XSVM vs. IWN
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares Russell 2000 Value ETF (IWN).
XSVM and IWN 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. IWN is a passively managed fund by iShares that tracks the performance of the Russell 2000 Value Index. It was launched on Jul 24, 2000. Both XSVM and IWN 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. IWN - Performance Comparison
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XSVM vs. IWN - 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% |
IWN iShares Russell 2000 Value ETF | 5.56% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 7.69% |
Returns By Period
In the year-to-date period, XSVM achieves a 6.63% return, which is significantly higher than IWN's 5.56% return. Over the past 10 years, XSVM has outperformed IWN with an annualized return of 12.22%, while IWN has yielded a comparatively lower 9.47% 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%
IWN
- 1D
- 0.62%
- 1M
- -3.85%
- YTD
- 5.56%
- 6M
- 8.36%
- 1Y
- 28.61%
- 3Y*
- 13.77%
- 5Y*
- 5.38%
- 10Y*
- 9.47%
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XSVM vs. IWN - Expense Ratio Comparison
XSVM has a 0.39% expense ratio, which is higher than IWN's 0.24% expense ratio.
Return for Risk
XSVM vs. IWN — Risk / Return Rank
XSVM
IWN
XSVM vs. IWN - 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 Russell 2000 Value ETF (IWN). 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 | IWN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.32 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.91 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.07 | -0.32 |
Martin ratioReturn relative to average drawdown | 5.69 | 8.21 | -2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSVM | IWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.32 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.25 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.41 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.37 | -0.02 |
Correlation
The correlation between XSVM and IWN 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. IWN - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.99%, more than IWN's 1.62% 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% |
IWN iShares Russell 2000 Value ETF | 1.62% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
Drawdowns
XSVM vs. IWN - Drawdown Comparison
The maximum XSVM drawdown since its inception was -62.57%, roughly equal to the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for XSVM and IWN.
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Drawdown Indicators
| XSVM | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.57% | -61.55% | -1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -13.80% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -26.70% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | -46.08% | -2.94% |
Current DrawdownCurrent decline from peak | -5.23% | -4.81% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -10.22% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.48% | +0.63% |
Volatility
XSVM vs. IWN - Volatility Comparison
The current volatility for Invesco S&P SmallCap Value with Momentum ETF (XSVM) is 5.34%, while iShares Russell 2000 Value ETF (IWN) has a volatility of 6.16%. This indicates that XSVM experiences smaller price fluctuations and is considered to be less risky than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSVM | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.16% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 12.99% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 21.78% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 21.53% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 23.37% | +1.70% |