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Invesco S&P 500® Pure Value ETF (RPV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V2584

CUSIP

00046137V258

Issuer

Invesco

Inception Date

Mar 1, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500/Citigroup Pure Value Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

RPV features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for RPV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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.


Popular comparisons:
RPV vs. VOOV RPV vs. VONV RPV vs. VTV RPV vs. VOO RPV vs. IUSV RPV vs. MGV RPV vs. RFV RPV vs. RZV RPV vs. SCHD RPV vs. SPY
Popular comparisons:
RPV vs. VOOV RPV vs. VONV RPV vs. VTV RPV vs. VOO RPV vs. IUSV RPV vs. MGV RPV vs. RFV RPV vs. RZV RPV vs. SCHD RPV vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® Pure Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%320.00%340.00%360.00%380.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
359.19%
364.84%
RPV (Invesco S&P 500® Pure Value ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P 500® Pure Value ETF had a return of 11.77% year-to-date (YTD) and 12.25% in the last 12 months. Over the past 10 years, Invesco S&P 500® Pure Value ETF had an annualized return of 7.36%, while the S&P 500 had an annualized return of 11.06%, indicating that Invesco S&P 500® Pure Value ETF did not perform as well as the benchmark.


RPV

YTD

11.77%

1M

-3.89%

6M

8.71%

1Y

12.25%

5Y*

7.95%

10Y*

7.36%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.72%2.18%6.88%-5.55%2.51%-2.10%5.95%1.26%-0.07%-0.30%9.20%11.77%
202311.62%-5.97%-6.61%0.17%-6.02%9.25%4.17%-4.62%-3.93%-5.72%10.45%7.78%7.99%
20221.83%0.80%3.53%-4.73%4.25%-11.16%4.62%-1.48%-9.15%13.06%5.26%-5.52%-1.28%
20212.44%10.56%6.86%3.91%4.72%-3.78%-2.28%2.84%-1.70%4.48%-3.70%6.56%34.22%
2020-5.95%-13.05%-28.58%14.39%3.22%1.85%2.51%4.80%-3.85%1.86%18.83%3.97%-8.69%
201911.26%1.94%-1.63%5.19%-9.32%8.74%0.54%-5.80%6.00%0.99%3.86%2.40%24.80%
20184.54%-4.63%-1.76%2.71%-0.78%0.30%3.47%2.00%-0.50%-5.62%0.57%-12.12%-12.31%
20171.15%4.19%-2.52%0.02%-1.02%2.73%2.22%-2.12%3.74%1.48%4.68%1.82%17.30%
2016-7.40%2.24%9.22%2.73%-0.15%-1.17%4.41%-0.39%0.21%-1.06%8.51%1.73%19.31%
2015-5.71%6.79%-1.82%2.26%0.13%-2.56%-1.46%-5.32%-3.87%7.70%0.60%-4.47%-8.44%
2014-4.04%4.48%3.47%1.65%1.63%2.72%-3.31%4.56%-3.36%2.40%1.22%0.66%12.22%
20138.45%-0.32%5.43%1.03%4.51%-0.42%6.76%-2.74%4.02%6.35%4.59%2.42%47.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RPV is 51, 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 RPV is 5151
Overall Rank
The Sharpe Ratio Rank of RPV is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of RPV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RPV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of RPV is 6161
Calmar Ratio Rank
The Martin Ratio Rank of RPV is 4949
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 Invesco S&P 500® Pure Value ETF (RPV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RPV, currently valued at 0.94, compared to the broader market0.002.004.000.942.10
The chart of Sortino ratio for RPV, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.412.80
The chart of Omega ratio for RPV, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.39
The chart of Calmar ratio for RPV, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.483.09
The chart of Martin ratio for RPV, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.00100.004.2213.49
RPV
^GSPC

The current Invesco S&P 500® Pure Value ETF Sharpe ratio is 0.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P 500® Pure Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.94
2.10
RPV (Invesco S&P 500® Pure Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P 500® Pure Value ETF provided a 1.60% dividend yield over the last twelve months, with an annual payout of $1.45 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.45$1.96$1.78$1.55$1.30$1.58$1.41$1.15$1.00$1.18$0.86$0.56

Dividend yield

1.60%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%1.57%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P 500® Pure Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.53$0.00$0.00$0.41$0.00$0.00$0.50$0.00$0.00$0.00$1.45
2023$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.46$0.00$0.00$0.50$1.96
2022$0.00$0.00$0.25$0.00$0.00$0.48$0.00$0.00$0.51$0.00$0.00$0.54$1.78
2021$0.00$0.00$0.41$0.00$0.00$0.29$0.00$0.00$0.42$0.00$0.00$0.44$1.55
2020$0.00$0.00$0.46$0.00$0.00$0.32$0.00$0.00$0.30$0.00$0.00$0.22$1.30
2019$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.42$0.00$0.00$0.37$1.58
2018$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.00$0.38$0.00$0.00$0.39$1.41
2017$0.00$0.00$0.31$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.24$1.15
2016$0.00$0.00$0.34$0.00$0.00$0.24$0.00$0.00$0.27$0.00$0.00$0.16$1.00
2015$0.00$0.00$0.34$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.26$1.18
2014$0.00$0.00$0.23$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.20$0.86
2013$0.13$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.11$0.56

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.21%
-2.62%
RPV (Invesco S&P 500® Pure Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P 500® Pure 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 Invesco S&P 500® Pure Value ETF was 75.32%, occurring on Mar 6, 2009. Recovery took 890 trading sessions.

The current Invesco S&P 500® Pure Value ETF drawdown is 7.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.32%Jul 17, 2007411Mar 6, 2009890Sep 14, 20121301
-50.67%Jan 21, 202044Mar 23, 2020224Feb 10, 2021268
-22.86%May 22, 2015183Feb 11, 2016190Nov 10, 2016373
-22.63%Feb 3, 2023185Oct 27, 202399Mar 21, 2024284
-22.57%Jan 29, 2018229Dec 24, 2018232Nov 25, 2019461

Volatility

Volatility Chart

The current Invesco S&P 500® Pure Value ETF volatility is 4.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.35%
3.79%
RPV (Invesco S&P 500® Pure Value ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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