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ISIN
US46138G6641
CUSIP
46138G664
Issuer
Invesco
Inception Date
Feb 22, 2008
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P SmallCap 600 Revenue-Weighted Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

RWJ Performance Chart

Invesco S&P SmallCap 600 Revenue ETF (RWJ) is up 19.2% since the beginning of the year. RWJ is currently trading at $58 per share. Investors who bought $1,000 worth of RWJ shares 5 years ago would now be looking at an investment worth $1,532.


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S&P 500 Index

Returns By Period

Invesco S&P SmallCap 600 Revenue ETF (RWJ) has returned 19.22% so far this year and 39.78% over the past 12 months. Over the last ten years, RWJ has had an annualized return of 13.65%, just under the S&P 500 Index benchmark’s 13.88%.


Invesco S&P SmallCap 600 Revenue ETF

1D
-0.70%
1M
4.86%
YTD
19.22%
6M
17.01%
1Y
39.78%
3Y*
18.22%
5Y*
8.90%
10Y*
13.65%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWJ Monthly Returns History

Based on dividend-adjusted daily data since Feb 22, 2008, RWJ's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +26.5%, while the worst month was Mar 2020 at -24.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RWJ closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.92%0.75%-3.49%10.82%0.70%2.77%19.22%
20252.95%-5.71%-8.09%-5.16%6.92%5.19%1.59%8.96%1.10%-1.66%2.61%0.25%7.75%
2024-4.01%4.55%3.29%-7.12%5.31%-3.98%13.53%-1.87%2.74%-3.30%11.02%-6.52%11.81%
202311.91%-1.02%-6.30%-2.50%-3.84%8.17%6.90%-4.06%-5.75%-6.37%7.89%13.07%16.21%
2022-5.32%2.52%0.54%-5.71%1.80%-11.35%11.02%-2.95%-12.11%14.64%5.61%-6.49%-10.97%
202125.30%0.06%12.23%1.50%4.96%-0.65%-3.88%2.28%-1.10%2.83%-1.66%4.37%52.82%

Benchmark Metrics

Invesco S&P SmallCap 600 Revenue ETF has an annualized alpha of 3.30%, beta of 1.03, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since February 22, 2008.

  • This ETF captured 131.26% of S&P 500 Index gains and 119.33% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 3.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R2 of 0.60, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.30%
Beta
1.03
0.60
Upside Capture
131.26%
Downside Capture
119.33%

Expense Ratio

RWJ has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RWJ ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RWJ Risk / Return Rank: 6666
Overall Rank
RWJ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RWJ Sortino Ratio Rank: 6767
Sortino Ratio Rank
RWJ Omega Ratio Rank: 5959
Omega Ratio Rank
RWJ Calmar Ratio Rank: 7272
Calmar Ratio Rank
RWJ Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RWJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.53

2.78

+0.75

Martin ratioReturn relative to average drawdown

11.35

12.44

-1.09

Dividends

Dividend History

Invesco S&P SmallCap 600 Revenue ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.72$0.54$0.53$0.55$0.37$0.25$0.24$0.28$0.28$0.26$0.14$0.13

Dividend yield

1.25%1.11%1.15%1.34%1.02%0.61%0.89%1.22%1.44%1.11%0.60%0.74%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.16$0.00$0.00$0.15$0.31
2025$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.15$0.54
2024$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.11$0.53
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$0.55
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$0.37
2021$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.08$0.25

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 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 151 trading sessions.

The current Invesco S&P SmallCap 600 Revenue ETF drawdown is 1.51%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.97%Mar 2009
5mo 18d7mo 7d
1y 20dSep 2008 - Oct 2009
COVID crash2020
-51.33%Mar 2020
1y 6mo8mo 10d
2y 3moAug 2018 - Nov 2020
2025 selloff2025
-29.29%Apr 2025
4mo 13d5mo 13d
9mo 26dNov 2024 - Sep 2025
2011 bear market2011
-27.42%Oct 2011
2mo 27d4mo 2d
6mo 29dJul 2011 - Feb 2012
2016 bear market2016
-25.83%Feb 2016
7mo 22d9mo 3d
1y 4moJun 2015 - Nov 2016

Drawdown Indicators


RWJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-56.78%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-9.10%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-29.29%

-18.90%

-10.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-25.43%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-33.92%

-17.41%

Current Drawdown

Current decline from peak

-1.51%

-1.80%

+0.29%

Average Drawdown

Average peak-to-trough decline

-9.21%

-10.71%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.03%

+1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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