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Invesco S&P SmallCap 600 Revenue ETF (RWJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

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

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.


0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with RWJ

Invesco S&P SmallCap 600 Revenue ETF

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.


200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%OctoberNovemberDecember2024FebruaryMarch
512.07%
282.60%
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date3.27%10.04%
1 month4.36%3.53%
6 months18.74%22.79%
1 year19.00%32.16%
5 years (annualized)15.90%13.15%
10 years (annualized)10.38%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RWJ
Invesco S&P SmallCap 600 Revenue ETF
0.91
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Invesco S&P SmallCap 600 Revenue ETF Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.91
2.76
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)

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, 2008116Mar 9, 2009150Oct 12, 2009266
-51.33%Aug 23, 2018394Mar 18, 2020174Nov 23, 2020568
-27.42%Jul 8, 201161Oct 3, 201184Feb 2, 2012145
-25.83%Jun 24, 2015161Feb 11, 2016144Sep 7, 2016305
-25.56%Nov 17, 2021215Sep 26, 2022373Mar 21, 2024588

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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
4.95%
2.82%
RWJ (Invesco S&P SmallCap 600 Revenue ETF)
Benchmark (^GSPC)