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XSMO vs. AVSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSMO vs. AVSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) and Avantis US Small Cap Equity ETF (AVSC). The values are adjusted to include any dividend payments, if applicable.

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XSMO vs. AVSC - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSMO
Invesco S&P SmallCap Momentum ETF
5.74%9.80%17.45%21.55%-12.81%
AVSC
Avantis US Small Cap Equity ETF
6.21%9.42%7.75%19.68%-11.72%

Returns By Period

In the year-to-date period, XSMO achieves a 5.74% return, which is significantly lower than AVSC's 6.21% return.


XSMO

1D
3.44%
1M
-4.59%
YTD
5.74%
6M
3.65%
1Y
21.94%
3Y*
18.88%
5Y*
8.42%
10Y*
13.59%

AVSC

1D
2.60%
1M
-2.78%
YTD
6.21%
6M
9.31%
1Y
30.16%
3Y*
13.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSMO vs. AVSC - Expense Ratio Comparison

XSMO has a 0.39% expense ratio, which is higher than AVSC's 0.25% expense ratio.


Return for Risk

XSMO vs. AVSC — Risk / Return Rank

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

XSMO
XSMO Risk / Return Rank: 6767
Overall Rank
XSMO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
XSMO Omega Ratio Rank: 5757
Omega Ratio Rank
XSMO Calmar Ratio Rank: 7777
Calmar Ratio Rank
XSMO Martin Ratio Rank: 7878
Martin Ratio Rank

AVSC
AVSC Risk / Return Rank: 7777
Overall Rank
AVSC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AVSC Sortino Ratio Rank: 7878
Sortino Ratio Rank
AVSC Omega Ratio Rank: 7171
Omega Ratio Rank
AVSC Calmar Ratio Rank: 8282
Calmar Ratio Rank
AVSC Martin Ratio Rank: 8181
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.

XSMO vs. AVSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Avantis US Small Cap Equity ETF (AVSC). 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.


XSMOAVSCDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.31

-0.31

Sortino ratio

Return per unit of downside risk

1.50

1.92

-0.42

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.91

2.21

-0.30

Martin ratio

Return relative to average drawdown

7.96

8.53

-0.56

XSMO vs. AVSC - Sharpe Ratio Comparison

The current XSMO Sharpe Ratio is 1.00, which is comparable to the AVSC Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XSMO and AVSC, 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


XSMOAVSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.31

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.31

+0.06

Correlation

The correlation between XSMO and AVSC is 0.92, 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

XSMO vs. AVSC - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.61%, less than AVSC's 1.02% yield.


TTM20252024202320222021202020192018201720162015
XSMO
Invesco S&P SmallCap Momentum ETF
0.61%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%
AVSC
Avantis US Small Cap Equity ETF
1.02%1.16%1.17%1.42%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSMO vs. AVSC - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.06%, which is greater than AVSC's maximum drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for XSMO and AVSC.


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Drawdown Indicators


XSMOAVSCDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-28.40%

-29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-13.45%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

Current Drawdown

Current decline from peak

-5.75%

-4.50%

-1.25%

Average Drawdown

Average peak-to-trough decline

-11.21%

-7.63%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.50%

-0.27%

Volatility

XSMO vs. AVSC - Volatility Comparison

Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 7.68% compared to Avantis US Small Cap Equity ETF (AVSC) at 6.08%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than AVSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMOAVSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

6.08%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

13.18%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

23.15%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

22.60%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

22.60%

+1.45%