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XSMO vs EXG

Comparison between INVESCO S&P SMALLCAP MOMENTUM ETF (XSMO, ETF) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG, ETF).

5-Year PerformanceXSMO has outperformed EXG, delivering a return of +11.8% compared to +7.7%

XSMO vs EXG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
XSMO
$3.20B
EXG
$3.20B
Expense Ratio
XSMO
0.36%
EXG
N/A
Max Drawdown
Winner
XSMO
58.06%
EXG
76.12%
Sharpe Ratio
Winner
XSMO
1.13
EXG
0.90
5Y Beta
XSMO
1.07
Winner
EXG
0.81
P/E Ratio
XSMO
30.82
EXG
N/A
Forward P/E
XSMO
19.13
EXG
N/A
5Y Dividends CAGR
Winner
XSMO
14.01%
EXG
2.93%
5Y EPS CAGR
XSMO
8.95%
EXG
N/A
Debt to Equity
XSMO
38.46%
EXG
N/A
P/S Ratio
XSMO
1.10
EXG
N/A
P/B Ratio
XSMO
2.75
EXG
N/A

XSMO vs EXG - Historical Returns

Returns include dividend reinvestment.

1M
XSMO
-2.66%
Winner
EXG
+1.63%
3M
XSMO
+1.89%
Winner
EXG
+4.50%
6M
Winner
XSMO
+14.00%
EXG
+2.86%
1Y
Winner
XSMO
+29.60%
EXG
+16.85%
5Y(CAGR)
Winner
XSMO
+11.83%
EXG
+7.72%
10Y(CAGR)
Winner
XSMO
+14.10%
EXG
+10.73%
Max(CAGR)
Winner
XSMO
+9.14%
EXG
+7.14%

XSMO vs EXG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

YearXSMOEXG
2026+20.32%+5.20%
2025+9.64%+27.44%
2024+18.82%+16.79%
2023+23.37%+11.76%
2022-16.09%-22.10%
2021+19.52%+34.13%
2020+22.10%+9.21%
2019+28.40%+25.03%
2018-3.68%-13.16%
2017+23.53%+29.44%
2016+10.82%+3.19%
2015+1.08%+2.91%
2014+7.32%+4.69%
2013+29.71%+22.32%
2012+12.85%+17.95%
2011-2.88%-12.98%
2010+24.08%-3.10%
2009+16.24%+42.60%
2008-37.12%-31.74%
2007-1.08%-10.83%
2006+4.67%N/A
2005+10.69%N/A

XSMO vs EXG Drawdown Comparison

The maximum drawdown for XSMO was -58.06%, occurring on Mar 9, 2009. Recovery took 1389 trading sessions.

The maximum drawdown for EXG was -58.20%, occurring on Nov 20, 2008. Recovery took 1435 trading sessions.

The current XSMO drawdown is -6.60%. The current EXG drawdown is -2.96%.

RankXSMOEXG
#1-58.06%
Jul 19, 2007 - Jan 24, 2013
-58.20%
May 15, 2007 - Jan 25, 2013
#2-39.38%
Feb 13, 2020 - Sep 2, 2020
-45.30%
Feb 12, 2020 - Dec 4, 2020
#3-29.63%
Nov 9, 2021 - Mar 21, 2024
-27.75%
Jan 4, 2022 - Jul 3, 2024
#4-29.47%
Aug 31, 2018 - Jan 16, 2020
-24.66%
Sep 11, 2018 - Nov 19, 2019
#5-29.30%
Jun 23, 2015 - Feb 15, 2017
-20.14%
Jul 21, 2015 - Aug 17, 2016
#6-24.77%
Nov 25, 2024 - Sep 4, 2025
-15.13%
Feb 18, 2025 - May 12, 2025
#7-20.97%
May 5, 2006 - Jul 12, 2007
-14.28%
Feb 26, 2026 - May 6, 2026
#8-15.22%
Feb 12, 2021 - Jun 8, 2021
-11.25%
Sep 19, 2014 - Mar 5, 2015
#9-12.39%
Jul 1, 2014 - Feb 13, 2015
-10.56%
Sep 6, 2016 - Feb 3, 2017
#10-10.72%
Jun 8, 2021 - Oct 25, 2021
-9.91%
Jan 23, 2018 - Jun 11, 2018
#11-10.31%
Jul 31, 2024 - Oct 14, 2024
-9.81%
May 21, 2013 - Sep 18, 2013
#12-9.43%
Mar 7, 2005 - Jun 6, 2005
-9.68%
Jul 16, 2024 - Sep 27, 2024
#13-8.94%
Jan 26, 2018 - Mar 7, 2018
-7.09%
Jan 22, 2014 - Feb 24, 2014
#14-8.89%
Feb 9, 2026 - Apr 8, 2026
-6.80%
Sep 3, 2021 - Nov 3, 2021
#15-8.41%
Oct 15, 2020 - Nov 5, 2020
-6.12%
Mar 1, 2017 - Apr 17, 2017

Correlation

Correlation between XSMO and EXG is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99
-101

Dividend Comparison (2007 - 2026)

XSMO vs EXG dividend yield comparison.

YearXSMOEXG
20260.28%4.84%
20250.75%8.27%
20240.63%9.27%
20230.96%8.60%
20221.19%10.59%
20210.30%7.27%
20200.82%8.43%
20190.69%8.42%
20180.66%12.23%
20170.27%9.84%
20160.30%12.16%
20150.35%11.02%
20141.31%10.28%
20130.91%9.76%
20120.70%11.54%
20110.00%13.78%
20100.00%14.53%
20090.69%15.41%
20080.00%19.29%
20070.00%8.63%

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