XSVM vs. ECML
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and EA Series Trust - Euclidean Fundamental Value ETF (ECML).
XSVM and ECML 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. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023.
Performance
XSVM vs. ECML - Performance Comparison
Loading graphics...
XSVM vs. ECML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 23.40% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
Returns By Period
In the year-to-date period, XSVM achieves a 6.63% return, which is significantly lower than ECML's 8.76% return.
XSVM
- 1D
- 0.60%
- 1M
- -2.33%
- YTD
- 6.63%
- 6M
- 8.31%
- 1Y
- 22.91%
- 3Y*
- 12.18%
- 5Y*
- 6.23%
- 10Y*
- 12.22%
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XSVM vs. ECML - Expense Ratio Comparison
XSVM has a 0.39% expense ratio, which is lower than ECML's 0.95% expense ratio.
Return for Risk
XSVM vs. ECML — Risk / Return Rank
XSVM
ECML
XSVM vs. ECML - 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 EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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.
| XSVM | ECML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.05 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.62 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.61 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.69 | 6.01 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XSVM | ECML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.05 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.79 | -0.44 |
Correlation
The correlation between XSVM and ECML 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.
Dividends
XSVM vs. ECML - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.99%, more than ECML's 1.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.99% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSVM vs. ECML - Drawdown Comparison
The maximum XSVM drawdown since its inception was -62.57%, which is greater than ECML's maximum drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for XSVM and ECML.
Loading graphics...
Drawdown Indicators
| XSVM | ECML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.57% | -24.66% | -37.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -12.96% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | — | — |
Current DrawdownCurrent decline from peak | -5.23% | -2.69% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -6.19% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.48% | +0.63% |
Volatility
XSVM vs. ECML - Volatility Comparison
Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 5.34% compared to EA Series Trust - Euclidean Fundamental Value ETF (ECML) at 4.48%. This indicates that XSVM's price experiences larger fluctuations and is considered to be riskier than ECML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XSVM | ECML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.48% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 10.17% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 19.29% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 18.69% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 18.69% | +6.38% |