XSX6.DE vs. XSVM
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. Both are passively managed. Over the past 10 years, XSX6.DE returned 9.14%/yr vs 12.42%/yr for XSVM. At a 0.45 correlation, their price movements are largely independent. XSX6.DE charges 0.20%/yr vs 0.37%/yr for XSVM.
Performance
XSX6.DE vs. XSVM - Performance Comparison
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Different Trading Currencies
XSX6.DE is traded in EUR, while XSVM is traded in USD. To make them comparable, the XSVM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than XSVM's 19.68% return. Over the past 10 years, XSX6.DE has underperformed XSVM with an annualized return of 9.14%, while XSVM has yielded a comparatively higher 12.42% annualized return.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XSVM
- 1D
- -0.17%
- 1M
- 2.52%
- YTD
- 19.68%
- 6M
- 18.56%
- 1Y
- 35.69%
- 3Y*
- 12.79%
- 5Y*
- 7.62%
- 10Y*
- 12.42%
XSX6.DE vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 19.68% | -5.28% | 9.06% | 16.59% | -8.28% | 68.06% | -3.58% | 32.94% | -8.22% | -9.11% |
Correlation
The correlation between XSX6.DE and XSVM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.45 |
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Return for Risk
XSX6.DE vs. XSVM — Risk / Return Rank
XSX6.DE
XSVM
XSX6.DE vs. XSVM - Risk-Adjusted Trends 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.
| XSX6.DE | XSVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 4.38 | -2.66 |
| Martin ratioReturn relative to average drawdown | 6.55 | 13.18 | -6.63 |
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
| XSX6.DE | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.95 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.34 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.49 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.41 | +0.19 |
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 -55.88%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XSVM.
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Drawdown Indicators
| XSX6.DE | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -55.88% | +19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -8.18% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -30.63% | +14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -30.63% | +9.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -47.56% | +11.51% |
Current DrawdownCurrent decline from peak | -1.56% | -0.17% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -11.88% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.71% | -0.21% |
Volatility
XSX6.DE vs. XSVM - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 4.26%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 4.67%. 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.
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Volatility by Period
| XSX6.DE | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.67% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 12.10% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 18.38% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 22.41% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 25.29% | -9.68% |
XSX6.DE vs. XSVM - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is lower than XSVM's 0.37% expense ratio.
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 1.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Frequently Asked Questions
XSX6.DE and XSVM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.37% for XSVM.
XSX6.DE is categorized as Europe Equities, while XSVM is Momentum. XSX6.DE tracks STOXX® Europe 600, while XSVM tracks S&P SmallCap 600 High Momentum Value Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XSX6.DE and 0.37% for XSVM.
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