XSMO vs. VTI
Compare and contrast key facts about Invesco S&P SmallCap Momentum ETF (XSMO) and Vanguard Total Stock Market ETF (VTI).
XSMO and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XSMO and VTI 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 VTI.
Performance
XSMO vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XSMO having a 25.26% return and VTI slightly lower at 24.13%. Both investments have delivered pretty close results over the past 10 years, with XSMO having a 12.03% annualized return and VTI not far ahead at 12.59%.
XSMO
25.26%
4.82%
15.52%
40.70%
14.27%
12.03%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| XSMO | VTI | |
|---|---|---|
| Sharpe Ratio | 1.99 | 2.63 |
| Sortino Ratio | 2.86 | 3.51 |
| Omega Ratio | 1.35 | 1.48 |
| Calmar Ratio | 2.70 | 3.84 |
| Martin Ratio | 13.14 | 16.85 |
| Ulcer Index | 3.22% | 1.95% |
| Daily Std Dev | 21.23% | 12.54% |
| Max Drawdown | -58.07% | -55.45% |
| Current Drawdown | -3.67% | -2.03% |
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XSMO vs. VTI - Expense Ratio Comparison
XSMO has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between XSMO and VTI is 0.81, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
XSMO's dividend yield for the trailing twelve months is around 0.47%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSMO Invesco S&P SmallCap Momentum ETF | 0.47% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XSMO vs. VTI - Drawdown Comparison
The maximum XSMO drawdown since its inception was -58.07%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XSMO and VTI. For additional features, visit the drawdowns tool.
Volatility
XSMO vs. VTI - Volatility Comparison
Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 8.72% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.