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DWAS vs. TMFS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWAS vs. TMFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA SmallCap Momentum ETF (DWAS) and Motley Fool Small-Cap Growth ETF (TMFS). The values are adjusted to include any dividend payments, if applicable.

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DWAS vs. TMFS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWAS
Invesco DWA SmallCap Momentum ETF
3.25%6.09%9.81%16.88%-18.51%19.75%32.32%31.39%-10.79%
TMFS
Motley Fool Small-Cap Growth ETF
-7.68%-1.59%15.41%25.40%-33.15%-2.38%58.52%40.19%-8.11%

Returns By Period

In the year-to-date period, DWAS achieves a 3.25% return, which is significantly higher than TMFS's -7.68% return.


DWAS

1D
1.46%
1M
-3.62%
YTD
3.25%
6M
8.03%
1Y
28.75%
3Y*
11.53%
5Y*
3.64%
10Y*
11.66%

TMFS

1D
0.45%
1M
-10.46%
YTD
-7.68%
6M
-5.98%
1Y
-1.25%
3Y*
6.39%
5Y*
-2.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWAS vs. TMFS - Expense Ratio Comparison

DWAS has a 0.60% expense ratio, which is lower than TMFS's 0.85% expense ratio.


Return for Risk

DWAS vs. TMFS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWAS
DWAS Risk / Return Rank: 6565
Overall Rank
DWAS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DWAS Sortino Ratio Rank: 6363
Sortino Ratio Rank
DWAS Omega Ratio Rank: 5353
Omega Ratio Rank
DWAS Calmar Ratio Rank: 7676
Calmar Ratio Rank
DWAS Martin Ratio Rank: 7171
Martin Ratio Rank

TMFS
TMFS Risk / Return Rank: 1111
Overall Rank
TMFS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TMFS Sortino Ratio Rank: 1111
Sortino Ratio Rank
TMFS Omega Ratio Rank: 1111
Omega Ratio Rank
TMFS Calmar Ratio Rank: 1111
Calmar Ratio Rank
TMFS Martin Ratio Rank: 1111
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.

DWAS vs. TMFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA SmallCap Momentum ETF (DWAS) and Motley Fool Small-Cap Growth ETF (TMFS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DWASTMFSDifference

Sharpe ratio

Return per unit of total volatility

1.14

-0.05

+1.20

Sortino ratio

Return per unit of downside risk

1.67

0.10

+1.57

Omega ratio

Gain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratio

Return relative to maximum drawdown

2.13

-0.05

+2.19

Martin ratio

Return relative to average drawdown

7.75

-0.16

+7.91

DWAS vs. TMFS - Sharpe Ratio Comparison

The current DWAS Sharpe Ratio is 1.14, which is higher than the TMFS Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of DWAS and TMFS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DWASTMFSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

-0.05

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.13

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.31

+0.14

Correlation

The correlation between DWAS and TMFS is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DWAS vs. TMFS - Dividend Comparison

DWAS's dividend yield for the trailing twelve months is around 0.02%, while TMFS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DWAS
Invesco DWA SmallCap Momentum ETF
0.02%0.07%0.79%1.42%0.81%0.16%0.21%0.13%0.04%0.20%0.52%0.19%
TMFS
Motley Fool Small-Cap Growth ETF
0.00%0.00%0.00%0.00%0.34%2.37%5.57%2.65%0.00%0.00%0.00%0.00%

Drawdowns

DWAS vs. TMFS - Drawdown Comparison

The maximum DWAS drawdown since its inception was -46.16%, smaller than the maximum TMFS drawdown of -48.79%. Use the drawdown chart below to compare losses from any high point for DWAS and TMFS.


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Drawdown Indicators


DWASTMFSDifference

Max Drawdown

Largest peak-to-trough decline

-46.16%

-48.79%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-15.73%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-45.68%

+11.85%

Max Drawdown (10Y)

Largest decline over 10 years

-46.16%

Current Drawdown

Current decline from peak

-4.33%

-25.20%

+20.87%

Average Drawdown

Average peak-to-trough decline

-10.41%

-19.45%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

5.33%

-1.70%

Volatility

DWAS vs. TMFS - Volatility Comparison

Invesco DWA SmallCap Momentum ETF (DWAS) has a higher volatility of 9.52% compared to Motley Fool Small-Cap Growth ETF (TMFS) at 6.93%. This indicates that DWAS's price experiences larger fluctuations and is considered to be riskier than TMFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWASTMFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.52%

6.93%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

18.21%

14.49%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.25%

24.45%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.97%

22.95%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.51%

25.64%

+0.87%