XSHQ vs. NSIDX
Compare and contrast key facts about Invesco S&P SmallCap Quality ETF (XSHQ) and Northern Small Cap Index Fund (NSIDX).
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. NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999.
Performance
XSHQ vs. NSIDX - Performance Comparison
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XSHQ vs. NSIDX - 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% |
NSIDX Northern Small Cap Index Fund | 0.90% | 12.88% | 11.45% | 16.87% | -20.63% | 14.38% | 19.59% | 25.22% | -11.33% | 12.32% |
Returns By Period
In the year-to-date period, XSHQ achieves a 1.02% return, which is significantly higher than NSIDX's 0.90% return.
XSHQ
- 1D
- 0.47%
- 1M
- -3.94%
- YTD
- 1.02%
- 6M
- -0.13%
- 1Y
- 9.16%
- 3Y*
- 9.24%
- 5Y*
- 4.16%
- 10Y*
- —
NSIDX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.90%
- 6M
- 2.89%
- 1Y
- 25.73%
- 3Y*
- 13.02%
- 5Y*
- 3.32%
- 10Y*
- 9.66%
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XSHQ vs. NSIDX - Expense Ratio Comparison
XSHQ has a 0.29% expense ratio, which is higher than NSIDX's 0.10% expense ratio.
Return for Risk
XSHQ vs. NSIDX — Risk / Return Rank
XSHQ
NSIDX
XSHQ vs. NSIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) and Northern Small Cap Index Fund (NSIDX). 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 | NSIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.04 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.63 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.48 | -0.83 |
Martin ratioReturn relative to average drawdown | 2.03 | 5.63 | -3.60 |
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 | NSIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.04 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.14 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.32 | +0.02 |
Correlation
The correlation between XSHQ and NSIDX is 0.86, 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. NSIDX - Dividend Comparison
XSHQ's dividend yield for the trailing twelve months is around 1.49%, less than NSIDX's 1.56% 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% |
NSIDX Northern Small Cap Index Fund | 1.56% | 1.57% | 6.72% | 2.01% | 6.38% | 12.15% | 3.52% | 1.78% | 12.16% | 6.55% | 4.06% | 6.68% |
Drawdowns
XSHQ vs. NSIDX - Drawdown Comparison
The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum NSIDX drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for XSHQ and NSIDX.
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Drawdown Indicators
| XSHQ | NSIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -59.02% | +20.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.13% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -32.89% | +5.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.09% | — |
Current DrawdownCurrent decline from peak | -9.02% | -7.91% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -12.13% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.93% | +0.41% |
Volatility
XSHQ vs. NSIDX - Volatility Comparison
The current volatility for Invesco S&P SmallCap Quality ETF (XSHQ) is 5.90%, while Northern Small Cap Index Fund (NSIDX) has a volatility of 7.48%. This indicates that XSHQ experiences smaller price fluctuations and is considered to be less risky than NSIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSHQ | NSIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.48% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 15.27% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 25.20% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 24.24% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 24.22% | -0.96% |