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XSVM vs. DSTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSVM vs. DSTL

Last updated Jun 13, 2026

XSVM (Invesco S&P SmallCap Value with Momentum ETF) and DSTL (Distillate U.S. Fundamental Stability & Value ETF) are both exchange-traded funds - XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index, while DSTL is a Large Cap Value Equities fund actively managed by Distillate Capital. XSVM is passively managed, while DSTL is actively managed. Over the past 5 years, XSVM returned 7.44%/yr vs 8.86%/yr for DSTL. A 0.75 correlation means they provide meaningful diversification when combined. XSVM charges 0.37%/yr vs 0.39%/yr for DSTL.

Performance

XSVM vs. DSTL - 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 Distillate U.S. Fundamental Stability & Value ETF (DSTL). 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 21.88% return, which is significantly higher than DSTL's 1.84% return.

XSVM

1D
1.17%
1M
5.46%
YTD
21.88%
6M
18.48%
1Y
42.01%
3Y*
16.38%
5Y*
7.44%
10Y*
13.23%

DSTL

1D
0.37%
1M
3.29%
YTD
1.84%
6M
1.07%
1Y
11.62%
3Y*
11.92%
5Y*
8.86%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVM vs. DSTL - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XSVM
Invesco S&P SmallCap Value with Momentum ETF		21.88%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.35%
DSTL
Distillate U.S. Fundamental Stability & Value ETF		1.84%8.71%12.78%22.71%-10.64%28.87%19.31%35.49%-8.42%

Correlation

The correlation between XSVM and DSTL is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.70

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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.75

The correlation between XSVM and DSTL has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

XSVM vs. DSTL - Sectors Allocation Comparison

Sectors
XSVM
DSTL

Financial Services

38.8%
6.9%

Consumer Cyclical

17.0%
11.6%

Energy

9.9%
5.4%

Technology

7.8%
27.4%

Consumer Defensive

7.3%
3.3%

Industrials

6.7%
15.7%

Real Estate

5.0%

-

Communication Services

2.9%
7.6%

Basic Materials

1.9%
0.7%

Healthcare

1.4%
20.2%

Utilities

1.3%
1.0%

Financial Services

XSVM
38.8%
DSTL
6.9%

Consumer Cyclical

XSVM
17.0%
DSTL
11.6%

Energy

XSVM
9.9%
DSTL
5.4%

Technology

XSVM
7.8%
DSTL
27.4%

Consumer Defensive

XSVM
7.3%
DSTL
3.3%

Industrials

XSVM
6.7%
DSTL
15.7%

Real Estate

XSVM
5.0%
DSTL

-

Communication Services

XSVM
2.9%
DSTL
7.6%

Basic Materials

XSVM
1.9%
DSTL
0.7%

Healthcare

XSVM
1.4%
DSTL
20.2%

Utilities

XSVM
1.3%
DSTL
1.0%

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

Distillate U.S. Fundamental Stability & Value ETF

Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX
Often compared with DSTL:
DSTL vs. COWZDSTL vs. VFLODSTL vs. PPLDSTL vs. PFIXDSTL vs. VOODSTL vs. SCHDDSTL vs. POGRX

Return for Risk

XSVM vs. DSTL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSVM
XSVM Risk / Return Rank: 7676
Overall Rank
XSVM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 7878
Sortino Ratio Rank
XSVM Omega Ratio Rank: 7272
Omega Ratio Rank
XSVM Calmar Ratio Rank: 8383
Calmar Ratio Rank
XSVM Martin Ratio Rank: 7373
Martin Ratio Rank
DSTL
DSTL Risk / Return Rank: 2727
Overall Rank
DSTL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DSTL Sortino Ratio Rank: 2727
Sortino Ratio Rank
DSTL Omega Ratio Rank: 2424
Omega Ratio Rank
DSTL Calmar Ratio Rank: 2929
Calmar Ratio Rank
DSTL Martin Ratio Rank: 2929
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. DSTL - 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 Distillate U.S. Fundamental Stability & Value ETF (DSTL). 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.

XSVMDSTLDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.86

+1.24

Sortino ratioReturn per unit of downside risk
3.00
1.32

+1.68

Omega ratioGain probability vs. loss probability

1.37

1.15

+0.22

Calmar ratioReturn relative to maximum drawdown

3.86

1.24

+2.63

Martin ratioReturn relative to average drawdown

11.98

3.66

+8.32

XSVM vs. DSTL - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 2.09, which is higher than the DSTL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XSVM and DSTL, 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. DSTL - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than DSTL's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for XSVM and DSTL.

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Drawdown Indicators

XSVMDSTLDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-33.09%

-29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-8.30%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-16.92%

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-20.10%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

—

—

Current Drawdown

Current decline from peak

0.00%

-3.27%

+3.27%

Average Drawdown

Average peak-to-trough decline

-11.55%

-4.15%

-7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.81%

+0.45%

Volatility

XSVM vs. DSTL - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 5.09% compared to Distillate U.S. Fundamental Stability & Value ETF (DSTL) at 3.94%. This indicates that XSVM's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XSVMDSTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

3.94%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

8.55%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

12.02%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

15.78%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

19.39%

+5.69%

XSVM vs. DSTL - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is lower than DSTL's 0.39% expense ratio.

Dividends

XSVM vs. DSTL - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.74%, more than DSTL's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
DSTL
Distillate U.S. Fundamental Stability & Value ETF		1.25%1.31%1.34%1.30%1.35%1.01%0.83%0.97%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.74%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 DSTL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVM has higher volatility (5.09%) compared to DSTL (3.94%). In terms of maximum drawdown, XSVM dropped -62.57% vs DSTL's -33.09%.

On 5-year performance, DSTL leads with 8.86% vs 7.44% for XSVM. On fees, XSVM is cheaper at 0.37% per year. On volatility, DSTL has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DSTL has performed better with a 8.86% return vs 7.44%. 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 0.39% for DSTL.

XSVM has the higher dividend yield at 1.74%, compared with 1.25% for DSTL.

XSVM is categorized as Momentum, while DSTL is Large Cap Value Equities. They also come from different issuers: Invesco and Distillate Capital. Their fees differ too: 0.37% for XSVM and 0.39% for DSTL.

XSVM currently has the higher Sharpe Ratio (2.09 vs 0.86), 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.

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