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Invesco S&P MidCap 400 Revenue ETF (RWK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46138G6724
CUSIP46138G672
IssuerInvesco
Inception DateFeb 22, 2008
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Index TrackedS&P MidCap 400 Revenue-Weighted Index
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco S&P MidCap 400 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 RWK

Invesco S&P MidCap 400 Revenue ETF

Popular comparisons: RWK vs. RFV, RWK vs. AVUV, RWK vs. XMVM, RWK vs. ONEY, RWK vs. RWJ, RWK vs. PRN, RWK vs. IJR, RWK vs. XMHQ, RWK vs. VTI, RWK vs. CALF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P MidCap 400 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%OctoberNovemberDecember2024FebruaryMarch
458.60%
282.60%
RWK (Invesco S&P MidCap 400 Revenue ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco S&P MidCap 400 Revenue ETF had a return of 9.53% year-to-date (YTD) and 32.49% in the last 12 months. Over the past 10 years, Invesco S&P MidCap 400 Revenue ETF had an annualized return of 11.12%, while the S&P 500 benchmark had an annualized return of 10.96%, indicating that Invesco S&P MidCap 400 Revenue ETF performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date9.53%10.04%
1 month7.82%3.53%
6 months24.31%22.79%
1 year32.49%32.16%
5 years (annualized)15.54%13.15%
10 years (annualized)11.12%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.85%4.55%
2023-2.42%-4.16%-5.21%8.30%9.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) 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
RWK
Invesco S&P MidCap 400 Revenue ETF
1.95
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Invesco S&P MidCap 400 Revenue ETF Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.95
2.76
RWK (Invesco S&P MidCap 400 Revenue ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P MidCap 400 Revenue ETF granted a 1.01% dividend yield in the last twelve months. The annual payout for that period amounted to $1.16 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.16$1.11$1.01$0.81$0.68$0.71$0.63$0.45$0.70$0.42$0.50$0.58

Dividend yield

1.01%1.05%1.18%0.85%0.96%1.09%1.22%0.74%1.30%0.92%1.04%1.29%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P MidCap 400 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$0.27$0.00$0.00$0.30$0.00$0.00$0.24$0.00$0.00$0.29
2022$0.00$0.00$0.23$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.00$0.22
2021$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.27$0.00$0.00$0.20
2020$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.15
2019$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$0.25
2018$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.21
2017$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.18
2016$0.00$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.17$0.00$0.30
2015$0.00$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.10
2014$0.00$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.29
2013$0.07$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.35

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
RWK (Invesco S&P MidCap 400 Revenue ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P MidCap 400 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 MidCap 400 Revenue ETF was 56.49%, occurring on Mar 6, 2009. Recovery took 263 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.49%Jun 6, 2008187Mar 6, 2009263Mar 23, 2010450
-46.21%Jan 17, 202045Mar 23, 2020166Nov 16, 2020211
-28.25%Apr 29, 2011109Oct 3, 2011111Mar 13, 2012220
-25.24%Aug 30, 201880Dec 24, 2018244Dec 12, 2019324
-22.04%Nov 17, 2021219Sep 30, 202283Jan 31, 2023302

Volatility

Volatility Chart

The current Invesco S&P MidCap 400 Revenue ETF volatility is 3.44%, 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%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.44%
2.82%
RWK (Invesco S&P MidCap 400 Revenue ETF)
Benchmark (^GSPC)