XSMO vs. BSVO
Compare and contrast key facts about Invesco S&P SmallCap Momentum ETF (XSMO) and EA Bridgeway Omni Small-Cap Value ETF (BSVO).
XSMO and BSVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010.
Performance
XSMO vs. BSVO - Performance Comparison
Loading graphics...
XSMO vs. BSVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSMO Invesco S&P SmallCap Momentum ETF | 7.05% | 9.80% | 17.45% | 28.26% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 9.12% | 9.21% | 4.68% | 22.38% |
Returns By Period
In the year-to-date period, XSMO achieves a 7.05% return, which is significantly lower than BSVO's 9.12% return.
XSMO
- 1D
- 1.24%
- 1M
- -4.33%
- YTD
- 7.05%
- 6M
- 4.97%
- 1Y
- 23.58%
- 3Y*
- 19.37%
- 5Y*
- 8.69%
- 10Y*
- 13.73%
BSVO
- 1D
- 0.21%
- 1M
- -2.48%
- YTD
- 9.12%
- 6M
- 13.72%
- 1Y
- 32.58%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XSMO vs. BSVO - Expense Ratio Comparison
XSMO has a 0.39% expense ratio, which is lower than BSVO's 0.47% expense ratio.
Return for Risk
XSMO vs. BSVO — Risk / Return Rank
XSMO
BSVO
XSMO vs. BSVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.
| XSMO | BSVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.38 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.99 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.19 | -0.45 |
Martin ratioReturn relative to average drawdown | 7.23 | 8.02 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XSMO | BSVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.38 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
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 | 0.68 | -0.31 |
Correlation
The correlation between XSMO and BSVO is 0.86, 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. BSVO - Dividend Comparison
XSMO's dividend yield for the trailing twelve months is around 0.60%, less than BSVO's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSMO Invesco S&P SmallCap Momentum ETF | 0.60% | 0.75% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.39% | 1.52% | 1.61% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSMO vs. BSVO - Drawdown Comparison
The maximum XSMO drawdown since its inception was -58.06%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for XSMO and BSVO.
Loading graphics...
Drawdown Indicators
| XSMO | BSVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.06% | -28.67% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -14.92% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.39% | — | — |
Current DrawdownCurrent decline from peak | -4.59% | -4.13% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -5.99% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.08% | -0.84% |
Volatility
XSMO vs. BSVO - Volatility Comparison
Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 7.71% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 5.52%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XSMO | BSVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 5.52% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 13.48% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.11% | 23.76% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 22.02% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 22.02% | +2.03% |