SLYV
State Street SPDR S&P 600 Small Cap Value ETF
SMB
HML
RMW
Adj. R2
0.957
Rel. Sharpe
1.104
Mkt beta
0.98
AUM
US$4.2B
MER
0.15%
Valuation
127
ETF comparison
Verified factor-similar pair
SLYV 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
88
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- SLYV has the higher backtested relative Sharpe (1.104 vs 0.999).
- SLYV has the lower published fee (0.15% vs 0.41%).
- XMVM is cheaper on dividend valuation (98 vs 127, where 100 is each fund's historical median).
- SLYV has the stronger regression fit (adjusted R-squared 0.957 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 +0.35
HML
diff +0.05
RMW
diff -0.02
CMA
diff +0.05
UMD
diff +0.03
Why This Pair Matches
Exposure level
85
Exposure shape
98
Mkt beta diff
0.00
Rel. Sharpe diff
0.106
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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