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XMVM vs. MDYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMVM and MDYV is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XMVM vs. MDYV - 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 SPDR S&P 400 Mid Cap Value ETF (MDYV). The values are adjusted to include any dividend payments, if applicable.

320.00%340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
352.17%
357.18%
XMVM
MDYV

Key characteristics

Sharpe Ratio

XMVM:

0.05

MDYV:

0.17

Sortino Ratio

XMVM:

0.24

MDYV:

0.39

Omega Ratio

XMVM:

1.03

MDYV:

1.05

Calmar Ratio

XMVM:

0.05

MDYV:

0.16

Martin Ratio

XMVM:

0.14

MDYV:

0.54

Ulcer Index

XMVM:

8.04%

MDYV:

6.43%

Daily Std Dev

XMVM:

23.36%

MDYV:

20.96%

Max Drawdown

XMVM:

-62.82%

MDYV:

-60.70%

Current Drawdown

XMVM:

-16.35%

MDYV:

-14.98%

Returns By Period

In the year-to-date period, XMVM achieves a -6.75% return, which is significantly higher than MDYV's -8.14% return. Over the past 10 years, XMVM has outperformed MDYV with an annualized return of 8.44%, while MDYV has yielded a comparatively lower 7.67% annualized return.


XMVM

YTD

-6.75%

1M

-4.75%

6M

-6.71%

1Y

1.56%

5Y*

18.57%

10Y*

8.44%

MDYV

YTD

-8.14%

1M

-6.34%

6M

-6.77%

1Y

3.90%

5Y*

16.62%

10Y*

7.67%

*Annualized

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XMVM vs. MDYV - Expense Ratio Comparison

XMVM has a 0.39% expense ratio, which is higher than MDYV's 0.15% expense ratio.


Expense ratio chart for XMVM: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMVM: 0.39%
Expense ratio chart for MDYV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MDYV: 0.15%

Risk-Adjusted Performance

XMVM vs. MDYV — Risk-Adjusted Performance Rank

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

XMVM
The Risk-Adjusted Performance Rank of XMVM is 2323
Overall Rank
The Sharpe Ratio Rank of XMVM is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of XMVM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of XMVM is 2323
Omega Ratio Rank
The Calmar Ratio Rank of XMVM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of XMVM is 2222
Martin Ratio Rank

MDYV
The Risk-Adjusted Performance Rank of MDYV is 3232
Overall Rank
The Sharpe Ratio Rank of MDYV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MDYV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MDYV is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MDYV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of MDYV is 3131
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.

XMVM vs. MDYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Value with Momentum ETF (XMVM) and SPDR S&P 400 Mid Cap Value ETF (MDYV). 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 chart of Sharpe ratio for XMVM, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.00
XMVM: 0.05
MDYV: 0.17
The chart of Sortino ratio for XMVM, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.00
XMVM: 0.24
MDYV: 0.39
The chart of Omega ratio for XMVM, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
XMVM: 1.03
MDYV: 1.05
The chart of Calmar ratio for XMVM, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
XMVM: 0.05
MDYV: 0.16
The chart of Martin ratio for XMVM, currently valued at 0.14, compared to the broader market0.0020.0040.0060.00
XMVM: 0.14
MDYV: 0.54

The current XMVM Sharpe Ratio is 0.05, which is lower than the MDYV Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of XMVM and MDYV, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.05
0.17
XMVM
MDYV

Dividends

XMVM vs. MDYV - Dividend Comparison

XMVM's dividend yield for the trailing twelve months is around 1.98%, less than MDYV's 2.01% yield.


TTM20242023202220212020201920182017201620152014
XMVM
Invesco S&P MidCap Value with Momentum ETF
1.98%1.43%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%1.52%
MDYV
SPDR S&P 400 Mid Cap Value ETF
2.01%1.89%1.59%1.90%1.74%1.69%1.84%2.28%2.48%1.83%4.24%4.05%

Drawdowns

XMVM vs. MDYV - Drawdown Comparison

The maximum XMVM drawdown since its inception was -62.82%, roughly equal to the maximum MDYV drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for XMVM and MDYV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.35%
-14.98%
XMVM
MDYV

Volatility

XMVM vs. MDYV - Volatility Comparison

Invesco S&P MidCap Value with Momentum ETF (XMVM) and SPDR S&P 400 Mid Cap Value ETF (MDYV) have volatilities of 14.00% and 14.09%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.00%
14.09%
XMVM
MDYV