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Columbia Research Enhanced Value ETF (REVS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US19761L8054

CUSIP

19761L805

Inception Date

Sep 25, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Beta Advantage Research Enhanced U.S. Value Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

REVS has an expense ratio of 0.19%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Columbia Research Enhanced Value ETF (REVS) returned 2.13% year-to-date (YTD) and 11.73% over the past 12 months.


REVS

YTD

2.13%

1M

4.19%

6M

-4.42%

1Y

11.73%

3Y*

8.90%

5Y*

14.05%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of REVS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.53%0.24%-2.62%-3.54%3.75%2.13%
20241.39%3.36%5.66%-4.46%2.25%-0.51%5.42%2.39%0.93%0.34%5.95%-6.64%16.37%
20235.59%-2.69%-1.27%2.10%-3.30%6.65%3.76%-2.80%-3.20%-3.90%7.07%5.76%13.47%
2022-1.34%-1.42%2.95%-4.72%1.97%-8.67%5.42%-1.80%-8.83%10.44%5.56%-4.04%-6.20%
2021-0.02%5.22%7.51%3.84%2.98%-0.94%1.14%2.77%-3.90%4.10%-3.20%6.58%28.52%
2020-2.11%-10.55%-15.73%14.38%1.20%-0.74%3.05%4.42%-3.18%-1.93%13.28%3.30%1.37%
2019-0.21%1.96%2.47%2.84%7.22%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of REVS is 57, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of REVS is 5757
Overall Rank
The Sharpe Ratio Rank of REVS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of REVS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of REVS is 5353
Omega Ratio Rank
The Calmar Ratio Rank of REVS is 6060
Calmar Ratio Rank
The Martin Ratio Rank of REVS is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Columbia Research Enhanced Value ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.71
  • 5-Year: 0.87
  • All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Columbia Research Enhanced Value ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Columbia Research Enhanced Value ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.47$0.47$0.54$0.48$0.25$4.67$0.15

Dividend yield

1.85%1.89%2.49%2.46%1.18%27.75%0.70%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Research Enhanced Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.67$4.67
2019$0.15$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Research Enhanced Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Columbia Research Enhanced Value ETF was 37.85%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Columbia Research Enhanced Value ETF drawdown is 4.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.85%Feb 13, 202027Mar 23, 2020200Jan 6, 2021227
-18.04%Apr 21, 2022113Sep 30, 2022198Jul 18, 2023311
-16.37%Dec 2, 202487Apr 8, 2025
-11.26%Jul 27, 202366Oct 27, 202333Dec 14, 202399
-6.86%Jan 13, 202228Feb 23, 202224Mar 29, 202252
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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