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ISIN
US46137V1677
CUSIP
46137V167
Issuer
Invesco
Inception Date
Mar 1, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Small Cap 600 Pure Value
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Value
Assets Under Management
$266M

Share Price Chart


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Performance

RZV Performance Chart

Invesco S&P SmallCap 600® Pure Value ETF (RZV) is up 19.9% since the beginning of the year. RZV is currently trading at $142 per share. Investors who bought $1,000 worth of RZV shares 5 years ago would now be looking at an investment worth $1,561.


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S&P 500 Index

Returns By Period

Invesco S&P SmallCap 600® Pure Value ETF (RZV) has returned 19.90% so far this year and 41.27% over the past 12 months. Over the last ten years, RZV has returned 10.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.


Invesco S&P SmallCap 600® Pure Value ETF

1D
0.88%
1M
3.11%
YTD
19.90%
6M
18.80%
1Y
41.27%
3Y*
17.47%
5Y*
9.32%
10Y*
10.79%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RZV Monthly Returns History

Based on dividend-adjusted daily data since Mar 7, 2006, RZV's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +51.5%, while the worst month was Mar 2020 at -31.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, RZV closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Mar 9, 2020 at -14.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.14%1.44%-4.23%10.87%0.59%2.33%19.90%
20251.02%-7.34%-4.67%-6.44%6.60%6.67%1.48%11.70%-0.11%-1.26%3.77%-1.34%8.65%
2024-5.48%3.10%3.17%-7.65%5.91%-5.38%13.31%-3.50%1.10%-3.27%12.02%-5.73%5.06%
202315.12%-1.53%-9.16%-2.62%-4.31%11.10%6.51%-3.25%-5.22%-6.86%10.39%14.86%22.97%
2022-2.95%1.15%2.69%-5.30%2.64%-11.32%8.40%-3.60%-11.70%17.69%5.32%-6.23%-6.80%
20215.73%15.20%9.41%0.38%7.59%-0.43%-4.76%3.65%-0.61%4.02%-2.93%2.82%45.95%

Benchmark Metrics

Invesco S&P SmallCap 600® Pure Value ETF has an annualized alpha of -0.45%, beta of 1.19, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since March 07, 2006.

  • This ETF captured 138.61% of S&P 500 Index gains and 135.80% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
-0.45%
Beta
1.19
0.61
Upside Capture
138.61%
Downside Capture
135.80%

Expense Ratio

RZV has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RZV ranks 71 for risk / return — better than 71% 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.


RZV Risk / Return Rank: 7171
Overall Rank
RZV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RZV Sortino Ratio Rank: 7474
Sortino Ratio Rank
RZV Omega Ratio Rank: 6565
Omega Ratio Rank
RZV Calmar Ratio Rank: 7575
Calmar Ratio Rank
RZV Martin Ratio Rank: 6868
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® Pure Value ETF (RZV) and compare them to S&P 500 Index.


RZVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.30

2.54

+0.76

Martin ratioReturn relative to average drawdown

10.74

11.58

-0.84

Dividends

Dividend History

Invesco S&P SmallCap 600® Pure Value ETF provided a 1.32% dividend yield over the last twelve months, with an annual payout of $1.88 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.88$1.89$1.27$1.21$1.26$0.83$0.42$0.72$1.17$0.75$0.33$0.68

Dividend yield

1.32%1.59%1.14%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P SmallCap 600® Pure Value 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$0.51$0.00$0.00$0.00$0.51
2025$0.00$0.00$0.52$0.00$0.00$0.38$0.00$0.00$0.58$0.00$0.00$0.41$1.89
2024$0.00$0.00$0.33$0.00$0.00$0.29$0.00$0.00$0.33$0.00$0.00$0.32$1.27
2023$0.00$0.00$0.32$0.00$0.00$0.34$0.00$0.00$0.27$0.00$0.00$0.29$1.21
2022$0.00$0.00$0.27$0.00$0.00$0.29$0.00$0.00$0.37$0.00$0.00$0.34$1.26
2021$0.00$0.00$0.20$0.00$0.00$0.16$0.00$0.00$0.21$0.00$0.00$0.26$0.83

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® Pure Value 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® Pure Value ETF was 77.11%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-77.11%Mar 2009
1y 9mo3y 6mo
5y 3moJun 2007 - Sep 2012
COVID crash2020
-60.42%Apr 2020
1y 7mo10mo 19d
2y 5moAug 2018 - Feb 2021
2016 bear market2016
-31.00%Jan 2016
6mo 29d9mo 26d
1y 4moJun 2015 - Nov 2016
2025 selloff2025
-29.81%Apr 2025
4mo 6d4mo 21d
8mo 27dDec 2024 - Aug 2025
Bear market2022
-26.45%Sep 2022
10mo 21d4mo 8d
1y 2moNov 2021 - Feb 2023

Drawdown Indicators


RZVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-56.78%

-20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-9.10%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-18.90%

-10.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-25.43%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-60.42%

-33.92%

-26.50%

Current Drawdown

Current decline from peak

0.00%

-2.93%

+2.93%

Average Drawdown

Average peak-to-trough decline

-13.59%

-10.72%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

1.99%

+1.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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