DFGP vs XSMO

Comparison between DIMENSIONAL GLOBAL CORE PLUS FIXED INCOME ETF (DFGP, ETF) and INVESCO S&P SMALLCAP MOMENTUM ETF (XSMO, ETF).

DFGP vs XSMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFGP(ETF)	XSMO(ETF)
Net Assets	$2.30B	$2.30B
Expense Ratio	0.22%	0.36%
Max Drawdown	5.75%	58.06%
Sharpe Ratio	0.43	1.65
5Y Beta	0.06	1.06
P/E Ratio	N/A	33.54
Forward P/E	N/A	19.61
5Y Dividends CAGR	N/A	8.36%
5Y EPS CAGR	N/A	23.25%
P/S Ratio	N/A	1.16
P/B Ratio	N/A	2.83

Net Assets

DFGP

$2.30B

XSMO

$2.30B

Expense Ratio

Winner

DFGP

0.22%

XSMO

0.36%

Max Drawdown

Winner

DFGP

5.75%

XSMO

58.06%

Sharpe Ratio

DFGP

0.43

Winner

XSMO

1.65

5Y Beta

Winner

DFGP

0.06

XSMO

1.06

P/E Ratio

DFGP

N/A

XSMO

33.54

Forward P/E

DFGP

N/A

XSMO

19.61

5Y Dividends CAGR

DFGP

N/A

XSMO

8.36%

5Y EPS CAGR

DFGP

N/A

XSMO

23.25%

P/S Ratio

DFGP

N/A

XSMO

1.16

P/B Ratio

DFGP

N/A

XSMO

2.83

DFGP vs XSMO - Historical Returns

Returns include dividend reinvestment.

Period	DFGP	XSMO
1 month	+0.33%	+7.19%
3 months	+0.05%	+8.10%
6 months	+1.09%	+21.77%
1 year	+5.92%	+37.32%
5 years(CAGR)	N/A	+12.25%
10 years(CAGR)	N/A	+15.06%
Max(CAGR)	+6.81%	+9.21%

DFGP

+0.33%

Winner

XSMO

+7.19%

DFGP

+0.05%

Winner

XSMO

+8.10%

DFGP

+1.09%

Winner

XSMO

+21.77%

DFGP

+5.92%

Winner

XSMO

+37.32%

5Y(CAGR)

DFGP

N/A

XSMO

+12.25%

10Y(CAGR)

DFGP

N/A

XSMO

+15.06%

Max(CAGR)

DFGP

+6.81%

Winner

XSMO

+9.21%

DFGP vs XSMO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	DFGP	XSMO
2026	+1.12%	+19.81%
2025	+5.82%	+9.64%
2024	+4.20%	+18.82%
2023	+6.24%	+23.37%
2022	N/A	-16.09%
2021	N/A	+19.52%
2020	N/A	+22.10%
2019	N/A	+28.40%
2018	N/A	-3.68%
2017	N/A	+23.53%
2016	N/A	+10.82%
2015	N/A	+1.08%
2014	N/A	+7.32%
2013	N/A	+29.71%
2012	N/A	+12.85%
2011	N/A	-2.88%
2010	N/A	+24.08%
2009	N/A	+16.24%
2008	N/A	-37.12%
2007	N/A	-1.08%
2006	N/A	+4.67%
2005	N/A	+10.69%

DFGP vs XSMO Drawdown Comparison

The maximum drawdown for DFGP was -3.24%, occurring on Mar 27, 2026. This drawdown has not yet recovered.

The maximum drawdown for XSMO was -58.06%, occurring on Mar 9, 2009. Recovery took 1389 trading sessions.

The current DFGP drawdown is -1.01%. The current XSMO drawdown is -1.28%.

Rank	DFGP	XSMO
#1	-3.24% Feb 27, 2026 - Mar 27, 2026	-58.06% Jul 19, 2007 - Jan 24, 2013
#2	-3.04% Sep 16, 2024 - Feb 26, 2025	-39.38% Feb 13, 2020 - Sep 2, 2020
#3	-2.71% Mar 3, 2025 - Jun 4, 2025	-29.63% Nov 9, 2021 - Mar 21, 2024
#4	-2.27% Mar 28, 2024 - Jun 4, 2024	-29.47% Aug 31, 2018 - Jan 16, 2020
#5	-1.92% Feb 1, 2024 - Mar 27, 2024	-29.30% Jun 23, 2015 - Feb 15, 2017
#6	-1.36% Dec 27, 2023 - Feb 1, 2024	-24.77% Nov 25, 2024 - Sep 4, 2025
#7	-1.31% Jun 25, 2024 - Jul 10, 2024	-20.97% May 5, 2006 - Jul 12, 2007
#8	-1.14% Oct 27, 2025 - Jan 29, 2026	-15.22% Feb 12, 2021 - Jun 8, 2021
#9	-0.94% Jul 1, 2025 - Jul 29, 2025	-12.39% Jul 1, 2014 - Feb 13, 2015
#10	-0.89% Aug 2, 2024 - Aug 14, 2024	-10.72% Jun 8, 2021 - Oct 25, 2021
#11	-0.88% Jun 6, 2024 - Jun 13, 2024	-10.31% Jul 31, 2024 - Oct 14, 2024
#12	-0.62% Jul 16, 2024 - Jul 29, 2024	-9.43% Mar 7, 2005 - Jun 6, 2005
#13	-0.61% Nov 8, 2023 - Nov 14, 2023	-8.94% Jan 26, 2018 - Mar 7, 2018
#14	-0.59% Jun 4, 2025 - Jun 11, 2025	-8.89% Feb 9, 2026 - Apr 8, 2026
#15	-0.56% Aug 23, 2024 - Sep 4, 2024	-8.41% Oct 15, 2020 - Nov 5, 2020

Correlation

Correlation between DFGP and XSMO is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90

-101

Dividend Comparison (2009 - 2026)

DFGP vs XSMO dividend yield comparison.

Year	DFGP	XSMO
2026	0.00%	0.14%
2025	3.45%	0.75%
2024	4.51%	0.63%
2023	0.62%	0.96%
2022	0.00%	1.19%
2021	0.00%	0.30%
2020	0.00%	0.82%
2019	0.00%	0.69%
2018	0.00%	0.66%
2017	0.00%	0.27%
2016	0.00%	0.30%
2015	0.00%	0.35%
2014	0.00%	1.31%
2013	0.00%	0.91%
2012	0.00%	0.70%
2009	0.00%	0.69%