Verified factor-similar pair

EZM vs XSHQ

These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.

SMB RMW

Similarity score

Verified similar

Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.

EZM

WisdomTree U.S. MidCap Fund

SMB RMW

Adj. R2

0.952

Rel. Sharpe

0.899

Mkt beta

1.00

AUM

US$860M

MER

0.38%

Valuation

104

XSHQ

Invesco S&P SmallCap Quality ETF

SMB RMW

Adj. R2

0.892

Rel. Sharpe

0.793

Mkt beta

0.82

AUM

US$246M

MER

0.29%

Valuation

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

EZM

+0.59

|t|

+15.5

XSHQ

+0.83

|t|

+10.4

diff -0.24

HML

EZM

+0.21

|t|

+5.8

XSHQ

+0.13

|t|

+1.9

diff +0.08

RMW

EZM

+0.27

|t|

+5.7

XSHQ

+0.29

|t|

+3.1

diff -0.02

CMA

EZM

-0.02

|t|

-0.4

XSHQ

+0.03

|t|

+0.3

diff -0.06

UMD

EZM

-0.10

|t|

-4.8

XSHQ

-0.01

|t|

-0.2

diff -0.09

Why This Pair Matches

Exposure level

Exposure shape

Mkt beta diff

0.18

Rel. Sharpe diff

0.106

This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.

EZM fund page XSHQ fund page US ETF Leaders US Universe

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