XSLV vs. VBR
Compare and contrast key facts about Invesco S&P SmallCap Low Volatility ETF (XSLV) and Vanguard Small-Cap Value ETF (VBR).
XSLV and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both XSLV and VBR 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: XSLV or VBR.
Performance
XSLV vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, XSLV achieves a 13.68% return, which is significantly lower than VBR's 16.78% return. Over the past 10 years, XSLV has underperformed VBR with an annualized return of 6.69%, while VBR has yielded a comparatively higher 9.32% annualized return.
XSLV
13.68%
1.48%
12.18%
24.54%
2.10%
6.69%
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
Key characteristics
| XSLV | VBR | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.75 |
| Sortino Ratio | 2.20 | 2.51 |
| Omega Ratio | 1.26 | 1.31 |
| Calmar Ratio | 1.20 | 3.24 |
| Martin Ratio | 8.48 | 9.87 |
| Ulcer Index | 2.77% | 2.97% |
| Daily Std Dev | 16.26% | 16.68% |
| Max Drawdown | -44.34% | -62.01% |
| Current Drawdown | -2.98% | -3.20% |
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XSLV vs. VBR - Expense Ratio Comparison
XSLV has a 0.25% expense ratio, which is higher than VBR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XSLV and VBR is 0.90, 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.
Risk-Adjusted Performance
XSLV vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
XSLV vs. VBR - Dividend Comparison
XSLV's dividend yield for the trailing twelve months is around 1.94%, more than VBR's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 1.94% | 2.35% | 2.79% | 1.05% | 2.48% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.38% | 1.58% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
XSLV vs. VBR - Drawdown Comparison
The maximum XSLV drawdown since its inception was -44.34%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for XSLV and VBR. For additional features, visit the drawdowns tool.
Volatility
XSLV vs. VBR - Volatility Comparison
Invesco S&P SmallCap Low Volatility ETF (XSLV) has a higher volatility of 7.21% compared to Vanguard Small-Cap Value ETF (VBR) at 5.85%. This indicates that XSLV's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.