XSHQ vs. DFFVX
Compare and contrast key facts about Invesco S&P SmallCap Quality ETF (XSHQ) and DFA U.S. Targeted Value Portfolio (DFFVX).
XSHQ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Quality Index. It was launched on Apr 6, 2017. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
XSHQ vs. DFFVX - Performance Comparison
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XSHQ vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSHQ Invesco S&P SmallCap Quality ETF | 1.02% | 0.89% | 7.49% | 23.88% | -15.01% | 23.99% | 11.81% | 17.37% | -6.11% | 7.18% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 14.11% |
Returns By Period
In the year-to-date period, XSHQ achieves a 1.02% return, which is significantly lower than DFFVX's 5.44% return.
XSHQ
- 1D
- 0.47%
- 1M
- -3.94%
- YTD
- 1.02%
- 6M
- -0.13%
- 1Y
- 9.16%
- 3Y*
- 9.24%
- 5Y*
- 4.16%
- 10Y*
- —
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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XSHQ vs. DFFVX - Expense Ratio Comparison
Both XSHQ and DFFVX have an expense ratio of 0.29%.
Return for Risk
XSHQ vs. DFFVX — Risk / Return Rank
XSHQ
DFFVX
XSHQ vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| XSHQ | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.08 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.62 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.66 | -1.01 |
Martin ratioReturn relative to average drawdown | 2.03 | 6.14 | -4.11 |
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
| XSHQ | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.08 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.38 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.13 |
Correlation
The correlation between XSHQ and DFFVX is 0.88, 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
XSHQ vs. DFFVX - Dividend Comparison
XSHQ's dividend yield for the trailing twelve months is around 1.49%, less than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHQ Invesco S&P SmallCap Quality ETF | 1.49% | 1.48% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.60% | 0.00% | 0.00% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
XSHQ vs. DFFVX - Drawdown Comparison
The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for XSHQ and DFFVX.
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Drawdown Indicators
| XSHQ | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -64.21% | +25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.71% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -26.09% | -1.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.75% | — |
Current DrawdownCurrent decline from peak | -9.02% | -6.13% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -9.76% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.98% | +0.36% |
Volatility
XSHQ vs. DFFVX - Volatility Comparison
Invesco S&P SmallCap Quality ETF (XSHQ) has a higher volatility of 5.90% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 5.40%. This indicates that XSHQ's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSHQ | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.40% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 12.36% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 22.64% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 21.71% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 23.68% | -0.42% |