PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XSVM vs. DGRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSVM vs. DGRS

Last updated Jun 24, 2026

XSVM (Invesco S&P SmallCap Value with Momentum ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both exchange-traded funds - XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index, while DGRS is a Small Cap Value Equities fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, XSVM returned 13.32%/yr vs 10.20%/yr for DGRS. Their correlation of 0.90 suggests significant overlap in exposure. XSVM charges 0.37%/yr vs 0.38%/yr for DGRS.

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 U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XSVM achieves a 20.98% return, which is significantly higher than DGRS's 18.11% return. Over the past 10 years, XSVM has outperformed DGRS with an annualized return of 13.32%, while DGRS has yielded a comparatively lower 10.20% annualized return.

XSVM

1D
0.77%
1M
3.66%
YTD
20.98%
6M
18.82%
1Y
37.12%
3Y*
17.66%
5Y*
7.87%
10Y*
13.32%

DGRS

1D
0.27%
1M
4.10%
YTD
18.11%
6M
16.32%
1Y
29.18%
3Y*
15.37%
5Y*
7.15%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVM vs. DGRS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XSVM
Invesco S&P SmallCap Value with Momentum ETF		20.98%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		18.11%-0.43%10.40%21.16%-13.11%23.11%7.86%24.20%-10.75%7.25%

Correlation

The correlation between XSVM and DGRS 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

0.94

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2013

0.90

The correlation between XSVM and DGRS has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

XSVM vs. DGRS - Sectors Allocation Comparison

Sectors
XSVM
DGRS

Financial Services

38.7%
25.5%

Consumer Cyclical

17.4%
16.1%

Technology

9.5%
9.2%

Energy

9.3%
10.8%

Consumer Defensive

6.9%
6.3%

Industrials

6.3%
19.1%

Real Estate

4.8%
1.8%

Communication Services

2.8%
1.9%

Basic Materials

2.0%
8.1%

Utilities

1.2%
0.2%

Healthcare

1.1%
1.2%

Financial Services

XSVM
38.7%
DGRS
25.5%

Consumer Cyclical

XSVM
17.4%
DGRS
16.1%

Technology

XSVM
9.5%
DGRS
9.2%

Energy

XSVM
9.3%
DGRS
10.8%

Consumer Defensive

XSVM
6.9%
DGRS
6.3%

Industrials

XSVM
6.3%
DGRS
19.1%

Real Estate

XSVM
4.8%
DGRS
1.8%

Communication Services

XSVM
2.8%
DGRS
1.9%

Basic Materials

XSVM
2.0%
DGRS
8.1%

Utilities

XSVM
1.2%
DGRS
0.2%

Healthcare

XSVM
1.1%
DGRS
1.2%

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

WisdomTree U.S. SmallCap Quality Dividend Growth Fund

Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. RYPRXXSVM vs. SVAL
Often compared with DGRS:
DGRS vs. DGRWDGRS vs. RMTDGRS vs. SCHDDGRS vs. SPYDGRS vs. VBRDGRS vs. CALFDGRS vs. VB

Return for Risk

XSVM vs. DGRS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSVM
XSVM Risk / Return Rank: 6767
Overall Rank
XSVM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6262
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7676
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6666
Martin Ratio Rank
DGRS
DGRS Risk / Return Rank: 5555
Overall Rank
DGRS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 5656
Sortino Ratio Rank
DGRS Omega Ratio Rank: 4848
Omega Ratio Rank
DGRS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DGRS Martin Ratio Rank: 5757
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. DGRS - 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 WisdomTree U.S. 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.

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.

XSVMDGRSDifference
Sharpe ratioReturn per unit of total volatility
2.03
1.64

+0.38

Sortino ratioReturn per unit of downside risk
2.93
2.53

+0.40

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

3.70

3.03

+0.67

Martin ratioReturn relative to average drawdown

11.45

9.34

+2.10

XSVM vs. DGRS - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 2.03, which is comparable to the DGRS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XSVM and DGRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

XSVMDGRSDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-44.83%

-17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.68%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-27.57%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-27.57%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

-44.83%

-4.19%

Current Drawdown

Current decline from peak

-0.73%

-0.40%

-0.33%

Average Drawdown

Average peak-to-trough decline

-11.54%

-6.70%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.13%

+0.12%

Volatility

XSVM vs. DGRS - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 4.63% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 3.99%. 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.

Loading charts...

Volatility by Period

XSVMDGRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

3.99%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

11.29%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

17.91%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

20.38%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

23.61%

+1.46%

XSVM vs. DGRS - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is lower than DGRS's 0.38% expense ratio.

Dividends

XSVM vs. DGRS - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.82%, less than DGRS's 2.14% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund		2.14%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.82%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 DGRS 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 (4.63%) compared to DGRS (3.99%). In terms of maximum drawdown, XSVM dropped -62.57% vs DGRS's -44.83%.

On 10-year performance, XSVM leads with 13.32% vs 10.20% for DGRS. On fees, XSVM is cheaper at 0.37% per year. On volatility, DGRS has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XSVM has performed better with a 13.32% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.38% for DGRS.

DGRS has the higher dividend yield at 2.14%, compared with 1.82% for XSVM.

XSVM is categorized as Momentum, while DGRS is Small Cap Value Equities. XSVM tracks S&P SmallCap 600 High Momentum Value Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.37% for XSVM and 0.38% for DGRS.

XSVM currently has the higher Sharpe Ratio (2.03 vs 1.64), 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

Find the right allocation for XSVM and DGRS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer