XSMO vs. CALF
Compare and contrast key facts about Invesco S&P SmallCap Momentum ETF (XSMO) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
XSMO and CALF 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. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both XSMO and CALF 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: XSMO or CALF.
Performance
XSMO vs. CALF - Performance Comparison
Returns By Period
In the year-to-date period, XSMO achieves a 24.57% return, which is significantly higher than CALF's -2.82% return.
XSMO
24.57%
3.17%
15.68%
41.52%
14.16%
12.02%
CALF
-2.82%
-1.24%
0.54%
8.66%
14.07%
N/A
Key characteristics
| XSMO | CALF | |
|---|---|---|
| Sharpe Ratio | 1.84 | 0.40 |
| Sortino Ratio | 2.67 | 0.75 |
| Omega Ratio | 1.32 | 1.08 |
| Calmar Ratio | 2.40 | 0.62 |
| Martin Ratio | 12.20 | 1.41 |
| Ulcer Index | 3.21% | 6.09% |
| Daily Std Dev | 21.29% | 21.17% |
| Max Drawdown | -58.07% | -47.58% |
| Current Drawdown | -4.20% | -5.21% |
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XSMO vs. CALF - Expense Ratio Comparison
XSMO has a 0.39% expense ratio, which is lower than CALF's 0.59% expense ratio.
Correlation
The correlation between XSMO and CALF is 0.83, 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
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.
Dividends
XSMO vs. CALF - Dividend Comparison
XSMO's dividend yield for the trailing twelve months is around 0.48%, less than CALF's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSMO Invesco S&P SmallCap Momentum ETF | 0.48% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.06% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 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.
Volatility
XSMO vs. CALF - Volatility Comparison
Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 8.77% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 7.67%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.