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XSVM vs. SVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSVM vs. SVAL - 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 iShares US Small Cap Value Factor ETF (SVAL). The values are adjusted to include any dividend payments, if applicable.

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XSVM vs. SVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSVM
Invesco S&P SmallCap Value with Momentum ETF
6.00%7.47%2.30%20.20%-13.63%56.36%25.07%
SVAL
iShares US Small Cap Value Factor ETF
5.02%8.23%7.54%12.27%-10.15%33.18%27.93%

Returns By Period

In the year-to-date period, XSVM achieves a 6.00% return, which is significantly higher than SVAL's 5.02% return.


XSVM

1D
2.01%
1M
-1.98%
YTD
6.00%
6M
7.74%
1Y
22.66%
3Y*
11.96%
5Y*
6.11%
10Y*
12.15%

SVAL

1D
1.72%
1M
-3.70%
YTD
5.02%
6M
8.88%
1Y
22.99%
3Y*
12.96%
5Y*
5.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSVM vs. SVAL - Expense Ratio Comparison

XSVM has a 0.39% expense ratio, which is higher than SVAL's 0.20% expense ratio.


Return for Risk

XSVM vs. SVAL — Risk / Return Rank

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

XSVM
XSVM Risk / Return Rank: 6262
Overall Rank
XSVM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 6363
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5757
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7171
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6060
Martin Ratio Rank

SVAL
SVAL Risk / Return Rank: 6262
Overall Rank
SVAL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SVAL Sortino Ratio Rank: 6262
Sortino Ratio Rank
SVAL Omega Ratio Rank: 5858
Omega Ratio Rank
SVAL Calmar Ratio Rank: 6969
Calmar Ratio Rank
SVAL Martin Ratio Rank: 6161
Martin Ratio Rank
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. SVAL - 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 US Small Cap Value Factor ETF (SVAL). 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.


XSVMSVALDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.03

-0.01

Sortino ratio

Return per unit of downside risk

1.56

1.54

+0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.73

1.71

+0.02

Martin ratio

Return relative to average drawdown

5.64

5.92

-0.28

XSVM vs. SVAL - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 1.02, which is comparable to the SVAL Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of XSVM and SVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XSVMSVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.03

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.24

+0.03

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

0.63

-0.28

Correlation

The correlation between XSVM and SVAL 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. SVAL - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 2.00%, less than SVAL's 2.50% yield.


TTM20252024202320222021202020192018201720162015
XSVM
Invesco S&P SmallCap Value with Momentum ETF
2.00%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%
SVAL
iShares US Small Cap Value Factor ETF
2.50%2.33%1.82%2.25%2.09%2.33%0.28%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSVM vs. SVAL - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than SVAL's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for XSVM and SVAL.


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Drawdown Indicators


XSVMSVALDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-27.44%

-35.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-13.52%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-27.44%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

Current Drawdown

Current decline from peak

-5.79%

-5.64%

-0.15%

Average Drawdown

Average peak-to-trough decline

-11.65%

-8.76%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

3.90%

+0.20%

Volatility

XSVM vs. SVAL - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares US Small Cap Value Factor ETF (SVAL) have volatilities of 5.44% and 5.71%, 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.


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Volatility by Period


XSVMSVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.71%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

12.70%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

22.45%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

22.51%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

23.50%

+1.57%