Correlation
The correlation between XSHQ and VBK is 0.70, 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.
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 MSCI 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSHQ or VBK.
Performance
XSHQ vs. VBK - Performance Comparison
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Key characteristics
XSHQ:
0.10
VBK:
0.27
XSHQ:
0.24
VBK:
0.47
XSHQ:
1.03
VBK:
1.06
XSHQ:
0.03
VBK:
0.18
XSHQ:
0.08
VBK:
0.55
XSHQ:
10.80%
VBK:
9.19%
XSHQ:
24.18%
VBK:
24.94%
XSHQ:
-38.33%
VBK:
-58.69%
XSHQ:
-15.18%
VBK:
-12.82%
Returns By Period
In the year-to-date period, XSHQ achieves a -4.97% return, which is significantly higher than VBK's -5.44% return.
XSHQ
-4.97%
6.06%
-14.04%
2.44%
7.50%
11.89%
N/A
VBK
-5.44%
6.15%
-11.67%
6.65%
7.36%
6.98%
7.73%
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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.
Risk-Adjusted Performance
XSHQ vs. VBK — Risk-Adjusted Performance Rank
XSHQ
VBK
XSHQ vs. VBK - Risk-Adjusted Performance 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.
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Dividends
XSHQ vs. VBK - Dividend Comparison
XSHQ's dividend yield for the trailing twelve months is around 1.32%, more than VBK's 0.57% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHQ Invesco S&P SmallCap Quality ETF | 1.32% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.79% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.57% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% |
Drawdowns
XSHQ vs. VBK - Drawdown Comparison
The maximum XSHQ drawdown since its inception was -38.33%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for XSHQ and VBK.
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Volatility
XSHQ vs. VBK - Volatility Comparison
Invesco S&P SmallCap Quality ETF (XSHQ) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 6.51% and 6.44%, 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.
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