EWMC vs. RB
EWMC (Invesco S&P MidCap 400 GARP ETF) and RB (ProShares Russell 2000 Dynamic Daily Buffer ETF) are both exchange-traded funds - EWMC is a Small Cap Blend Equities fund tracking the S&P MidCap 400 GARP Index, while RB is a Defined Outcome fund tracking the Russell 2000. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. EWMC charges 0.35%/yr vs 0.58%/yr for RB.
Performance
EWMC vs. RB - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EWMC having a 7.11% return and RB slightly lower at 6.76%.
EWMC
- 1D
- -0.11%
- 1M
- 2.30%
- YTD
- 7.11%
- 6M
- 6.51%
- 1Y
- 21.90%
- 3Y*
- 14.94%
- 5Y*
- 7.66%
- 10Y*
- 10.99%
RB
- 1D
- -0.17%
- 1M
- 1.63%
- YTD
- 6.76%
- 6M
- 8.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EWMC vs. RB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EWMC Invesco S&P MidCap 400 GARP ETF | 7.11% | 10.89% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 6.76% | 10.58% |
Correlation
The correlation between EWMC and RB is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025 | 0.67 |
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Return for Risk
EWMC vs. RB — Risk / Return Rank
EWMC
RB
EWMC vs. RB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 GARP ETF (EWMC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.
| EWMC | RB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | — | — |
| Martin ratioReturn relative to average drawdown | 8.54 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWMC | RB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 3.15 | -2.60 |
Drawdowns
EWMC vs. RB - Drawdown Comparison
The maximum EWMC drawdown since its inception was -43.12%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for EWMC and RB.
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Drawdown Indicators
| EWMC | RB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.12% | -1.70% | -41.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -28.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.12% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -0.47% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -0.41% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | — | — |
Volatility
EWMC vs. RB - Volatility Comparison
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Volatility by Period
| EWMC | RB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 6.21% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 6.21% | +14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 6.21% | +16.04% |
EWMC vs. RB - Expense Ratio Comparison
EWMC has a 0.35% expense ratio, which is lower than RB's 0.58% expense ratio.
Dividends
EWMC vs. RB - Dividend Comparison
EWMC's dividend yield for the trailing twelve months is around 0.96%, less than RB's 2.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWMC Invesco S&P MidCap 400 GARP ETF | 0.96% | 1.19% | 0.95% | 0.96% | 1.28% | 0.92% | 1.16% | 1.25% | 1.50% | 1.14% | 1.00% | 1.43% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 2.00% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EWMC and RB have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EWMC is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EWMC is cheaper with a 0.35% expense ratio, compared with 0.58% for RB.
RB has the higher dividend yield at 2.00%, compared with 0.96% for EWMC.
EWMC is categorized as Small Cap Blend Equities, while RB is Defined Outcome. EWMC tracks S&P MidCap 400 GARP Index, while RB tracks Russell 2000. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.35% for EWMC and 0.58% for RB.
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