XSHQ vs. VBK
Compare and contrast key facts about Invesco S&P SmallCap Quality ETF (XSHQ) and Vanguard Small-Cap Growth ETF (VBK).
XSHQ and VBK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004. Both XSHQ and VBK 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
XSHQ vs. VBK - Performance Comparison
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XSHQ vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSHQ Invesco S&P SmallCap Quality ETF | 0.55% | 0.89% | 7.49% | 23.88% | -15.01% | 23.99% | 11.81% | 17.37% | -6.11% | 7.18% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 12.49% |
Returns By Period
In the year-to-date period, XSHQ achieves a 0.55% return, which is significantly higher than VBK's 0.16% return.
XSHQ
- 1D
- 2.55%
- 1M
- -4.24%
- YTD
- 0.55%
- 6M
- -1.09%
- 1Y
- 8.29%
- 3Y*
- 9.07%
- 5Y*
- 4.06%
- 10Y*
- —
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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XSHQ vs. VBK - Expense Ratio Comparison
XSHQ has a 0.29% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
XSHQ vs. VBK — Risk / Return Rank
XSHQ
VBK
XSHQ vs. VBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) and Vanguard Small-Cap Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.85 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.73 | 1.34 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.38 | -0.57 |
Martin ratioReturn relative to average drawdown | 2.53 | 5.52 | -2.99 |
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 | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.85 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.09 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.40 | -0.07 |
Correlation
The correlation between XSHQ and VBK is 0.78, 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. VBK - Dividend Comparison
XSHQ's dividend yield for the trailing twelve months is around 1.50%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHQ Invesco S&P SmallCap Quality ETF | 1.50% | 1.48% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.60% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
XSHQ vs. VBK - Drawdown Comparison
The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for XSHQ and VBK.
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Drawdown Indicators
| XSHQ | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -58.68% | +20.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.56% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -38.39% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.70% | — |
Current DrawdownCurrent decline from peak | -9.45% | -7.57% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -10.22% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.65% | +0.67% |
Volatility
XSHQ vs. VBK - Volatility Comparison
The current volatility for Invesco S&P SmallCap Quality ETF (XSHQ) is 5.87%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that XSHQ experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSHQ | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 8.73% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 15.41% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 24.44% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 23.49% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 22.80% | +0.46% |