XMVM vs DCRE

Comparison between INVESCO S&P MIDCAP VALUE WITH MOMENTUM ETF (XMVM, ETF) and DOUBLELINE COMMERCIAL REAL ESTATE DEBT ETF (DCRE, ETF).

XMVM vs DCRE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XMVM(ETF)	DCRE(ETF)
Net Assets	$455M	$451M
Expense Ratio	0.39%	0.39%
Max Drawdown	63.81%	1.55%
Sharpe Ratio	1.72	0.78
5Y Beta	0.87	-0.00
P/E Ratio	12.79	N/A
Forward P/E	11.41	N/A
PEG Ratio	0.12	N/A
5Y Dividends CAGR	24.45%	N/A
5Y EPS CAGR	10.38%	N/A
Debt to Equity	42.95%	N/A
P/S Ratio	0.70	N/A
P/B Ratio	1.52	N/A

Net Assets

Winner

XMVM

$455M

DCRE

$451M

Expense Ratio

XMVM

0.39%

DCRE

0.39%

Max Drawdown

XMVM

63.81%

Winner

DCRE

1.55%

Sharpe Ratio

Winner

XMVM

1.72

DCRE

0.78

5Y Beta

XMVM

0.87

Winner

DCRE

-0.00

P/E Ratio

XMVM

12.79

DCRE

N/A

Forward P/E

XMVM

11.41

DCRE

N/A

PEG Ratio

XMVM

0.12

DCRE

N/A

5Y Dividends CAGR

XMVM

24.45%

DCRE

N/A

5Y EPS CAGR

XMVM

10.38%

DCRE

N/A

Debt to Equity

XMVM

42.95%

DCRE

N/A

P/S Ratio

XMVM

0.70

DCRE

N/A

P/B Ratio

XMVM

1.52

DCRE

N/A

XMVM vs DCRE - Historical Returns

Returns include dividend reinvestment.

Period	XMVM	DCRE
1 month	+4.84%	+0.41%
3 months	+11.02%	+0.67%
6 months	+9.39%	+1.75%
1 year	+33.37%	+4.81%
5 years(CAGR)	+10.99%	N/A
10 years(CAGR)	+12.20%	N/A
Max(CAGR)	+9.49%	+6.15%

Winner

XMVM

+4.84%

DCRE

+0.41%

Winner

XMVM

+11.02%

DCRE

+0.67%

Winner

XMVM

+9.39%

DCRE

+1.75%

Winner

XMVM

+33.37%

DCRE

+4.81%

5Y(CAGR)

XMVM

+10.99%

DCRE

N/A

10Y(CAGR)

XMVM

+12.20%

DCRE

N/A

Max(CAGR)

Winner

XMVM

+9.49%

DCRE

+6.15%

XMVM vs DCRE - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	XMVM	DCRE
2026	+10.28%	+1.59%
2025	+19.49%	+5.86%
2024	+12.02%	+6.84%
2023	+18.01%	+5.27%
2022	-8.79%	N/A
2021	+38.13%	N/A
2020	+5.79%	N/A
2019	+30.77%	N/A
2018	-10.13%	N/A
2017	+1.49%	N/A
2016	+30.34%	N/A
2015	-7.21%	N/A
2014	+14.45%	N/A
2013	+36.61%	N/A
2012	+16.95%	N/A
2011	-1.86%	N/A
2010	+12.61%	N/A
2009	+21.72%	N/A
2008	-36.11%	N/A
2007	-0.16%	N/A
2006	+12.55%	N/A
2005	+10.42%	N/A

XMVM vs DCRE Drawdown Comparison

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

The maximum drawdown for DCRE was -0.84%, occurring on Oct 30, 2024. Recovery took 38 trading sessions.

The current XMVM drawdown is -0.71%.

Rank	XMVM	DCRE
#1	-62.84% Jul 13, 2007 - Feb 1, 2013	-0.84% Oct 3, 2024 - Nov 26, 2024
#2	-45.05% Jan 16, 2020 - Nov 24, 2020	-0.68% Feb 27, 2026 - Apr 20, 2026
#3	-24.13% Nov 25, 2024 - Aug 27, 2025	-0.48% May 5, 2026 - Jun 11, 2026
#4	-22.69% Jan 14, 2022 - Dec 14, 2023	-0.46% Apr 3, 2025 - Apr 24, 2025
#5	-19.55% Mar 23, 2015 - Jun 3, 2016	-0.44% May 11, 2023 - Jun 20, 2023
#6	-16.82% Aug 20, 2018 - Apr 1, 2019	-0.42% Apr 4, 2024 - May 2, 2024
#7	-13.19% May 7, 2021 - Nov 5, 2021	-0.39% May 13, 2024 - May 15, 2024
#8	-11.85% Jul 24, 2019 - Sep 11, 2019	-0.37% Apr 18, 2023 - Apr 25, 2023
#9	-11.06% Sep 5, 2014 - Nov 25, 2014	-0.37% Apr 30, 2025 - May 30, 2025
#10	-9.21% Jul 31, 2024 - Oct 14, 2024	-0.33% Apr 25, 2023 - May 3, 2023
#11	-9.18% Feb 6, 2026 - Apr 30, 2026	-0.32% Sep 16, 2025 - Oct 13, 2025
#12	-8.51% Nov 23, 2021 - Jan 4, 2022	-0.31% Dec 31, 2024 - Jan 21, 2025
#13	-8.27% Jan 26, 2018 - Aug 6, 2018	-0.31% Apr 5, 2023 - Apr 11, 2023
#14	-7.78% Aug 3, 2005 - Nov 18, 2005	-0.26% Mar 21, 2025 - Mar 31, 2025
#15	-7.59% Mar 1, 2017 - Jan 11, 2018	-0.24% Oct 27, 2025 - Nov 10, 2025

Correlation

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

0.93

-101

Dividend Comparison (2005 - 2026)

XMVM vs DCRE dividend yield comparison.

Year	XMVM	DCRE
2026	0.57%	1.89%
2025	2.07%	4.84%
2024	1.43%	5.52%
2023	1.57%	3.47%
2022	1.76%	0.00%
2021	1.10%	0.00%
2020	1.37%	0.00%
2019	1.73%	0.00%
2018	2.87%	0.00%
2017	2.22%	0.00%
2016	2.27%	0.00%
2015	2.58%	0.00%
2014	1.52%	0.00%
2013	1.39%	0.00%
2012	2.14%	0.00%
2011	1.17%	0.00%
2010	0.95%	0.00%
2009	2.03%	0.00%
2008	2.50%	0.00%
2007	1.24%	0.00%
2006	1.27%	0.00%
2005	1.45%	0.00%