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XSVM vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSVM vs. SMOM - 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 Symmetry Panoramic Sector Momentum ETF (SMOM). 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 16.87% return, which is significantly higher than SMOM's 9.82% return.


XSVM

1D
-1.47%
1M
1.71%
YTD
16.87%
6M
16.68%
1Y
34.73%
3Y*
15.99%
5Y*
6.37%
10Y*
12.72%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSVM vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between XSVM and SMOM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.56

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Return for Risk

XSVM vs. SMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSVM
XSVM Risk / Return Rank: 5858
Overall Rank
XSVM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 5656
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5353
Omega Ratio Rank
XSVM Calmar Ratio Rank: 6969
Calmar Ratio Rank
XSVM Martin Ratio Rank: 5959
Martin Ratio Rank

SMOM
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. SMOM - 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 Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


XSVMSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.46

Martin ratioReturn relative to average drawdown

10.66

XSVM vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSVMSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.45

-1.08

Drawdowns

XSVM vs. SMOM - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for XSVM and SMOM.


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Drawdown Indicators


XSVMSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-7.45%

-55.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

Current Drawdown

Current decline from peak

-1.47%

0.00%

-1.47%

Average Drawdown

Average peak-to-trough decline

-11.57%

-1.48%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

Volatility

XSVM vs. SMOM - Volatility Comparison


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Volatility by Period


XSVMSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

12.62%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

12.62%

+10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

12.62%

+12.47%

XSVM vs. SMOM - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

XSVM vs. SMOM - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.81%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.81%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 SMOM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSVM is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.63% for SMOM.

XSVM has the higher dividend yield at 1.81%, compared with 0.15% for SMOM.

XSVM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.37% for XSVM and 0.63% for SMOM.

Portfolio Optimizer

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