XMVM vs. SYLD
Compare and contrast key facts about Invesco S&P MidCap Value with Momentum ETF (XMVM) and Cambria Shareholder Yield ETF (SYLD).
XMVM and SYLD 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. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
XMVM vs. SYLD - Performance Comparison
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XMVM vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.15% | 18.46% | 11.73% | 16.31% | -8.21% | 35.15% | 5.68% | 30.38% | -9.62% | 2.79% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, XMVM achieves a 2.15% return, which is significantly lower than SYLD's 9.10% return. Over the past 10 years, XMVM has underperformed SYLD with an annualized return of 11.62%, while SYLD has yielded a comparatively higher 12.45% annualized 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%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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XMVM vs. SYLD - Expense Ratio Comparison
XMVM has a 0.39% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
XMVM vs. SYLD — Risk / Return Rank
XMVM
SYLD
XMVM vs. SYLD - 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 Cambria Shareholder Yield ETF (SYLD). 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 | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.97 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.51 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.42 | +0.54 |
Martin ratioReturn relative to average drawdown | 7.24 | 5.52 | +1.72 |
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 | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.97 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.33 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.54 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.56 | -0.14 |
Correlation
The correlation between XMVM and SYLD 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
XMVM vs. SYLD - Dividend Comparison
XMVM's dividend yield for the trailing twelve months is around 2.07%, more than SYLD's 1.94% 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% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
XMVM vs. SYLD - Drawdown Comparison
The maximum XMVM drawdown since its inception was -62.83%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for XMVM and SYLD.
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Drawdown Indicators
| XMVM | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.83% | -45.36% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -14.90% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -26.62% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -45.07% | -45.36% | +0.29% |
Current DrawdownCurrent decline from peak | -6.32% | -3.17% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -5.72% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.83% | -0.15% |
Volatility
XMVM vs. SYLD - Volatility Comparison
Invesco S&P MidCap Value with Momentum ETF (XMVM) has a higher volatility of 4.49% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that XMVM's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMVM | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.04% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 11.47% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 21.53% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 20.91% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.81% | 22.97% | -0.16% |