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Invesco S&P SmallCap 600 Revenue ETF (RWJ)

ETF · Currency in USD · Last updated Aug 6, 2022

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

ISINUS46138G6641
CUSIP46138G664
IssuerInvesco
Inception DateFeb 22, 2008
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Expense Ratio0.39%
Index TrackedS&P SmallCap 600 Revenue-Weighted Index
ETF Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Trading Data

Previous Close$114.03
Year Range$101.01 - $129.28
EMA (50)$109.30
EMA (200)$113.80
Average Volume$47.43K

RWJShare Price Chart


Chart placeholderClick Calculate to get results

RWJPerformance

The chart shows the growth of $10,000 invested in Invesco S&P SmallCap 600 Revenue ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $47,947 for a total return of roughly 379.47%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-1.20%
-7.56%
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

RWJReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.49%8.19%
6M-1.33%-7.42%
YTD-7.02%-13.03%
1Y1.55%-5.85%
5Y13.27%10.86%
10Y14.07%11.53%

RWJMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.32%2.52%0.54%-5.71%1.80%-11.35%11.02%0.86%
202125.30%0.06%12.23%1.50%4.96%-0.65%-3.88%2.28%-1.10%2.83%-1.66%4.37%
2020-8.12%-10.54%-24.52%17.52%8.64%2.66%6.86%8.05%-5.62%2.68%24.37%6.78%
201914.46%5.40%-5.02%3.23%-13.18%7.71%-0.13%-6.93%8.97%1.10%3.20%2.91%
20181.73%-4.95%0.53%1.50%5.30%1.49%2.79%4.14%-3.86%-9.64%-1.09%-14.38%
2017-1.39%2.36%-1.98%1.10%-3.96%2.67%-0.34%-4.51%9.25%-1.48%3.99%0.03%
2016-7.76%3.14%10.25%2.71%-0.45%-0.38%6.81%-0.24%1.54%-4.87%14.01%4.27%
2015-5.57%7.48%1.64%-2.24%1.67%-0.36%-2.83%-5.25%-5.15%7.58%1.36%-6.22%
2014-4.95%5.51%1.20%-2.03%0.95%4.09%-5.67%4.44%-6.41%6.85%0.27%3.21%
20136.17%1.18%3.61%-0.91%6.98%-0.97%7.62%-3.03%7.25%3.14%5.49%2.57%
20128.26%2.25%2.37%-3.17%-7.48%3.78%-0.10%4.40%4.10%-2.81%2.82%3.52%
2011-0.31%5.53%1.90%1.97%-2.28%-0.75%-3.48%-8.22%-10.78%16.73%-0.28%1.58%
2010-6.15%5.68%8.81%6.62%-8.15%-9.69%6.77%-8.84%12.45%4.64%3.82%7.85%

RWJSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco S&P SmallCap 600 Revenue ETF Sharpe ratio is 0.01. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.01
-0.31
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

RWJDividend History

Invesco S&P SmallCap 600 Revenue ETF granted a 0.80% dividend yield in the last twelve months. The annual payout for that period amounted to $0.91 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.91$0.75$0.72$0.83$0.83$0.64$0.41$0.38$0.33$0.68$0.49$0.12$0.13

Dividend yield

0.80%0.61%0.90%1.25%1.49%0.96%0.64%0.79%0.62%1.37%1.44%0.41%0.44%

RWJDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.79%
-13.58%
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

RWJWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P SmallCap 600 Revenue ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco S&P SmallCap 600 Revenue ETF is 51.33%, recorded on Mar 18, 2020. It took 174 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.33%Aug 23, 2018394Mar 18, 2020174Nov 23, 2020568
-27.42%Jul 8, 201161Oct 3, 201184Feb 2, 2012145
-25.83%Jun 24, 2015161Feb 11, 2016190Nov 10, 2016351
-22.98%Apr 26, 201050Jul 6, 2010110Dec 9, 2010160
-21.86%Nov 17, 2021164Jul 14, 2022
-15.4%Mar 27, 201248Jun 4, 201271Sep 13, 2012119
-13.63%Jul 7, 201470Oct 13, 201452Dec 26, 2014122
-12.72%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-12.59%Jan 28, 20214Feb 2, 202122Mar 5, 202126
-12.33%Feb 22, 2017126Aug 21, 201729Oct 2, 2017155

RWJVolatility Chart

Current Invesco S&P SmallCap 600 Revenue ETF volatility is 19.93%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
19.93%
19.67%
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)