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Direxion Russell 1000® Value Over Growth ETF

RWVG
ETF · Currency in USD
ISIN
US25460E4558
CUSIP
25460E455
Issuer
Direxion
Inception Date
Jan 16, 2019
Region
North America (U.S.)
Category
Large Cap Blend Equities
Expense Ratio
0.64%
Index Tracked
Russell 1000 Value/Growth 150/50 Net Spread Index
ETF Home Page
www.direxion.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

RWVGPrice Chart


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S&P 500

RWVGPerformance

The chart shows the growth of $10,000 invested in Direxion Russell 1000® Value Over Growth ETF on Jan 17, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,000 for a total return of roughly 20.00%. All prices are adjusted for splits and dividends.


RWVG (Direxion Russell 1000® Value Over Growth ETF)
Benchmark (S&P 500)

RWVGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.66%
6M2.31%
YTD19.30%
1Y36.38%
5Y6.91%
10Y6.91%

RWVGMonthly Returns Heatmap


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RWVGSharpe 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 Direxion Russell 1000® Value Over Growth ETF Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


RWVG (Direxion Russell 1000® Value Over Growth ETF)
Benchmark (S&P 500)

RWVGDividends

Direxion Russell 1000® Value Over Growth ETF granted a 0.98% dividend yield in the last twelve months, as of Oct 9, 2021. The annual payout for that period amounted to $0.57 per share.


PeriodTTM20202019
Dividend$0.57$0.60$0.88

Dividend yield

0.98%1.22%1.54%

RWVGDrawdowns Chart

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


RWVG (Direxion Russell 1000® Value Over Growth ETF)
Benchmark (S&P 500)

RWVGWorst Drawdowns

The table below shows the maximum drawdowns of the Direxion Russell 1000® Value Over Growth 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 Direxion Russell 1000® Value Over Growth ETF is 42.78%, recorded on Mar 23, 2020. It took 241 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.78%Dec 23, 201962Mar 23, 2020241Mar 8, 2021303
-10.11%May 11, 202148Jul 19, 2021
-7.9%Jul 25, 201915Aug 14, 201919Sep 11, 201934
-6.54%May 1, 201922May 31, 201921Jul 1, 201943
-5%Sep 16, 201917Oct 8, 201911Oct 23, 201928
-3.45%Mar 16, 20216Mar 23, 20213Mar 26, 20219
-2.87%Mar 19, 20195Mar 25, 20199Apr 5, 201914
-2.17%Feb 26, 20199Mar 8, 20196Mar 18, 201915
-1.86%Mar 9, 20211Mar 9, 20213Mar 12, 20214
-1.72%Apr 6, 20216Apr 13, 20213Apr 16, 20219

RWVGVolatility Chart

Current Direxion Russell 1000® Value Over Growth ETF volatility is 14.82%. 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.


RWVG (Direxion Russell 1000® Value Over Growth ETF)
Benchmark (S&P 500)

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