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XSVM vs. IJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XSVMIJS
YTD Return0.20%-6.10%
1Y Return22.33%6.59%
3Y Return (Ann)5.47%-0.53%
5Y Return (Ann)14.09%6.21%
10Y Return (Ann)10.22%7.34%
Sharpe Ratio1.030.29
Daily Std Dev20.41%21.43%
Max Drawdown-62.57%-60.11%
Current Drawdown-5.06%-9.50%

Correlation

-0.50.00.51.00.9

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.

Performance

XSVM vs. IJS - Performance Comparison

In the year-to-date period, XSVM achieves a 0.20% return, which is significantly higher than IJS's -6.10% return. Over the past 10 years, XSVM has outperformed IJS with an annualized return of 10.22%, while IJS has yielded a comparatively lower 7.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
388.69%
319.65%
XSVM
IJS

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

iShares S&P SmallCap 600 Value ETF

XSVM vs. IJS - Expense Ratio Comparison

XSVM has a 0.39% expense ratio, which is higher than IJS's 0.25% expense ratio.


XSVM
Invesco S&P SmallCap Value with Momentum ETF
Expense ratio chart for XSVM: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

XSVM vs. IJS - 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 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
Sharpe ratio
The chart of Sharpe ratio for XSVM, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.03
Sortino ratio
The chart of Sortino ratio for XSVM, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.001.64
Omega ratio
The chart of Omega ratio for XSVM, currently valued at 1.19, compared to the broader market1.001.502.001.19
Calmar ratio
The chart of Calmar ratio for XSVM, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.000.88
Martin ratio
The chart of Martin ratio for XSVM, currently valued at 4.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.94
IJS
Sharpe ratio
The chart of Sharpe ratio for IJS, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.000.29
Sortino ratio
The chart of Sortino ratio for IJS, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.000.60
Omega ratio
The chart of Omega ratio for IJS, currently valued at 1.07, compared to the broader market1.001.502.001.07
Calmar ratio
The chart of Calmar ratio for IJS, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.000.27
Martin ratio
The chart of Martin ratio for IJS, currently valued at 0.88, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.88

XSVM vs. IJS - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 1.03, which is higher than the IJS Sharpe Ratio of 0.29. The chart below compares the 12-month rolling Sharpe Ratio of XSVM and IJS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.03
0.29
XSVM
IJS

Dividends

XSVM vs. IJS - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.50%, less than IJS's 1.56% yield.


TTM20232022202120202019201820172016201520142013
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.50%1.31%1.79%1.23%1.21%1.21%2.54%1.90%2.29%2.68%1.31%1.15%
IJS
iShares S&P SmallCap 600 Value ETF
1.56%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.06%
-9.50%
XSVM
IJS

Volatility

XSVM vs. IJS - Volatility Comparison

The current volatility for Invesco S&P SmallCap Value with Momentum ETF (XSVM) is 4.97%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 6.30%. This indicates that XSVM experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
4.97%
6.30%
XSVM
IJS