CMBS vs XMVM

Comparison between ISHARES CMBS ETF (CMBS, ETF) and INVESCO S&P MIDCAP VALUE WITH MOMENTUM ETF (XMVM, ETF).

5-Year PerformanceXMVM has outperformed CMBS, delivering a return of +12.5% compared to +0.5%

CMBS vs XMVM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CMBS(ETF)	XMVM(ETF)
Net Assets	$476M	$475M
Expense Ratio	0.25%	0.39%
Max Drawdown	20.92%	63.81%
Sharpe Ratio	-0.27	1.59
5Y Beta	0.00	0.86
P/E Ratio	N/A	13.11
Forward P/E	N/A	11.39
PEG Ratio	N/A	0.10
5Y Dividends CAGR	3.57%	25.64%
5Y EPS CAGR	N/A	10.91%
Debt to Equity	N/A	37.07%
P/S Ratio	N/A	0.86
P/B Ratio	N/A	1.55

Net Assets

Winner

CMBS

$476M

XMVM

$475M

Expense Ratio

Winner

CMBS

0.25%

XMVM

0.39%

Max Drawdown

Winner

CMBS

20.92%

XMVM

63.81%

Sharpe Ratio

CMBS

-0.27

Winner

XMVM

1.59

5Y Beta

Winner

CMBS

0.00

XMVM

0.86

P/E Ratio

CMBS

N/A

XMVM

13.11

Forward P/E

CMBS

N/A

XMVM

11.39

PEG Ratio

CMBS

N/A

XMVM

0.10

5Y Dividends CAGR

CMBS

3.57%

Winner

XMVM

25.64%

5Y EPS CAGR

CMBS

N/A

XMVM

10.91%

Debt to Equity

CMBS

N/A

XMVM

37.07%

P/S Ratio

CMBS

N/A

XMVM

0.86

P/B Ratio

CMBS

N/A

XMVM

1.55

CMBS vs XMVM - Historical Returns

Returns include dividend reinvestment.

Period	CMBS	XMVM
1 month	-0.50%	+4.38%
3 months	-0.53%	+6.82%
6 months	-0.29%	+12.77%
1 year	+3.16%	+29.80%
5 years(CAGR)	+0.53%	+12.54%
10 years(CAGR)	+1.92%	+12.08%
Max(CAGR)	+2.33%	+9.64%

CMBS

-0.50%

Winner

XMVM

+4.38%

CMBS

-0.53%

Winner

XMVM

+6.82%

CMBS

-0.29%

Winner

XMVM

+12.77%

CMBS

+3.16%

Winner

XMVM

+29.80%

5Y(CAGR)

CMBS

+0.53%

Winner

XMVM

+12.54%

10Y(CAGR)

CMBS

+1.92%

Winner

XMVM

+12.08%

Max(CAGR)

CMBS

+2.33%

Winner

XMVM

+9.64%

CMBS vs XMVM - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CMBS	XMVM
2026	-0.25%	+14.51%
2025	+7.26%	+19.49%
2024	+4.46%	+12.02%
2023	+5.03%	+18.01%
2022	-10.84%	-8.79%
2021	-1.82%	+38.13%
2020	+7.84%	+5.79%
2019	+7.93%	+30.77%
2018	+1.05%	-10.13%
2017	+3.29%	+1.49%
2016	+3.06%	+30.34%
2015	+0.69%	-7.21%
2014	+2.56%	+14.45%
2013	+0.39%	+36.61%
2012	+4.54%	+16.95%
2011	N/A	-1.86%
2010	N/A	+12.61%
2009	N/A	+21.72%
2008	N/A	-36.11%
2007	N/A	-0.16%
2006	N/A	+12.55%
2005	N/A	+10.42%

CMBS vs XMVM Drawdown Comparison

The maximum drawdown for CMBS was -15.87%, occurring on Nov 3, 2022. Recovery took 1014 trading sessions.

The maximum drawdown for XMVM was -62.84%, occurring on Mar 9, 2009. Recovery took 1399 trading sessions.

The current CMBS drawdown is -2.02%. The current XMVM drawdown is -0.90%.

Rank	CMBS	XMVM
#1	-15.87% Jul 20, 2021 - Aug 4, 2025	-62.84% Jul 13, 2007 - Feb 1, 2013
#2	-9.89% Mar 9, 2020 - Jul 30, 2020	-45.05% Jan 16, 2020 - Nov 24, 2020
#3	-4.94% Sep 7, 2016 - Sep 5, 2017	-24.13% Nov 25, 2024 - Aug 27, 2025
#4	-3.82% Sep 7, 2017 - Jan 3, 2019	-22.69% Jan 14, 2022 - Dec 14, 2023
#5	-3.33% May 21, 2013 - Apr 14, 2014	-19.55% Mar 23, 2015 - Jun 3, 2016
#6	-2.55% Jan 29, 2021 - Jul 20, 2021	-16.82% Aug 20, 2018 - Apr 1, 2019
#7	-2.44% Feb 27, 2026 - Mar 27, 2026	-13.19% May 7, 2021 - Nov 5, 2021
#8	-2.20% Feb 2, 2015 - Oct 14, 2015	-11.85% Jul 24, 2019 - Sep 11, 2019
#9	-2.05% Oct 14, 2015 - Jan 20, 2016	-11.06% Sep 5, 2014 - Nov 25, 2014
#10	-2.04% Sep 4, 2019 - Jan 27, 2020	-9.21% Jul 31, 2024 - Oct 14, 2024
#11	-1.84% Feb 11, 2016 - Apr 1, 2016	-9.18% Feb 6, 2026 - Apr 30, 2026
#12	-1.82% Jul 3, 2012 - Jul 25, 2012	-8.51% Nov 23, 2021 - Jan 4, 2022
#13	-1.60% Mar 7, 2012 - Jun 26, 2012	-8.27% Jan 26, 2018 - Aug 6, 2018
#14	-1.54% Oct 2, 2020 - Dec 11, 2020	-7.78% Aug 3, 2005 - Nov 18, 2005
#15	-1.38% Nov 28, 2014 - Jan 7, 2015	-7.59% Mar 1, 2017 - Jan 11, 2018

Correlation

Correlation between CMBS and XMVM is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2005 - 2026)

CMBS vs XMVM dividend yield comparison.

Year	CMBS	XMVM
2026	1.83%	0.99%
2025	3.45%	2.07%
2024	3.31%	1.43%
2023	2.97%	1.57%
2022	2.65%	1.76%
2021	2.46%	1.10%
2020	2.83%	1.37%
2019	2.74%	1.73%
2018	2.70%	2.87%
2017	2.50%	2.22%
2016	2.29%	2.27%
2015	2.31%	2.58%
2014	2.15%	1.52%
2013	2.00%	1.39%
2012	2.22%	2.14%
2011	0.00%	1.17%
2010	0.00%	0.95%
2009	0.00%	2.03%
2008	0.00%	2.50%
2007	0.00%	1.24%
2006	0.00%	1.27%
2005	0.00%	1.45%