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XSVM vs. DGRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSVM and DGRS is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

XSVM vs. DGRS - 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 WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
169.22%
130.16%
XSVM
DGRS

Key characteristics

Sharpe Ratio

XSVM:

-0.36

DGRS:

-0.22

Sortino Ratio

XSVM:

-0.38

DGRS:

-0.17

Omega Ratio

XSVM:

0.96

DGRS:

0.98

Calmar Ratio

XSVM:

-0.34

DGRS:

-0.18

Martin Ratio

XSVM:

-0.91

DGRS:

-0.54

Ulcer Index

XSVM:

9.68%

DGRS:

9.17%

Daily Std Dev

XSVM:

24.35%

DGRS:

22.41%

Max Drawdown

XSVM:

-62.57%

DGRS:

-44.83%

Current Drawdown

XSVM:

-19.44%

DGRS:

-22.03%

Returns By Period

In the year-to-date period, XSVM achieves a -10.68% return, which is significantly higher than DGRS's -14.15% return. Over the past 10 years, XSVM has outperformed DGRS with an annualized return of 8.38%, while DGRS has yielded a comparatively lower 6.43% annualized return.


XSVM

YTD

-10.68%

1M

-5.81%

6M

-9.71%

1Y

-10.41%

5Y*

20.61%

10Y*

8.38%

DGRS

YTD

-14.15%

1M

-7.66%

6M

-13.05%

1Y

-6.41%

5Y*

14.07%

10Y*

6.43%

*Annualized

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XSVM vs. DGRS - Expense Ratio Comparison

XSVM has a 0.39% expense ratio, which is higher than DGRS's 0.38% expense ratio.


Expense ratio chart for XSVM: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSVM: 0.39%
Expense ratio chart for DGRS: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRS: 0.38%

Risk-Adjusted Performance

XSVM vs. DGRS — Risk-Adjusted Performance Rank

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

XSVM
The Risk-Adjusted Performance Rank of XSVM is 88
Overall Rank
The Sharpe Ratio Rank of XSVM is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of XSVM is 88
Sortino Ratio Rank
The Omega Ratio Rank of XSVM is 88
Omega Ratio Rank
The Calmar Ratio Rank of XSVM is 66
Calmar Ratio Rank
The Martin Ratio Rank of XSVM is 88
Martin Ratio Rank

DGRS
The Risk-Adjusted Performance Rank of DGRS is 1212
Overall Rank
The Sharpe Ratio Rank of DGRS is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DGRS is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DGRS is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DGRS is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XSVM vs. DGRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS). 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.


The chart of Sharpe ratio for XSVM, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.00
XSVM: -0.36
DGRS: -0.22
The chart of Sortino ratio for XSVM, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00
XSVM: -0.38
DGRS: -0.17
The chart of Omega ratio for XSVM, currently valued at 0.96, compared to the broader market0.501.001.502.00
XSVM: 0.96
DGRS: 0.98
The chart of Calmar ratio for XSVM, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.0012.00
XSVM: -0.34
DGRS: -0.18
The chart of Martin ratio for XSVM, currently valued at -0.91, compared to the broader market0.0020.0040.0060.00
XSVM: -0.91
DGRS: -0.54

The current XSVM Sharpe Ratio is -0.36, which is lower than the DGRS Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of XSVM and DGRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.36
-0.22
XSVM
DGRS

Dividends

XSVM vs. DGRS - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 2.27%, less than DGRS's 2.49% yield.


TTM20242023202220212020201920182017201620152014
XSVM
Invesco S&P SmallCap Value with Momentum ETF
2.27%1.69%1.31%1.79%1.23%1.21%1.21%2.54%1.90%2.29%2.68%1.31%
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund
2.49%2.15%2.36%2.88%2.19%2.32%2.39%2.64%2.09%1.82%2.55%2.07%

Drawdowns

XSVM vs. DGRS - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than DGRS's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for XSVM and DGRS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.44%
-22.03%
XSVM
DGRS

Volatility

XSVM vs. DGRS - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) and WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) have volatilities of 12.89% and 12.85%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.89%
12.85%
XSVM
DGRS