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XSHQ vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSHQ and IJR 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.


-0.50.00.51.00.9

Performance

XSHQ vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Quality ETF (XSHQ) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
94.41%
92.13%
XSHQ
IJR

Key characteristics

Sharpe Ratio

XSHQ:

0.50

IJR:

0.58

Sortino Ratio

XSHQ:

0.87

IJR:

0.97

Omega Ratio

XSHQ:

1.10

IJR:

1.12

Calmar Ratio

XSHQ:

1.01

IJR:

0.97

Martin Ratio

XSHQ:

2.61

IJR:

3.08

Ulcer Index

XSHQ:

3.88%

IJR:

3.73%

Daily Std Dev

XSHQ:

20.12%

IJR:

19.71%

Max Drawdown

XSHQ:

-38.33%

IJR:

-58.15%

Current Drawdown

XSHQ:

-9.81%

IJR:

-8.22%

Returns By Period

In the year-to-date period, XSHQ achieves a 8.61% return, which is significantly lower than IJR's 9.20% return.


XSHQ

YTD

8.61%

1M

-6.88%

6M

11.70%

1Y

8.15%

5Y*

9.67%

10Y*

N/A

IJR

YTD

9.20%

1M

-3.40%

6M

11.37%

1Y

9.69%

5Y*

8.43%

10Y*

9.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XSHQ vs. IJR - Expense Ratio Comparison

XSHQ has a 0.29% expense ratio, which is higher than IJR's 0.07% expense ratio.


XSHQ
Invesco S&P SmallCap Quality ETF
Expense ratio chart for XSHQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

XSHQ vs. IJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) and iShares Core S&P Small-Cap ETF (IJR). 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.


Sharpe ratio
The chart of Sharpe ratio for XSHQ, currently valued at 0.50, compared to the broader market0.002.004.000.500.58
The chart of Sortino ratio for XSHQ, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.870.97
The chart of Omega ratio for XSHQ, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.12
The chart of Calmar ratio for XSHQ, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.010.97
The chart of Martin ratio for XSHQ, currently valued at 2.61, compared to the broader market0.0020.0040.0060.0080.00100.002.613.08
XSHQ
IJR

The current XSHQ Sharpe Ratio is 0.50, which is comparable to the IJR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XSHQ and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.58
XSHQ
IJR

Dividends

XSHQ vs. IJR - Dividend Comparison

XSHQ's dividend yield for the trailing twelve months is around 0.86%, less than IJR's 2.04% yield.


TTM20232022202120202019201820172016201520142013
XSHQ
Invesco S&P SmallCap Quality ETF
0.86%1.15%2.02%1.25%1.24%1.11%1.16%0.79%0.00%0.00%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
2.04%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

Drawdowns

XSHQ vs. IJR - Drawdown Comparison

The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for XSHQ and IJR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.81%
-8.22%
XSHQ
IJR

Volatility

XSHQ vs. IJR - Volatility Comparison

Invesco S&P SmallCap Quality ETF (XSHQ) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 5.98% and 5.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
5.94%
XSHQ
IJR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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