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XSMO vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSMO and CALF is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XSMO vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
122.50%
59.59%
XSMO
CALF

Key characteristics

Sharpe Ratio

XSMO:

0.23

CALF:

-0.92

Sortino Ratio

XSMO:

0.52

CALF:

-1.29

Omega Ratio

XSMO:

1.07

CALF:

0.84

Calmar Ratio

XSMO:

0.24

CALF:

-0.69

Martin Ratio

XSMO:

0.71

CALF:

-1.97

Ulcer Index

XSMO:

8.29%

CALF:

11.92%

Daily Std Dev

XSMO:

25.26%

CALF:

25.59%

Max Drawdown

XSMO:

-58.07%

CALF:

-47.58%

Current Drawdown

XSMO:

-16.33%

CALF:

-26.47%

Returns By Period

In the year-to-date period, XSMO achieves a -6.94% return, which is significantly higher than CALF's -18.58% return.


XSMO

YTD

-6.94%

1M

-2.14%

6M

-6.13%

1Y

6.64%

5Y*

16.01%

10Y*

9.84%

CALF

YTD

-18.58%

1M

-7.28%

6M

-20.07%

1Y

-22.17%

5Y*

15.55%

10Y*

N/A

*Annualized

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. CALF - Expense Ratio Comparison

XSMO has a 0.39% expense ratio, which is lower than CALF's 0.59% expense ratio.


Expense ratio chart for CALF: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CALF: 0.59%
Expense ratio chart for XSMO: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSMO: 0.39%

Risk-Adjusted Performance

XSMO vs. CALF — Risk-Adjusted Performance Rank

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

XSMO
The Risk-Adjusted Performance Rank of XSMO is 3737
Overall Rank
The Sharpe Ratio Rank of XSMO is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of XSMO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of XSMO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of XSMO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XSMO is 3535
Martin Ratio Rank

CALF
The Risk-Adjusted Performance Rank of CALF is 11
Overall Rank
The Sharpe Ratio Rank of CALF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CALF is 11
Sortino Ratio Rank
The Omega Ratio Rank of CALF is 11
Omega Ratio Rank
The Calmar Ratio Rank of CALF is 11
Calmar Ratio Rank
The Martin Ratio Rank of CALF is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XSMO vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


The chart of Sharpe ratio for XSMO, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
XSMO: 0.23
CALF: -0.92
The chart of Sortino ratio for XSMO, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
XSMO: 0.52
CALF: -1.29
The chart of Omega ratio for XSMO, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
XSMO: 1.07
CALF: 0.84
The chart of Calmar ratio for XSMO, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
XSMO: 0.24
CALF: -0.69
The chart of Martin ratio for XSMO, currently valued at 0.71, compared to the broader market0.0020.0040.0060.00
XSMO: 0.71
CALF: -1.97

The current XSMO Sharpe Ratio is 0.23, which is higher than the CALF Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of XSMO and CALF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
-0.92
XSMO
CALF

Dividends

XSMO vs. CALF - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.90%, less than CALF's 1.27% yield.


TTM20242023202220212020201920182017201620152014
XSMO
Invesco S&P SmallCap Momentum ETF
0.90%0.63%0.96%1.19%0.30%0.82%0.69%0.65%0.28%0.30%0.35%1.31%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.27%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%0.00%

Drawdowns

XSMO vs. CALF - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.07%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for XSMO and CALF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.33%
-26.47%
XSMO
CALF

Volatility

XSMO vs. CALF - Volatility Comparison

The current volatility for Invesco S&P SmallCap Momentum ETF (XSMO) is 14.45%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 16.47%. This indicates that XSMO experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.45%
16.47%
XSMO
CALF