DES
WisdomTree U.S. SmallCap Dividend Fund
SMB
HML
RMW
Adj. R2
0.941
Rel. Sharpe
0.895
Mkt beta
0.90
AUM
US$2.0B
MER
0.38%
Valuation
136
ETF comparison
Verified factor-similar pair
DES vs XMVM
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
HML
RMW
Similarity score
87
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- XMVM has the higher backtested relative Sharpe (0.999 vs 0.895).
- DES has the lower published fee (0.38% vs 0.41%).
- XMVM is cheaper on dividend valuation (98 vs 136, where 100 is each fund's historical median).
- DES has the stronger regression fit (adjusted R-squared 0.941 vs 0.899).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
XMVM
Invesco S&P MidCap Value with Momentum ETF
SMB
HML
RMW
Adj. R2
0.899
Rel. Sharpe
0.999
Mkt beta
0.98
AUM
US$435M
MER
0.41%
Valuation
98
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.29
HML
diff +0.06
RMW
diff +0.02
CMA
diff +0.06
UMD
diff -0.04
Why This Pair Matches
Exposure level
86
Exposure shape
99
Mkt beta diff
0.08
Rel. Sharpe diff
0.104
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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