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XSVM vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSVM vs. AVUV

Last updated Jun 23, 2026

XSVM (Invesco S&P SmallCap Value with Momentum ETF) and AVUV (Avantis US Small Cap Value ETF) are both exchange-traded funds - XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. XSVM is passively managed, while AVUV is actively managed. Over the past 5 years, XSVM returned 8.01%/yr vs 11.94%/yr for AVUV. Their correlation of 0.94 suggests significant overlap in exposure. XSVM charges 0.37%/yr vs 0.25%/yr for AVUV.

Performance

XSVM vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XSVM having a 20.07% return and AVUV slightly higher at 20.76%.

XSVM

1D
-0.05%
1M
2.87%
YTD
20.07%
6M
17.31%
1Y
39.24%
3Y*
17.36%
5Y*
8.01%
10Y*
13.24%

AVUV

1D
0.31%
1M
2.33%
YTD
20.76%
6M
18.15%
1Y
39.60%
3Y*
20.03%
5Y*
11.94%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVM vs. AVUV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XSVM
Invesco S&P SmallCap Value with Momentum ETF		20.07%7.47%2.30%20.20%-13.63%56.36%5.08%10.80%
AVUV
Avantis US Small Cap Value ETF		20.76%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between XSVM and AVUV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.93

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

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.94

The correlation between XSVM and AVUV has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

XSVM vs. AVUV - Sectors Allocation Comparison

Sectors
XSVM
AVUV

Financial Services

38.7%
26.1%

Consumer Cyclical

17.4%
18.7%

Technology

9.5%
7.4%

Energy

9.3%
15.8%

Consumer Defensive

6.9%
4.7%

Industrials

6.3%
13.6%

Real Estate

4.8%
0.7%

Communication Services

2.8%
3.1%

Basic Materials

2.0%
5.1%

Utilities

1.2%
0.1%

Healthcare

1.1%
4.8%

Financial Services

XSVM
38.7%
AVUV
26.1%

Consumer Cyclical

XSVM
17.4%
AVUV
18.7%

Technology

XSVM
9.5%
AVUV
7.4%

Energy

XSVM
9.3%
AVUV
15.8%

Consumer Defensive

XSVM
6.9%
AVUV
4.7%

Industrials

XSVM
6.3%
AVUV
13.6%

Real Estate

XSVM
4.8%
AVUV
0.7%

Communication Services

XSVM
2.8%
AVUV
3.1%

Basic Materials

XSVM
2.0%
AVUV
5.1%

Utilities

XSVM
1.2%
AVUV
0.1%

Healthcare

XSVM
1.1%
AVUV
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P SmallCap Value with Momentum ETF

Avantis US Small Cap Value ETF

Often compared with XSVM:
XSVM vs. XSMOXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRXXSVM vs. SVAL
Often compared with AVUV:
AVUV vs. VBRAVUV vs. VTIAVUV vs. IWMAVUV vs. IJRAVUV vs. DFSVAVUV vs. VIOVAVUV vs. AVUVX

Return for Risk

XSVM vs. AVUV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSVM
XSVM Risk / Return Rank: 7070
Overall Rank
XSVM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7070
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6464
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6868
Martin Ratio Rank
AVUV
AVUV Risk / Return Rank: 7676
Overall Rank
AVUV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVUV Omega Ratio Rank: 6868
Omega Ratio Rank
AVUV Calmar Ratio Rank: 8888
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7979
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.

XSVM vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Avantis US Small Cap Value ETF (AVUV). 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.

XSVMAVUVDifference
Sharpe ratioReturn per unit of total volatility
2.13
2.26

-0.13

Sortino ratioReturn per unit of downside risk
3.06
3.21

-0.14

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

3.91

5.00

-1.09

Martin ratioReturn relative to average drawdown

12.10

14.84

-2.74

XSVM vs. AVUV - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 2.13, which is comparable to the AVUV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XSVM and AVUV, 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

XSVM vs. AVUV - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for XSVM and AVUV.

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Drawdown Indicators

XSVMAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-49.42%

-13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-7.95%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-28.79%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-28.79%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

—

—

Current Drawdown

Current decline from peak

-1.49%

-1.61%

+0.12%

Average Drawdown

Average peak-to-trough decline

-11.54%

-7.90%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.68%

+0.57%

Volatility

XSVM vs. AVUV - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 4.60% compared to Avantis US Small Cap Value ETF (AVUV) at 4.28%. This indicates that XSVM's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSVMAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.28%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

11.39%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

17.67%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

22.65%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

28.23%

-3.14%

XSVM vs. AVUV - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is higher than AVUV's 0.25% expense ratio.

Dividends

XSVM vs. AVUV - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 2.23%, more than AVUV's 1.63% yield.

PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF		1.63%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		2.23%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions

With a correlation of 0.93, XSVM and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XSVM has higher volatility (4.60%) compared to AVUV (4.28%). In terms of maximum drawdown, XSVM dropped -62.57% vs AVUV's -49.42%.

On 5-year performance, AVUV leads with 11.94% vs 8.01% for XSVM. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.94% return vs 8.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVUV is cheaper with a 0.25% expense ratio, compared with 0.37% for XSVM.

XSVM has the higher dividend yield at 2.23%, compared with 1.63% for AVUV.

XSVM is categorized as Momentum, while AVUV is Small Cap Value Equities. They also come from different issuers: Invesco and Avantis. Their fees differ too: 0.37% for XSVM and 0.25% for AVUV.

AVUV currently has the higher Sharpe Ratio (2.26 vs 2.13), 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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