XSX6.DE vs. XSVM
Compare and contrast key facts about Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
XSX6.DE and XSVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009. 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. Both XSX6.DE and XSVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSX6.DE or XSVM.
Key characteristics
| XSX6.DE | XSVM | |
|---|---|---|
| YTD Return | 7.64% | 10.37% |
| 1Y Return | 15.49% | 28.17% |
| 3Y Return (Ann) | 3.79% | 3.27% |
| 5Y Return (Ann) | 7.04% | 14.62% |
| 10Y Return (Ann) | 6.96% | 10.94% |
| Sharpe Ratio | 1.38 | 1.26 |
| Sortino Ratio | 1.91 | 2.00 |
| Omega Ratio | 1.24 | 1.23 |
| Calmar Ratio | 2.01 | 1.95 |
| Martin Ratio | 8.14 | 5.16 |
| Ulcer Index | 1.76% | 5.49% |
| Daily Std Dev | 10.44% | 22.49% |
| Max Drawdown | -36.05% | -62.57% |
| Current Drawdown | -4.78% | -1.47% |
Correlation
The correlation between XSX6.DE and XSVM is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XSX6.DE vs. XSVM - Performance Comparison
In the year-to-date period, XSX6.DE achieves a 7.64% return, which is significantly lower than XSVM's 10.37% return. Over the past 10 years, XSX6.DE has underperformed XSVM with an annualized return of 6.96%, while XSVM has yielded a comparatively higher 10.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSX6.DE vs. XSVM - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is lower than XSVM's 0.39% expense ratio.
Risk-Adjusted Performance
XSX6.DE vs. XSVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
Dividends
XSX6.DE vs. XSVM - Dividend Comparison
XSX6.DE has not paid dividends to shareholders, while XSVM's dividend yield for the trailing twelve months is around 1.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 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 | 1.54% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% | 1.15% |
Drawdowns
XSX6.DE vs. XSVM - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XSVM. For additional features, visit the drawdowns tool.
Volatility
XSX6.DE vs. XSVM - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 4.53%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 9.89%. This indicates that XSX6.DE experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.