XMVM vs. ECML
Compare and contrast key facts about Invesco S&P MidCap Value with Momentum ETF (XMVM) and EA Series Trust - Euclidean Fundamental Value ETF (ECML).
XMVM and ECML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMVM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 High Momentum Value Index. It was launched on Mar 3, 2005. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023.
Performance
XMVM vs. ECML - Performance Comparison
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XMVM vs. ECML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.15% | 18.46% | 11.73% | 19.01% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
Returns By Period
In the year-to-date period, XMVM achieves a 2.15% return, which is significantly lower than ECML's 8.76% return.
XMVM
- 1D
- 1.48%
- 1M
- -2.46%
- YTD
- 2.15%
- 6M
- 6.81%
- 1Y
- 26.23%
- 3Y*
- 16.45%
- 5Y*
- 9.64%
- 10Y*
- 11.62%
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XMVM vs. ECML - Expense Ratio Comparison
XMVM has a 0.39% expense ratio, which is lower than ECML's 0.95% expense ratio.
Return for Risk
XMVM vs. ECML — Risk / Return Rank
XMVM
ECML
XMVM vs. ECML - 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 EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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.
| XMVM | ECML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.05 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.62 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.61 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.24 | 6.01 | +1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMVM | ECML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.05 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.79 | -0.37 |
Correlation
The correlation between XMVM and ECML is 0.87, 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
XMVM vs. ECML - Dividend Comparison
XMVM's dividend yield for the trailing twelve months is around 2.07%, more than ECML's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.07% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMVM vs. ECML - Drawdown Comparison
The maximum XMVM drawdown since its inception was -62.83%, which is greater than ECML's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for XMVM and ECML.
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Drawdown Indicators
| XMVM | ECML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.83% | -24.66% | -38.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -12.96% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.07% | — | — |
Current DrawdownCurrent decline from peak | -6.32% | -2.69% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -6.19% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.48% | +0.20% |
Volatility
XMVM vs. ECML - Volatility Comparison
Invesco S&P MidCap Value with Momentum ETF (XMVM) and EA Series Trust - Euclidean Fundamental Value ETF (ECML) have volatilities of 4.49% and 4.48%, 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
| XMVM | ECML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.48% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 10.17% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 19.29% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 18.69% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.81% | 18.69% | +4.12% |