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XSLV vs. SIXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSLV vs. SIXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Low Volatility ETF (XSLV) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). The values are adjusted to include any dividend payments, if applicable.

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XSLV vs. SIXH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSLV
Invesco S&P SmallCap Low Volatility ETF
2.45%0.31%9.81%1.34%-11.83%29.34%25.86%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
7.67%9.47%12.06%4.93%6.90%18.37%5.83%

Returns By Period

In the year-to-date period, XSLV achieves a 2.45% return, which is significantly lower than SIXH's 7.67% return.


XSLV

1D
0.76%
1M
-3.66%
YTD
2.45%
6M
3.26%
1Y
5.07%
3Y*
6.15%
5Y*
2.68%
10Y*
5.46%

SIXH

1D
1.20%
1M
-1.92%
YTD
7.67%
6M
10.05%
1Y
9.49%
3Y*
12.61%
5Y*
10.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSLV vs. SIXH - Expense Ratio Comparison

XSLV has a 0.25% expense ratio, which is lower than SIXH's 0.87% expense ratio.


Return for Risk

XSLV vs. SIXH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSLV
XSLV Risk / Return Rank: 2222
Overall Rank
XSLV Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XSLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
XSLV Omega Ratio Rank: 2020
Omega Ratio Rank
XSLV Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLV Martin Ratio Rank: 2525
Martin Ratio Rank

SIXH
SIXH Risk / Return Rank: 5151
Overall Rank
SIXH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 4848
Sortino Ratio Rank
SIXH Omega Ratio Rank: 5353
Omega Ratio Rank
SIXH Calmar Ratio Rank: 4949
Calmar Ratio Rank
SIXH Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XSLV vs. SIXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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.


XSLVSIXHDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.87

-0.55

Sortino ratio

Return per unit of downside risk

0.58

1.27

-0.69

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.13

Calmar ratio

Return relative to maximum drawdown

0.53

1.21

-0.68

Martin ratio

Return relative to average drawdown

1.83

5.09

-3.27

XSLV vs. SIXH - Sharpe Ratio Comparison

The current XSLV Sharpe Ratio is 0.32, which is lower than the SIXH Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XSLV and SIXH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XSLVSIXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.87

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.99

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.09

-0.70

Correlation

The correlation between XSLV and SIXH is 0.52, 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.


Dividends

XSLV vs. SIXH - Dividend Comparison

XSLV's dividend yield for the trailing twelve months is around 2.70%, more than SIXH's 1.84% yield.


TTM20252024202320222021202020192018201720162015
XSLV
Invesco S&P SmallCap Low Volatility ETF
2.70%2.14%2.55%2.35%2.78%1.05%2.49%2.43%2.75%1.87%1.96%2.20%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.84%2.23%1.55%2.04%2.06%1.65%1.10%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSLV vs. SIXH - Drawdown Comparison

The maximum XSLV drawdown since its inception was -44.34%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for XSLV and SIXH.


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Drawdown Indicators


XSLVSIXHDifference

Max Drawdown

Largest peak-to-trough decline

-44.34%

-11.68%

-32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-8.58%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-11.68%

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

Current Drawdown

Current decline from peak

-5.25%

-1.99%

-3.26%

Average Drawdown

Average peak-to-trough decline

-7.37%

-1.84%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.09%

+1.16%

Volatility

XSLV vs. SIXH - Volatility Comparison

Invesco S&P SmallCap Low Volatility ETF (XSLV) has a higher volatility of 3.54% compared to 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) at 3.04%. This indicates that XSLV's price experiences larger fluctuations and is considered to be riskier than SIXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSLVSIXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.04%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

5.60%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

10.99%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

10.33%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

10.17%

+9.76%