95

+0.87

XMVM vs. CMDT - Sharpe Ratio Comparison

The current XMVM Sharpe Ratio is 2.11, which is comparable to the CMDT Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XMVM and CMDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XMVM vs. CMDT - Drawdown Comparison

The maximum XMVM drawdown since its inception was -62.83%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for XMVM and CMDT.


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Drawdown Indicators


XMVMCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-9.69%

-53.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.46%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-9.69%

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

Current Drawdown

Current decline from peak

-2.43%

-9.46%

+7.03%

Average Drawdown

Average peak-to-trough decline

-10.25%

-2.75%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.19%

+0.77%

Volatility

XMVM vs. CMDT - Volatility Comparison

Invesco S&P MidCap Value with Momentum ETF (XMVM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) have volatilities of 3.34% and 3.30%, 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.


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Volatility by Period


XMVMCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.30%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

10.50%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

12.57%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

12.23%

+9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

12.23%

+10.57%

XMVM vs. CMDT - Expense Ratio Comparison

XMVM has a 0.39% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

XMVM vs. CMDT - Dividend Comparison

XMVM's dividend yield for the trailing twelve months is around 1.93%, less than CMDT's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.62%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVM
Invesco S&P MidCap Value with Momentum ETF
1.93%2.07%1.43%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%

Frequently Asked Questions


XMVM and CMDT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMVM has higher volatility (3.34%) compared to CMDT (3.30%). In terms of maximum drawdown, XMVM dropped -62.83% vs CMDT's -9.69%.

On 3-year performance, XMVM leads with 17.68% vs 12.77% for CMDT. On fees, XMVM is cheaper at 0.39% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XMVM has performed better with a 17.68% return vs 12.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XMVM is cheaper with a 0.39% expense ratio, compared with 0.65% for CMDT.

CMDT has the higher dividend yield at 2.62%, compared with 1.93% for XMVM.

XMVM is categorized as Momentum, while CMDT is Commodities. XMVM tracks S&P MidCap 400 High Momentum Value Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.39% for XMVM and 0.65% for CMDT.

XMVM currently has the higher Sharpe Ratio (2.11 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XMVM and CMDT

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