XSVM vs. IJS
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares S&P SmallCap 600 Value ETF (IJS).
XSVM and IJS 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. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. Both XSVM and IJS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XSVM vs. IJS - Performance Comparison
Loading graphics...
XSVM vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
IJS iShares S&P SmallCap 600 Value ETF | 4.54% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
Returns By Period
In the year-to-date period, XSVM achieves a 6.63% return, which is significantly higher than IJS's 4.54% return. Over the past 10 years, XSVM has outperformed IJS with an annualized return of 12.22%, while IJS has yielded a comparatively lower 9.36% annualized 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%
IJS
- 1D
- 0.19%
- 1M
- -3.67%
- YTD
- 4.54%
- 6M
- 7.24%
- 1Y
- 23.46%
- 3Y*
- 10.04%
- 5Y*
- 4.76%
- 10Y*
- 9.36%
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. IJS - Expense Ratio Comparison
XSVM has a 0.39% expense ratio, which is higher than IJS's 0.25% expense ratio.
Return for Risk
XSVM vs. IJS — Risk / Return Rank
XSVM
IJS
XSVM vs. IJS - 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 iShares S&P SmallCap 600 Value ETF (IJS). 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 | IJS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.99 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.51 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.51 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.69 | 5.68 | +0.01 |
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 | IJS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.99 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.22 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.40 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.39 | -0.04 |
Correlation
The correlation between XSVM and IJS is 0.93, 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. IJS - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.99%, more than IJS's 1.42% 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
Drawdowns
XSVM vs. IJS - Drawdown Comparison
The maximum XSVM drawdown since its inception was -62.57%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for XSVM and IJS.
Loading graphics...
Drawdown Indicators
| XSVM | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.57% | -60.11% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -15.68% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -28.65% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | -47.68% | -1.34% |
Current DrawdownCurrent decline from peak | -5.23% | -6.05% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -9.95% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.16% | -0.05% |
Volatility
XSVM vs. IJS - Volatility Comparison
Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 5.34% and 5.36%, 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.
Loading graphics...
Volatility by Period
| XSVM | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 5.36% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 13.52% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 23.75% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 22.14% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 23.61% | +1.46% |