XMMO vs TFLO

Comparison between INVESCO S&P MIDCAP MOMENTUM ETF (XMMO, ETF) and ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF).

5-Year PerformanceXMMO has outperformed TFLO, delivering a return of +16.9% compared to +3.6%

XMMO vs TFLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XMMO(ETF)	TFLO(ETF)
Net Assets	$6.80B	$6.70B
Expense Ratio	0.35%	0.15%
Max Drawdown	55.37%	5.02%
Sharpe Ratio	1.65	1.29
5Y Beta	1.09	-0.00
P/E Ratio	35.10	N/A
Forward P/E	20.44	N/A
PEG Ratio	0.16	N/A
5Y Dividends CAGR	20.41%	134.46%
5Y EPS CAGR	15.41%	N/A
Debt to Equity	60.07%	N/A
P/S Ratio	3.27	N/A
P/B Ratio	4.30	N/A

Net Assets

Winner

XMMO

$6.80B

TFLO

$6.70B

Expense Ratio

XMMO

0.35%

Winner

TFLO

0.15%

Max Drawdown

XMMO

55.37%

Winner

TFLO

5.02%

Sharpe Ratio

Winner

XMMO

1.65

TFLO

1.29

5Y Beta

XMMO

1.09

Winner

TFLO

-0.00

P/E Ratio

XMMO

35.10

TFLO

N/A

Forward P/E

XMMO

20.44

TFLO

N/A

PEG Ratio

XMMO

0.16

TFLO

N/A

5Y Dividends CAGR

XMMO

20.41%

Winner

TFLO

134.46%

5Y EPS CAGR

XMMO

15.41%

TFLO

N/A

Debt to Equity

XMMO

60.07%

TFLO

N/A

P/S Ratio

XMMO

3.27

TFLO

N/A

P/B Ratio

XMMO

4.30

TFLO

N/A

XMMO vs TFLO - Historical Returns

Returns include dividend reinvestment.

Period	XMMO	TFLO
1 month	+7.05%	+0.32%
3 months	+15.12%	+0.85%
6 months	+25.96%	+1.94%
1 year	+36.30%	+4.03%
5 years(CAGR)	+16.89%	+3.59%
10 years(CAGR)	+20.21%	+2.34%
Max(CAGR)	+12.69%	+1.93%

Winner

XMMO

+7.05%

TFLO

+0.32%

Winner

XMMO

+15.12%

TFLO

+0.85%

Winner

XMMO

+25.96%

TFLO

+1.94%

Winner

XMMO

+36.30%

TFLO

+4.03%

5Y(CAGR)

Winner

XMMO

+16.89%

TFLO

+3.59%

10Y(CAGR)

Winner

XMMO

+20.21%

TFLO

+2.34%

Max(CAGR)

Winner

XMMO

+12.69%

TFLO

+1.93%

XMMO vs TFLO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	XMMO	TFLO
2026	+19.85%	+1.33%
2025	+12.76%	+4.20%
2024	+39.61%	+5.34%
2023	+22.48%	+5.12%
2022	-16.03%	+1.99%
2021	+18.27%	-0.01%
2020	+28.91%	+0.43%
2019	+37.05%	+2.04%
2018	+5.03%	+1.90%
2017	+35.95%	+1.03%
2016	+6.51%	+0.21%
2015	-3.76%	+0.65%
2014	+11.42%	+0.06%
2013	+25.37%	N/A
2012	+12.68%	N/A
2011	-6.90%	N/A
2010	+27.98%	N/A
2009	+19.98%	N/A
2008	-43.58%	N/A
2007	+27.23%	N/A
2006	+8.57%	N/A
2005	+16.36%	N/A

XMMO vs TFLO Drawdown Comparison

The maximum drawdown for XMMO was -55.37%, occurring on Nov 20, 2008. Recovery took 1286 trading sessions.

The maximum drawdown for TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

The current XMMO drawdown is -0.35%.

Rank	XMMO	TFLO
#1	-55.37% Dec 10, 2007 - Jan 22, 2013	-5.01% Oct 28, 2014 - Dec 28, 2015
#2	-36.73% Feb 19, 2020 - Aug 3, 2020	-0.76% Dec 28, 2015 - May 22, 2017
#3	-27.91% Nov 8, 2021 - Jan 30, 2024	-0.34% Oct 13, 2014 - Oct 16, 2014
#4	-26.04% Jul 31, 2015 - Feb 8, 2017	-0.26% Oct 16, 2014 - Oct 28, 2014
#5	-25.06% Sep 14, 2018 - Feb 25, 2019	-0.16% Feb 20, 2018 - Feb 27, 2018
#6	-24.94% Nov 25, 2024 - Sep 11, 2025	-0.15% Feb 25, 2020 - Mar 17, 2020
#7	-15.52% May 8, 2006 - Dec 4, 2006	-0.15% May 14, 2014 - Jul 31, 2014
#8	-11.58% Feb 12, 2021 - Apr 26, 2021	-0.14% Sep 2, 2014 - Oct 2, 2014
#9	-10.47% Apr 26, 2021 - Oct 20, 2021	-0.14% Dec 29, 2017 - Jan 11, 2018
#10	-9.79% Sep 5, 2014 - Nov 21, 2014	-0.13% Jul 29, 2022 - Aug 12, 2022
#11	-9.74% Mar 7, 2005 - Jun 16, 2005	-0.12% Oct 2, 2014 - Oct 9, 2014
#12	-9.59% Jan 26, 2018 - Mar 7, 2018	-0.12% Sep 12, 2017 - Sep 27, 2017
#13	-9.50% Jul 19, 2007 - Sep 19, 2007	-0.12% Nov 3, 2017 - Nov 13, 2017
#14	-8.69% Jul 16, 2024 - Sep 19, 2024	-0.12% Oct 19, 2017 - Oct 23, 2017
#15	-8.46% Oct 31, 2007 - Dec 10, 2007	-0.12% Feb 7, 2018 - Feb 20, 2018

Correlation

Correlation between XMMO and TFLO is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2006 - 2026)

XMMO vs TFLO dividend yield comparison.

Year	XMMO	TFLO
2026	0.15%	1.18%
2025	0.78%	4.16%
2024	0.34%	5.21%
2023	0.80%	4.88%
2022	1.43%	1.68%
2021	0.41%	0.00%
2020	0.61%	0.36%
2019	0.60%	2.08%
2018	0.19%	1.65%
2017	0.21%	0.86%
2016	0.22%	0.31%
2015	0.64%	0.15%
2014	1.24%	0.08%
2013	1.30%	0.00%
2012	1.07%	0.00%
2011	0.32%	0.00%
2010	0.27%	0.00%
2009	0.08%	0.00%
2007	0.01%	0.00%
2006	0.60%	0.00%