XMLV vs EVSM

Comparison between INVESCO S&P MIDCAP LOW VOLATILITY ETF (XMLV, ETF) and EATON VANCE SHORT DURATION MUNICIPAL INCOME ETF (EVSM, ETF).

XMLV vs EVSM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XMLV(ETF)	EVSM(ETF)
Net Assets	$716M	$718M
Expense Ratio	0.25%	0.19%
Max Drawdown	40.50%	2.12%
Sharpe Ratio	0.53	0.18
5Y Beta	0.48	0.00
P/E Ratio	16.86	N/A
Forward P/E	15.34	N/A
PEG Ratio	0.15	N/A
5Y Dividends CAGR	17.24%	N/A
5Y EPS CAGR	12.27%	N/A
Debt to Equity	64.76%	N/A

Net Assets

XMLV

$716M

Winner

EVSM

$718M

Expense Ratio

XMLV

0.25%

Winner

EVSM

0.19%

Max Drawdown

XMLV

40.50%

Winner

EVSM

2.12%

Sharpe Ratio

Winner

XMLV

0.53

EVSM

0.18

5Y Beta

XMLV

0.48

Winner

EVSM

0.00

P/E Ratio

XMLV

16.86

EVSM

N/A

Forward P/E

XMLV

15.34

EVSM

N/A

PEG Ratio

XMLV

0.15

EVSM

N/A

5Y Dividends CAGR

XMLV

17.24%

EVSM

N/A

5Y EPS CAGR

XMLV

12.27%

EVSM

N/A

Debt to Equity

XMLV

64.76%

EVSM

N/A

XMLV vs EVSM - Historical Returns

Returns include dividend reinvestment.

Period	XMLV	EVSM
1 month	-0.36%	+0.70%
3 months	+2.03%	+0.58%
6 months	+3.69%	+1.46%
1 year	+8.69%	+3.89%
5 years(CAGR)	+6.67%	N/A
10 years(CAGR)	+7.87%	N/A
Max(CAGR)	+9.59%	+3.61%

XMLV

-0.36%

Winner

EVSM

+0.70%

Winner

XMLV

+2.03%

EVSM

+0.58%

Winner

XMLV

+3.69%

EVSM

+1.46%

Winner

XMLV

+8.69%

EVSM

+3.89%

5Y(CAGR)

XMLV

+6.67%

EVSM

N/A

10Y(CAGR)

XMLV

+7.87%

EVSM

N/A

Max(CAGR)

Winner

XMLV

+9.59%

EVSM

+3.61%

XMLV vs EVSM - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	XMLV	EVSM
2026	+4.71%	+1.24%
2025	+5.88%	+4.30%
2024	+16.72%	+2.52%
2023	+1.70%	N/A
2022	-6.04%	N/A
2021	+24.82%	N/A
2020	-7.56%	N/A
2019	+25.81%	N/A
2018	-0.21%	N/A
2017	+13.66%	N/A
2016	+23.26%	N/A
2015	+5.16%	N/A
2014	+19.64%	N/A
2013	+14.56%	N/A

XMLV vs EVSM Drawdown Comparison

The maximum drawdown for XMLV was -39.83%, occurring on Mar 23, 2020. Recovery took 292 trading sessions.

The maximum drawdown for EVSM was -1.50%, occurring on Apr 11, 2025. Recovery took 40 trading sessions.

The current XMLV drawdown is -2.83%.

Rank	XMLV	EVSM
#1	-39.83% Feb 18, 2020 - Apr 15, 2021	-1.50% Apr 4, 2025 - Jun 3, 2025
#2	-16.54% Dec 29, 2021 - Mar 27, 2024	-1.07% Feb 27, 2026 - Jun 5, 2026
#3	-13.81% Nov 25, 2024 - Aug 22, 2025	-0.81% Oct 15, 2024 - Dec 4, 2024
#4	-13.26% Sep 14, 2018 - Feb 15, 2019	-0.68% Dec 6, 2024 - Jan 27, 2025
#5	-9.62% Aug 17, 2015 - Nov 23, 2015	-0.54% May 15, 2024 - Jun 13, 2024
#6	-9.26% Dec 1, 2015 - Mar 3, 2016	-0.52% Apr 1, 2024 - May 7, 2024
#7	-8.93% May 21, 2013 - Jul 18, 2013	-0.49% Feb 26, 2025 - Apr 4, 2025
#8	-8.47% Jul 23, 2013 - Oct 18, 2013	-0.42% Jul 24, 2024 - Aug 1, 2024
#9	-7.97% Jan 26, 2018 - May 10, 2018	-0.38% Feb 6, 2025 - Feb 25, 2025
#10	-7.03% Mar 2, 2026 - Mar 20, 2026	-0.36% Jul 16, 2024 - Jul 24, 2024
#11	-6.72% Jul 1, 2014 - Oct 28, 2014	-0.34% Aug 5, 2024 - Aug 23, 2024
#12	-6.13% Sep 7, 2016 - Nov 28, 2016	-0.34% Sep 17, 2025 - Oct 13, 2025
#13	-5.57% Nov 15, 2021 - Dec 27, 2021	-0.26% Oct 2, 2024 - Oct 15, 2024
#14	-5.56% Sep 2, 2021 - Nov 1, 2021	-0.26% Nov 11, 2025 - Dec 11, 2025
#15	-5.37% Mar 28, 2024 - May 9, 2024	-0.24% Oct 13, 2025 - Nov 11, 2025

Correlation

Correlation between XMLV and EVSM is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2013 - 2026)

XMLV vs EVSM dividend yield comparison.

Year	XMLV	EVSM
2026	0.87%	1.23%
2025	2.87%	3.12%
2024	2.23%	2.99%
2023	2.34%	0.00%
2022	2.05%	0.00%
2021	1.14%	0.00%
2020	1.93%	0.00%
2019	2.02%	0.00%
2018	2.13%	0.00%
2017	1.74%	0.00%
2016	1.72%	0.00%
2015	1.85%	0.00%
2014	2.00%	0.00%
2013	1.63%	0.00%