USVM
VictoryShares US Small Mid Cap Value Momentum ETF
SMB
UMD
Adj. R2
0.964
Rel. Sharpe
1.046
Mkt beta
0.98
AUM
US$1.5B
MER
0.29%
Valuation
95
ETF comparison
Verified factor-similar pair
USVM vs XSMO
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
UMD
Similarity score
86
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
XSMO
Invesco S&P SmallCap Momentum ETF
SMB
UMD
Adj. R2
0.902
Rel. Sharpe
1.012
Mkt beta
0.99
AUM
US$2.5B
MER
0.36%
Valuation
128
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 -0.06
HML
diff +0.19
RMW
diff +0.11
CMA
diff +0.03
UMD
diff -0.06
Why This Pair Matches
Exposure level
82
Exposure shape
98
Mkt beta diff
0.01
Rel. Sharpe diff
0.033
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.
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