XMLV vs FEM

Comparison between INVESCO S&P MIDCAP LOW VOLATILITY ETF (XMLV, ETF) and FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF).

5-Year PerformanceFEM has outperformed XMLV, delivering a return of +9.3% compared to +6.8%

XMLV vs FEM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XMLV(ETF)	FEM(ETF)
Net Assets	$748M	$749M
Expense Ratio	0.25%	0.80%
Max Drawdown	40.50%	49.78%
Sharpe Ratio	0.63	1.16
5Y Beta	0.44	0.70
P/E Ratio	17.92	N/A
Forward P/E	15.94	N/A
PEG Ratio	0.17	N/A
5Y Dividends CAGR	22.42%	1.78%
5Y EPS CAGR	10.89%	N/A
Debt to Equity	63.50%	N/A
P/S Ratio	2.55	N/A
P/B Ratio	1.95	N/A

Net Assets

XMLV

$748M

Winner

FEM

$749M

Expense Ratio

Winner

XMLV

0.25%

FEM

0.80%

Max Drawdown

Winner

XMLV

40.50%

FEM

49.78%

Sharpe Ratio

XMLV

0.63

Winner

FEM

1.16

5Y Beta

Winner

XMLV

0.44

FEM

0.70

P/E Ratio

XMLV

17.92

FEM

N/A

Forward P/E

XMLV

15.94

FEM

N/A

PEG Ratio

XMLV

0.17

FEM

N/A

5Y Dividends CAGR

Winner

XMLV

22.42%

FEM

1.78%

5Y EPS CAGR

XMLV

10.89%

FEM

N/A

Debt to Equity

XMLV

63.50%

FEM

N/A

P/S Ratio

XMLV

2.55

FEM

N/A

P/B Ratio

XMLV

1.95

FEM

N/A

XMLV vs FEM - Historical Returns

Returns include dividend reinvestment.

Period	XMLV	FEM
1 month	-0.84%	+4.75%
3 months	+4.49%	+2.92%
6 months	+3.84%	+6.77%
1 year	+10.52%	+28.83%
5 years(CAGR)	+6.85%	+9.33%
10 years(CAGR)	+7.96%	+8.52%
Max(CAGR)	+9.88%	+4.03%

XMLV

-0.84%

Winner

FEM

+4.75%

Winner

XMLV

+4.49%

FEM

+2.92%

XMLV

+3.84%

Winner

FEM

+6.77%

XMLV

+10.52%

Winner

FEM

+28.83%

5Y(CAGR)

XMLV

+6.85%

Winner

FEM

+9.33%

10Y(CAGR)

XMLV

+7.96%

Winner

FEM

+8.52%

Max(CAGR)

Winner

XMLV

+9.88%

FEM

+4.03%

XMLV vs FEM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	XMLV	FEM
2026	+10.38%	+19.02%
2025	+5.88%	+28.57%
2024	+16.72%	+3.92%
2023	+1.70%	+10.62%
2022	-6.04%	-15.44%
2021	+24.82%	+5.51%
2020	-7.56%	-3.18%
2019	+25.81%	+20.62%
2018	-0.21%	-16.98%
2017	+13.66%	+39.11%
2016	+23.26%	+18.71%
2015	+5.16%	-13.48%
2014	+19.64%	-8.74%
2013	+14.56%	-5.37%
2012	N/A	+18.21%
2011	N/A	-23.58%

XMLV vs FEM Drawdown Comparison

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

The maximum drawdown for FEM was -46.21%, occurring on Mar 18, 2020. Recovery took 825 trading sessions.

The current XMLV drawdown is -3.04%. The current FEM drawdown is -1.93%.

Rank	XMLV	FEM
#1	-39.83% Feb 18, 2020 - Apr 15, 2021	-46.21% Jan 26, 2018 - May 7, 2021
#2	-16.54% Dec 29, 2021 - Mar 27, 2024	-41.78% Apr 27, 2011 - Aug 24, 2017
#3	-13.81% Nov 25, 2024 - Aug 22, 2025	-31.71% Sep 13, 2021 - May 17, 2024
#4	-13.26% Sep 14, 2018 - Feb 15, 2019	-18.82% May 17, 2024 - Jun 11, 2025
#5	-9.62% Aug 17, 2015 - Nov 23, 2015	-10.88% May 11, 2026 - Jul 29, 2026
#6	-9.26% Dec 1, 2015 - Mar 3, 2016	-9.31% Feb 25, 2026 - Apr 9, 2026
#7	-8.93% May 21, 2013 - Jul 18, 2013	-8.61% Jun 2, 2021 - Sep 7, 2021
#8	-8.47% Jul 23, 2013 - Oct 18, 2013	-7.06% Oct 5, 2017 - Jan 2, 2018
#9	-7.97% Jan 26, 2018 - May 10, 2018	-4.85% Nov 12, 2025 - Dec 23, 2025
#10	-7.03% Mar 2, 2026 - Jun 25, 2026	-4.67% Sep 20, 2017 - Oct 5, 2017
#11	-6.72% Jul 1, 2014 - Oct 28, 2014	-4.66% Jan 28, 2026 - Feb 11, 2026
#12	-6.13% Sep 7, 2016 - Nov 28, 2016	-4.53% Sep 22, 2025 - Nov 3, 2025
#13	-5.57% Nov 15, 2021 - Dec 27, 2021	-4.32% May 7, 2021 - Jun 1, 2021
#14	-5.56% Sep 2, 2021 - Nov 1, 2021	-3.00% Jun 12, 2025 - Jun 26, 2025
#15	-5.37% Mar 28, 2024 - May 9, 2024	-2.79% Jul 24, 2025 - Aug 6, 2025

Correlation

Correlation between XMLV and FEM is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2011 - 2026)

XMLV vs FEM dividend yield comparison.

Year	XMLV	FEM
2026	1.58%	0.68%
2025	2.87%	3.13%
2024	2.23%	3.66%
2023	2.34%	4.96%
2022	2.05%	6.15%
2021	1.14%	4.15%
2020	1.93%	2.68%
2019	2.02%	3.31%
2018	2.13%	3.52%
2017	1.74%	2.45%
2016	1.72%	2.25%
2015	1.85%	3.61%
2014	2.00%	2.85%
2013	1.63%	2.62%
2012	0.00%	2.21%
2011	0.00%	0.92%