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FDIQ vs. SPCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIQ vs. SPCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Financial Data Providers ETF (FDIQ) and RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ). The values are adjusted to include any dividend payments, if applicable.

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FDIQ vs. SPCZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDIQ
Invesco Bloomberg Financial Data Providers ETF
11.45%6.32%12.76%-0.84%6.88%
SPCZ
RiverNorth Enhanced Pre-Merger SPAC ETF
-0.15%10.19%5.31%5.93%1.95%

Returns By Period

In the year-to-date period, FDIQ achieves a 11.45% return, which is significantly higher than SPCZ's -0.15% return.


FDIQ

1D
1.80%
1M
-5.59%
YTD
11.45%
6M
14.36%
1Y
25.32%
3Y*
17.52%
5Y*
5.11%
10Y*
8.58%

SPCZ

1D
-0.04%
1M
-0.78%
YTD
-0.15%
6M
0.39%
1Y
8.26%
3Y*
6.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIQ vs. SPCZ - Expense Ratio Comparison

FDIQ has a 0.35% expense ratio, which is lower than SPCZ's 0.90% expense ratio.


Return for Risk

FDIQ vs. SPCZ — Risk / Return Rank

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

FDIQ
FDIQ Risk / Return Rank: 5555
Overall Rank
FDIQ Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 5050
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 7171
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 5454
Martin Ratio Rank

SPCZ
SPCZ Risk / Return Rank: 7575
Overall Rank
SPCZ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPCZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPCZ Omega Ratio Rank: 8282
Omega Ratio Rank
SPCZ Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPCZ Martin Ratio Rank: 6262
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.

FDIQ vs. SPCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Financial Data Providers ETF (FDIQ) and RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ). 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.


FDIQSPCZDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.33

-0.40

Sortino ratio

Return per unit of downside risk

1.38

1.98

-0.60

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

1.86

2.37

-0.51

Martin ratio

Return relative to average drawdown

5.45

6.30

-0.85

FDIQ vs. SPCZ - Sharpe Ratio Comparison

The current FDIQ Sharpe Ratio is 0.92, which is lower than the SPCZ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FDIQ and SPCZ, 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


FDIQSPCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.33

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.22

-0.84

Correlation

The correlation between FDIQ and SPCZ is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FDIQ vs. SPCZ - Dividend Comparison

FDIQ's dividend yield for the trailing twelve months is around 2.52%, less than SPCZ's 12.08% yield.


TTM20252024202320222021202020192018201720162015
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.52%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%
SPCZ
RiverNorth Enhanced Pre-Merger SPAC ETF
12.08%12.06%4.24%5.01%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDIQ vs. SPCZ - Drawdown Comparison

The maximum FDIQ drawdown since its inception was -52.86%, which is greater than SPCZ's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for FDIQ and SPCZ.


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Drawdown Indicators


FDIQSPCZDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-4.47%

-48.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-3.50%

-10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-42.99%

Max Drawdown (10Y)

Largest decline over 10 years

-52.86%

Current Drawdown

Current decline from peak

-7.08%

-2.77%

-4.31%

Average Drawdown

Average peak-to-trough decline

-11.64%

-0.43%

-11.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

1.32%

+3.52%

Volatility

FDIQ vs. SPCZ - Volatility Comparison

Invesco Bloomberg Financial Data Providers ETF (FDIQ) has a higher volatility of 5.91% compared to RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ) at 1.31%. This indicates that FDIQ's price experiences larger fluctuations and is considered to be riskier than SPCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIQSPCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

1.31%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

4.19%

+13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27.55%

6.25%

+21.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.94%

5.12%

+23.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.21%

5.12%

+26.09%