Invesco S&P SmallCap 600 Revenue ETF (RWJ)
RWJ is a passive ETF by Invesco tracking the investment results of the S&P SmallCap 600 Revenue-Weighted Index. RWJ launched on Feb 22, 2008 and has a 0.39% expense ratio.
ETF Info
ISIN | US46138G6641 |
---|---|
CUSIP | 46138G664 |
Issuer | Invesco |
Inception Date | Feb 22, 2008 |
Region | North America (U.S.) |
Category | Small Cap Value Equities |
Index Tracked | S&P SmallCap 600 Revenue-Weighted Index |
Home Page | www.invesco.com |
Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
The Invesco S&P SmallCap 600 Revenue ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: RWJ vs. CALF, RWJ vs. XSVM, RWJ vs. SMDV, RWJ vs. PID, RWJ vs. RFV, RWJ vs. SPY, RWJ vs. EWMC, RWJ vs. RZV, RWJ vs. QQQ, RWJ vs. VUG
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap 600 Revenue ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Invesco S&P SmallCap 600 Revenue ETF had a return of 3.27% year-to-date (YTD) and 19.00% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap 600 Revenue ETF had an annualized return of 10.38%, while the S&P 500 had an annualized return of 10.96%, indicating that Invesco S&P SmallCap 600 Revenue ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.27% | 10.04% |
1 month | 4.36% | 3.53% |
6 months | 18.74% | 22.79% |
1 year | 19.00% | 32.16% |
5 years (annualized) | 15.90% | 13.15% |
10 years (annualized) | 10.38% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.01% | 4.55% | ||||||||||
2023 | -4.06% | -5.75% | -6.37% | 7.89% | 13.07% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Invesco S&P SmallCap 600 Revenue ETF | 0.91 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Invesco S&P SmallCap 600 Revenue ETF granted a 1.23% dividend yield in the last twelve months. The annual payout for that period amounted to $0.53 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.53 | $0.55 | $0.37 | $0.39 | $0.32 | $0.28 | $0.28 | $0.21 | $0.23 | $0.13 | $0.11 | $0.23 |
Dividend yield | 1.23% | 1.34% | 1.02% | 0.95% | 1.20% | 1.22% | 1.44% | 0.91% | 1.03% | 0.74% | 0.57% | 1.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P SmallCap 600 Revenue ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 |
2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 |
2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.08 |
2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.05 |
2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 |
2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 |
2017 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.06 |
2016 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.04 |
2015 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.03 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.07 |
2013 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P SmallCap 600 Revenue 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 SmallCap 600 Revenue ETF was 55.97%, occurring on Mar 9, 2009. Recovery took 150 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-55.97% | Sep 22, 2008 | 116 | Mar 9, 2009 | 150 | Oct 12, 2009 | 266 |
-51.33% | Aug 23, 2018 | 394 | Mar 18, 2020 | 174 | Nov 23, 2020 | 568 |
-27.42% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
-25.83% | Jun 24, 2015 | 161 | Feb 11, 2016 | 144 | Sep 7, 2016 | 305 |
-25.56% | Nov 17, 2021 | 215 | Sep 26, 2022 | 373 | Mar 21, 2024 | 588 |
Volatility
Volatility Chart
The current Invesco S&P SmallCap 600 Revenue ETF volatility is 4.95%, 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.