See what your fund actually adds
Invesco S&P SmallCap Value with Momentum ETF XSVM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | XSVM | Replication |
|---|---|---|
| Annualized growth | 6.8% | 7.5% |
| Annualized volatility | 21.1% | 19.2% |
| Sharpe ratio | 0.42 | 0.47 |
| Maximum drawdown | 25.8% | 23.2% |
| Replication fit (R²) | 0.91 · Tracking error 6.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model XSVM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 85.5% |
| XLE | Sector · Energy | 7.6% |
| VBR | Small-Cap · Value | 6.9% |