XSHD vs. TTC
Compare and contrast key facts about Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and The Toro Company (TTC).
XSHD is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility High Dividend Index. It was launched on Dec 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSHD or TTC.
Key characteristics
| XSHD | TTC | |
|---|---|---|
| YTD Return | -2.74% | -13.45% |
| 1Y Return | 6.85% | -4.10% |
| 3Y Return (Ann) | -7.27% | -5.61% |
| 5Y Return (Ann) | -3.06% | 2.87% |
| Sharpe Ratio | 0.42 | -0.11 |
| Sortino Ratio | 0.72 | 0.06 |
| Omega Ratio | 1.08 | 1.01 |
| Calmar Ratio | 0.25 | -0.12 |
| Martin Ratio | 1.09 | -0.34 |
| Ulcer Index | 7.09% | 10.62% |
| Daily Std Dev | 18.27% | 31.59% |
| Max Drawdown | -49.52% | -66.48% |
| Current Drawdown | -23.61% | -27.45% |
Correlation
The correlation between XSHD and TTC is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XSHD vs. TTC - Performance Comparison
In the year-to-date period, XSHD achieves a -2.74% return, which is significantly higher than TTC's -13.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XSHD vs. TTC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and The Toro Company (TTC). 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.
Dividends
XSHD vs. TTC - Dividend Comparison
XSHD's dividend yield for the trailing twelve months is around 7.26%, more than TTC's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 7.26% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% | 0.00% | 0.00% |
TTC The Toro Company | 1.75% | 1.44% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% | 0.97% |
Drawdowns
XSHD vs. TTC - Drawdown Comparison
The maximum XSHD drawdown since its inception was -49.52%, smaller than the maximum TTC drawdown of -66.48%. Use the drawdown chart below to compare losses from any high point for XSHD and TTC. For additional features, visit the drawdowns tool.
Volatility
XSHD vs. TTC - Volatility Comparison
The current volatility for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) is 5.42%, while The Toro Company (TTC) has a volatility of 6.98%. This indicates that XSHD experiences smaller price fluctuations and is considered to be less risky than TTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.