XSHD vs. TTC
XSHD (Invesco S&P SmallCap High Dividend Low Volatility ETF) is Volatility Hedged Equity fund tracking the S&P SmallCap 600 Low Volatility High Dividend Index, while TTC (The Toro Company) is a stock. Over the past 5 years, XSHD returned -4.65%/yr vs -1.72%/yr for TTC. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
XSHD vs. TTC - Performance Comparison
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Returns By Period
In the year-to-date period, XSHD achieves a 9.24% return, which is significantly lower than TTC's 16.81% return.
XSHD
- 1D
- 1.34%
- 1M
- 1.12%
- YTD
- 9.24%
- 6M
- 9.16%
- 1Y
- 6.83%
- 3Y*
- 2.49%
- 5Y*
- -4.65%
- 10Y*
- —
TTC
- 1D
- -1.12%
- 1M
- 0.84%
- YTD
- 16.81%
- 6M
- 17.03%
- 1Y
- 32.08%
- 3Y*
- -0.42%
- 5Y*
- -1.72%
- 10Y*
- 9.43%
XSHD vs. TTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 9.24% | -6.41% | -5.25% | 3.00% | -19.48% | 18.31% | -13.55% | 17.91% | -7.86% | 1.52% |
TTC The Toro Company | 16.81% | 0.34% | -15.16% | -13.97% | 14.88% | 6.48% | 20.66% | 44.40% | -13.13% | 17.90% |
Correlation
The correlation between XSHD and TTC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.52 |
The correlation between XSHD and TTC has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.
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Return for Risk
XSHD vs. TTC — Risk / Return Rank
XSHD
TTC
XSHD vs. TTC - Risk-Adjusted Trends 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.
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.
| XSHD | TTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.87 | -1.22 |
| Martin ratioReturn relative to average drawdown | 1.76 | 4.41 | -2.65 |
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Drawdowns
XSHD vs. TTC - Drawdown Comparison
The maximum XSHD drawdown since its inception was -49.53%, 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.
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Drawdown Indicators
| XSHD | TTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.53% | -66.48% | +16.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -17.22% | +6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -37.65% | +16.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.70% | -43.32% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.32% | — |
Current DrawdownCurrent decline from peak | -23.92% | -16.65% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -16.40% | -15.28% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 7.30% | -3.41% |
Volatility
XSHD vs. TTC - Volatility Comparison
The current volatility for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) is 3.90%, while The Toro Company (TTC) has a volatility of 7.17%. 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.
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Volatility by Period
| XSHD | TTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 7.17% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 15.91% | -5.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 25.10% | -10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 28.48% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 26.43% | -4.23% |
Dividends
XSHD vs. TTC - Dividend Comparison
XSHD's dividend yield for the trailing twelve months is around 5.22%, more than TTC's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTC The Toro Company | 1.70% | 1.94% | 1.82% | 1.44% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% |
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 5.22% | 6.45% | 7.25% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% |
Frequently Asked Questions
XSHD and TTC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTC has higher volatility (7.17%) compared to XSHD (3.90%). In terms of maximum drawdown, XSHD dropped -49.53% vs TTC's -66.48%.
TTC currently has the higher Sharpe Ratio (1.28 vs 0.46), 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.
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