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XSVM vs. BBSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSVM vs. BBSC

Last updated Jul 14, 2026
Documentation

XSVM (Invesco S&P SmallCap Value with Momentum ETF) and BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) are both exchange-traded funds - XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index, while BBSC is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure Extended Index. Both are passively managed. Over the past 5 years, XSVM returned 9.51%/yr vs 8.26%/yr for BBSC. Their correlation of 0.87 suggests significant overlap in exposure. XSVM charges 0.37%/yr vs 0.09%/yr for BBSC.

Performance

XSVM vs. BBSC - 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 JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSVM achieves a 23.59% return, which is significantly higher than BBSC's 20.97% return.

XSVM

1D
-0.04%
1M
1.41%
6M
18.51%
YTD
23.59%
1Y
32.79%
3Y*
15.86%
5Y*
9.51%
10Y*
12.94%

BBSC

1D
-0.83%
1M
1.64%
6M
14.52%
YTD
20.97%
1Y
33.29%
3Y*
16.90%
5Y*
8.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVM vs. BBSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XSVM
Invesco S&P SmallCap Value with Momentum ETF		23.59%7.47%2.30%20.20%-13.63%56.36%8.45%
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF		20.97%10.38%12.31%20.07%-19.75%15.44%11.94%

Correlation

The correlation between XSVM and BBSC is 0.82, 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

0.82

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.87

The correlation between XSVM and BBSC has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

XSVM vs. BBSC - Sectors Allocation Comparison

Sectors
XSVM
BBSC

Financial Services

42.7%
16.7%

Consumer Cyclical

15.6%
8.7%

Real Estate

7.7%
7.5%

Energy

5.7%
5.8%

Industrials

4.7%
15.0%

Basic Materials

4.2%
4.0%

Technology

2.9%
20.3%

Utilities

2.1%
1.2%

Communication Services

1.9%
2.3%

Consumer Defensive

1.8%
3.0%

Healthcare

1.7%
15.5%

Financial Services

XSVM
42.7%
BBSC
16.7%

Consumer Cyclical

XSVM
15.6%
BBSC
8.7%

Real Estate

XSVM
7.7%
BBSC
7.5%

Energy

XSVM
5.7%
BBSC
5.8%

Industrials

XSVM
4.7%
BBSC
15.0%

Basic Materials

XSVM
4.2%
BBSC
4.0%

Technology

XSVM
2.9%
BBSC
20.3%

Utilities

XSVM
2.1%
BBSC
1.2%

Communication Services

XSVM
1.9%
BBSC
2.3%

Consumer Defensive

XSVM
1.8%
BBSC
3.0%

Healthcare

XSVM
1.7%
BBSC
15.5%

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

JPMorgan BetaBuilders U.S. Small Cap Equity ETF

Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX
Often compared with BBSC:
BBSC vs. VBBBSC vs. FJACXBBSC vs. AVSCBBSC vs. VBRBBSC vs. SLYGBBSC vs. VIOOBBSC vs. SCHA

Return for Risk

XSVM vs. BBSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSVM
XSVM Risk / Return Rank: 7272
Overall Rank
XSVM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7474
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6868
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSVM Martin Ratio Rank: 7070
Martin Ratio Rank
BBSC
BBSC Risk / Return Rank: 7272
Overall Rank
BBSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 7070
Sortino Ratio Rank
BBSC Omega Ratio Rank: 6161
Omega Ratio Rank
BBSC Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBSC Martin Ratio Rank: 7777
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. BBSC - 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 JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). 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.

XSVMBBSCDifference
Sharpe ratioReturn per unit of total volatility
1.81
1.75

+0.06

Sortino ratioReturn per unit of downside risk
2.65
2.52

+0.13

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.27

3.51

-0.24

Martin ratioReturn relative to average drawdown

10.11

11.43

-1.32

XSVM vs. BBSC - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 1.81, which is comparable to the BBSC Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XSVM and BBSC, 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. BBSC - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than BBSC's maximum drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for XSVM and BBSC.

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Drawdown Indicators

XSVMBBSCDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-30.96%

-31.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.54%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-29.32%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-30.96%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

—

—

Current Drawdown

Current decline from peak

-0.71%

-2.54%

+1.83%

Average Drawdown

Average peak-to-trough decline

-11.51%

-11.29%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.92%

+0.33%

Volatility

XSVM vs. BBSC - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) have volatilities of 4.40% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSVMBBSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.54%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

13.35%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

19.18%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

22.95%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

22.77%

+2.23%

XSVM vs. BBSC - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is higher than BBSC's 0.09% expense ratio.

Dividends

XSVM vs. BBSC - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.78%, more than BBSC's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF		1.01%1.13%1.29%1.58%1.37%1.06%0.18%0.00%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.78%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

XSVM and BBSC have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBSC has higher volatility (4.54%) compared to XSVM (4.40%). In terms of maximum drawdown, XSVM dropped -62.57% vs BBSC's -30.96%.

On 5-year performance, XSVM leads with 9.51% vs 8.26% for BBSC. On fees, BBSC is cheaper at 0.09% per year. On volatility, XSVM has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XSVM has performed better with a 9.51% return vs 8.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSC is cheaper with a 0.09% expense ratio, compared with 0.37% for XSVM.

XSVM has the higher dividend yield at 1.78%, compared with 1.01% for BBSC.

XSVM is categorized as Momentum, while BBSC is Small Cap Blend Equities. XSVM tracks S&P SmallCap 600 High Momentum Value Index, while BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.37% for XSVM and 0.09% for BBSC.

XSVM currently has the higher Sharpe Ratio (1.81 vs 1.75), 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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