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Invesco S&P SmallCap 600 Revenue ETF (RWJ) Sharpe Ratio: 2.07

ETF · Currency in USD · Last updated Jun 3, 2026

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.

RWJ's Sharpe Ratio of 2.07 indicates that for each unit of volatility, it generates 2.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

RWJ Sharpe Ratio Rank

RWJ Sharpe Ratio Rank: 61.361
Above Average

RWJ ranks above 61.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

RWJ Sharpe Ratio Market Positioning

The chart shows RWJ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P SmallCap 600 Revenue ETF's Sharpe Ratio with other ETFs in the Small Cap Value Equities category across multiple time periods, showing how RWJ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EPSVHarbor SMID Cap Value ETF2.75
IWNiShares Russell 2000 Value ETF2.56
VTWVVanguard Russell 2000 Value ETF2.52
BSVOEA Bridgeway Omni Small-Cap Value ETF2.49
AVSCAvantis US Small Cap Equity ETF2.40
SMCFThemes US Small Cap Cash Flow Champions ETF2.30
AVUVAvantis US Small Cap Value ETF2.29
SLYVSPDR S&P 600 Small Cap Value ETF2.28
VIOVVanguard S&P Small-Cap 600 Value ETF2.28
IJSiShares S&P SmallCap 600 Value ETF2.26
RWJInvesco S&P SmallCap 600 Revenue ETF2.07

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RWJ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RWJ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does RWJ fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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