XSHD vs. VIG
Compare and contrast key facts about Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and Vanguard Dividend Appreciation ETF (VIG).
XSHD and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013. Both XSHD and VIG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XSHD vs. VIG - Performance Comparison
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XSHD vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 3.82% | -6.41% | -5.25% | 3.00% | -19.48% | 18.31% | -13.55% | 17.91% | -7.86% | 1.52% |
VIG Vanguard Dividend Appreciation ETF | -1.77% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
Returns By Period
In the year-to-date period, XSHD achieves a 3.82% return, which is significantly higher than VIG's -1.77% return.
XSHD
- 1D
- 1.18%
- 1M
- -2.60%
- YTD
- 3.82%
- 6M
- 0.53%
- 1Y
- 0.05%
- 3Y*
- -1.25%
- 5Y*
- -4.96%
- 10Y*
- —
VIG
- 1D
- 2.07%
- 1M
- -5.18%
- YTD
- -1.77%
- 6M
- 0.45%
- 1Y
- 12.67%
- 3Y*
- 13.80%
- 5Y*
- 9.76%
- 10Y*
- 12.25%
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XSHD vs. VIG - Expense Ratio Comparison
XSHD has a 0.30% expense ratio, which is higher than VIG's 0.04% expense ratio.
Return for Risk
XSHD vs. VIG — Risk / Return Rank
XSHD
VIG
XSHD vs. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). 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.
| XSHD | VIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.00 | 0.83 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.13 | 1.28 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.28 | -1.24 |
Martin ratioReturn relative to average drawdown | 0.12 | 5.73 | -5.61 |
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
| XSHD | VIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.00 | 0.83 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.69 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.57 | -0.62 |
Correlation
The correlation between XSHD and VIG is 0.66, 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.
Dividends
XSHD vs. VIG - Dividend Comparison
XSHD's dividend yield for the trailing twelve months is around 5.70%, more than VIG's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 5.70% | 6.45% | 7.25% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.61% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Drawdowns
XSHD vs. VIG - Drawdown Comparison
The maximum XSHD drawdown since its inception was -49.53%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for XSHD and VIG.
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Drawdown Indicators
| XSHD | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.53% | -46.81% | -2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -10.83% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -20.39% | -16.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.72% | — |
Current DrawdownCurrent decline from peak | -27.70% | -6.00% | -21.70% |
Average DrawdownAverage peak-to-trough decline | -16.20% | -5.55% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 2.42% | +2.26% |
Volatility
XSHD vs. VIG - Volatility Comparison
Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) has a higher volatility of 4.65% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that XSHD's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSHD | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.07% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 7.84% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 15.31% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.99% | 14.26% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 16.05% | +6.33% |