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XSMO vs. WLDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSMO vs. WLDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) and Wearable Devices Ltd. (WLDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSMO achieves a 22.73% return, which is significantly higher than WLDS's -86.84% return.


XSMO

1D
-0.72%
1M
-0.78%
6M
14.09%
YTD
22.73%
1Y
29.29%
3Y*
22.11%
5Y*
12.82%
10Y*
14.30%

WLDS

1D
-8.16%
1M
-43.90%
6M
-87.18%
YTD
-86.84%
1Y
-90.51%
3Y*
-89.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSMO vs. WLDS - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSMO
Invesco S&P SmallCap Momentum ETF
22.73%9.80%17.45%21.55%-2.15%
WLDS
Wearable Devices Ltd.
-86.84%-86.93%-68.31%-21.18%-90.71%

Correlation

The correlation between XSMO and WLDS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2022

0.11

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Return for Risk

XSMO vs. WLDS — Risk / Return Rank

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

XSMO
XSMO Risk / Return Rank: 6363
Overall Rank
XSMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XSMO Omega Ratio Rank: 5050
Omega Ratio Rank
XSMO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSMO Martin Ratio Rank: 7272
Martin Ratio Rank

WLDS
WLDS Risk / Return Rank: 3434
Overall Rank
WLDS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WLDS Sortino Ratio Rank: 5858
Sortino Ratio Rank
WLDS Omega Ratio Rank: 5353
Omega Ratio Rank
WLDS Calmar Ratio Rank: 66
Calmar Ratio Rank
WLDS Martin Ratio Rank: 1818
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. WLDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Wearable Devices Ltd. (WLDS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSMOWLDSDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.26

1.10

+0.16

Calmar ratioReturn relative to maximum drawdown

3.31

-0.92

+4.23

Martin ratioReturn relative to average drawdown

10.55

-1.14

+11.69

XSMO vs. WLDS - Sharpe Ratio Comparison

The current XSMO Sharpe Ratio is 1.50, which is higher than the WLDS Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of XSMO and WLDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSMO vs. WLDS - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.06%, smaller than the maximum WLDS drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for XSMO and WLDS.


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Drawdown Indicators


XSMOWLDSDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-99.96%

+41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-98.41%

+89.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-99.88%

+75.12%

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

-5.90%

-99.96%

+94.06%

Average Drawdown

Average peak-to-trough decline

-11.08%

-91.70%

+80.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

79.66%

-76.88%

Volatility

XSMO vs. WLDS - Volatility Comparison

The current volatility for Invesco S&P SmallCap Momentum ETF (XSMO) is 5.46%, while Wearable Devices Ltd. (WLDS) has a volatility of 34.52%. This indicates that XSMO experiences smaller price fluctuations and is considered to be less risky than WLDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMOWLDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

34.52%

-29.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

70.85%

-55.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

428.09%

-408.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

273.16%

-250.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.10%

273.16%

-249.06%

Dividends

XSMO vs. WLDS - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.54%, while WLDS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
WLDS
Wearable Devices Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSMO
Invesco S&P SmallCap Momentum ETF
0.54%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%

Frequently Asked Questions


XSMO and WLDS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLDS has higher volatility (34.52%) compared to XSMO (5.46%). In terms of maximum drawdown, XSMO dropped -58.06% vs WLDS's -99.96%.

XSMO currently has the higher Sharpe Ratio (1.50 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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