XMVM vs GMOI

Comparison between INVESCO S&P MIDCAP VALUE WITH MOMENTUM ETF (XMVM, ETF) and GMO INTERNATIONAL VALUE ETF (GMOI, ETF).

XMVM vs GMOI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XMVM(ETF)	GMOI(ETF)
Net Assets	$455M	$455M
Expense Ratio	0.39%	0.60%
Max Drawdown	63.81%	14.67%
Sharpe Ratio	1.72	2.15
5Y Beta	0.87	0.62
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

GMOI

$455M

Expense Ratio

Winner

XMVM

0.39%

GMOI

0.60%

Max Drawdown

XMVM

63.81%

Winner

GMOI

14.67%

Sharpe Ratio

XMVM

1.72

Winner

GMOI

2.15

5Y Beta

XMVM

0.87

Winner

GMOI

0.62

P/E Ratio

XMVM

12.79

GMOI

N/A

Forward P/E

XMVM

11.41

GMOI

N/A

PEG Ratio

XMVM

0.12

GMOI

N/A

5Y Dividends CAGR

XMVM

24.45%

GMOI

N/A

5Y EPS CAGR

XMVM

10.38%

GMOI

N/A

Debt to Equity

XMVM

42.95%

GMOI

N/A

P/S Ratio

XMVM

0.70

GMOI

N/A

P/B Ratio

XMVM

1.52

GMOI

N/A

XMVM vs GMOI - Holdings Comparison

XMVM and GMOI have 1 common holdings. Overlap is -0.05%

XMVM's top 25 holdings weight is 45.51%. GMOI's top 25 holdings weight is 56.14%.

Rank	XMVM	GMOI
#1	TD SYNNEX CORP (SNX) - 3.64%	THE TORONTO-DOMINION BANK (n/a) - 4.10%
#2	LEAR CORP (LEA) - 3.04%	TOTALENERGIES SE (TTE:XPAR) - 3.80%
#3	HF SINCLAIR CORP (DINO) - 2.55%	BANK OF NOVA SCOTIA (n/a) - 3.24%
#4	n/a (BHF) - 2.17%	BNP PARIBAS ACT. CAT.A (n/a) - 3.03%
#5	PBF ENERGY INC CLASS A (PBF) - 2.09%	GSK PLC ADR (GSK) - 3.01%
#6	MACY'S INC (M) - 1.95%	BANCO BILBAO VIZCAYA ARGENTARIA SA ADR (BBVA) - 2.97%
#7	VALARIS LTD (VAL) - 1.93%	BHP GROUP LTD ADR (BHP) - 2.94%
#8	RENAISSANCERE HOLDINGS LTD (RNR) - 1.79%	EQUINOR ASA ADR (EQNR) - 2.77%
#9	PENSKE AUTOMOTIVE GROUP INC (PAG) - 1.77%	RIO TINTO PLC ADR (RIO) - 2.37%
#10	ALBERTSONS COMPANIES INC CLASS A (ACI) - 1.76%	SUN LIFE FINANCIAL INC (n/a) - 2.23%
#11	n/a (GHC) - 1.76%	MANULIFE FINANCIAL CORP (MFC) - 2.19%
#12	BANK OZK (OZK) - 1.69%	SANOFI SA ADR (SNY) - 2.18%
#13	VISTEON CORP (VC) - 1.67%	NTT INC (n/a) - 1.99%
#14	RYDER SYSTEM INC (R) - 1.64%	NESTLE SA ADR (NSRGY) - 1.97%
#15	VALLEY NATIONAL BANCORP (VLY) - 1.62%	MITSUI & CO LTD (n/a) - 1.90%
#16	PERFORMANCE FOOD GROUP CO (PFGC) - 1.55%	ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.81%
#17	UNUM GROUP (UNM) - 1.48%	MERCEDES-BENZ GROUP AG (n/a) - 1.67%
#18	AUTONATION INC (AN) - 1.47%	DEUTSCHE POST AG (n/a) - 1.65%
#19	WEBSTER FINANCIAL CORP (WBS) - 1.46%	HONDA MOTOR CO LTD ADR (HMC) - 1.62%
#20	UNITED BANKSHARES INC (UBSI) - 1.45%	INPEX CORP (n/a) - 1.60%
#21	ZIONS BANCORP NA (ZION) - 1.44%	REPSOL SA (n/a) - 1.59%
#22	CNO FINANCIAL GROUP INC (CNO) - 1.41%	NOVARTIS AG ADR (NVS) - 1.54%
#23	WESCO INTERNATIONAL INC (WCC) - 1.41%	PANASONIC HOLDINGS CORP (n/a) - 1.41%
#24	ARAMARK (ARMK) - 1.39%	FORTESCUE LTD (n/a) - 1.28%
#25	F N B CORP (FNB) - 1.38%	KOMATSU LTD (n/a) - 1.28%
Total Holdings	81	170

XMVM vs GMOI - Historical Returns

Returns include dividend reinvestment.

Period	XMVM	GMOI
1 month	+4.84%	+2.29%
3 months	+11.02%	+7.41%
6 months	+9.39%	+15.83%
1 year	+33.37%	+36.84%
5 years(CAGR)	+10.99%	N/A
10 years(CAGR)	+12.20%	N/A
Max(CAGR)	+9.49%	+33.02%

Winner

XMVM

+4.84%

GMOI

+2.29%

Winner

XMVM

+11.02%

GMOI

+7.41%

XMVM

+9.39%

Winner

GMOI

+15.83%

XMVM

+33.37%

Winner

GMOI

+36.84%

5Y(CAGR)

XMVM

+10.99%

GMOI

N/A

10Y(CAGR)

XMVM

+12.20%

GMOI

N/A

Max(CAGR)

XMVM

+9.49%

Winner

GMOI

+33.02%

XMVM vs GMOI - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	XMVM	GMOI
2026	+10.28%	+13.20%
2025	+19.49%	+46.15%
2024	+12.02%	-4.57%
2023	+18.01%	N/A
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 GMOI Drawdown Comparison

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

The maximum drawdown for GMOI was -14.67%, occurring on Apr 8, 2025. Recovery took 37 trading sessions.

The current XMVM drawdown is -0.71%.

Rank	XMVM	GMOI
#1	-62.84% Jul 13, 2007 - Feb 1, 2013	-14.67% Mar 19, 2025 - May 12, 2025
#2	-45.05% Jan 16, 2020 - Nov 24, 2020	-8.36% Feb 25, 2026 - May 6, 2026
#3	-24.13% Nov 25, 2024 - Aug 27, 2025	-6.35% Nov 7, 2024 - Jan 30, 2025
#4	-22.69% Jan 14, 2022 - Dec 14, 2023	-4.31% Nov 12, 2025 - Nov 28, 2025
#5	-19.55% Mar 23, 2015 - Jun 3, 2016	-4.15% Jul 23, 2025 - Aug 12, 2025
#6	-16.82% Aug 20, 2018 - Apr 1, 2019	-3.53% Oct 6, 2025 - Oct 27, 2025
#7	-13.19% May 7, 2021 - Nov 5, 2021	-2.60% Mar 7, 2025 - Mar 17, 2025
#8	-11.85% Jul 24, 2019 - Sep 11, 2019	-2.43% May 26, 2026 - Jun 12, 2026
#9	-11.06% Sep 5, 2014 - Nov 25, 2014	-2.41% Jun 12, 2025 - Jun 27, 2025
#10	-9.21% Jul 31, 2024 - Oct 14, 2024	-2.34% Jan 30, 2025 - Feb 5, 2025
#11	-9.18% Feb 6, 2026 - Apr 30, 2026	-2.32% Jul 10, 2025 - Jul 23, 2025
#12	-8.51% Nov 23, 2021 - Jan 4, 2022	-2.04% Oct 27, 2025 - Nov 10, 2025
#13	-8.27% Jan 26, 2018 - Aug 6, 2018	-1.71% Aug 22, 2025 - Sep 11, 2025
#14	-7.78% Aug 3, 2005 - Nov 18, 2005	-1.52% May 6, 2026 - May 13, 2026
#15	-7.59% Mar 1, 2017 - Jan 11, 2018	-1.48% Nov 5, 2024 - Nov 7, 2024

Correlation

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

0.90

-101

Dividend Comparison (2005 - 2026)

XMVM vs GMOI dividend yield comparison.

Year	XMVM	GMOI
2026	0.57%	0.00%
2025	2.07%	2.74%
2024	1.43%	0.54%
2023	1.57%	0.00%
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%