XSVM vs. DGRS
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS).
XSVM and DGRS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSVM 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. DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013. Both XSVM and DGRS 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: XSVM or DGRS.
Key characteristics
| XSVM | DGRS | |
|---|---|---|
| YTD Return | 2.17% | 0.72% |
| 1Y Return | 28.39% | 21.00% |
| 3Y Return (Ann) | 5.49% | 3.06% |
| 5Y Return (Ann) | 14.54% | 8.21% |
| 10Y Return (Ann) | 10.48% | 8.15% |
| Sharpe Ratio | 1.49 | 1.21 |
| Daily Std Dev | 20.22% | 18.62% |
| Max Drawdown | -62.57% | -44.83% |
| Current Drawdown | -3.20% | -4.11% |
Correlation
The correlation between XSVM and DGRS is 0.89, 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.
Performance
XSVM vs. DGRS - Performance Comparison
In the year-to-date period, XSVM achieves a 2.17% return, which is significantly higher than DGRS's 0.72% return. Over the past 10 years, XSVM has outperformed DGRS with an annualized return of 10.48%, while DGRS has yielded a comparatively lower 8.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
XSVM vs. DGRS - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.47%, less than DGRS's 2.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.47% | 1.31% | 1.79% | 1.23% | 1.21% | 1.21% | 2.54% | 1.90% | 2.29% | 2.68% | 1.31% | 1.15% |
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.33% | 2.36% | 2.88% | 2.19% | 2.31% | 2.39% | 2.63% | 2.08% | 1.82% | 2.54% | 2.06% | 0.49% |
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.
Volatility
XSVM vs. DGRS - Volatility Comparison
Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 4.99% compared to WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) at 4.41%. This indicates that XSVM's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.