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FDV vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDV vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes U.S. Strategic Dividend ETF (FDV) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FDV having a 11.72% return and PWV slightly higher at 12.10%.


FDV

1D
0.00%
1M
1.90%
YTD
11.72%
6M
11.46%
1Y
19.71%
3Y*
14.78%
5Y*
10Y*

PWV

1D
-0.14%
1M
2.43%
YTD
12.10%
6M
12.38%
1Y
25.33%
3Y*
20.79%
5Y*
12.50%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDV vs. PWV - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDV
Federated Hermes U.S. Strategic Dividend ETF
11.72%11.01%14.41%-2.16%1.92%
PWV
Invesco Dynamic Large Cap Value ETF
12.10%19.65%14.48%10.36%-0.08%

Correlation

The correlation between FDV and PWV is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2022

0.82

The correlation between FDV and PWV has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

FDV vs. PWV — Risk / Return Rank

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

FDV
FDV Risk / Return Rank: 6363
Overall Rank
FDV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDV Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDV Omega Ratio Rank: 5555
Omega Ratio Rank
FDV Calmar Ratio Rank: 7474
Calmar Ratio Rank
FDV Martin Ratio Rank: 6565
Martin Ratio Rank

PWV
PWV Risk / Return Rank: 8686
Overall Rank
PWV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 8686
Sortino Ratio Rank
PWV Omega Ratio Rank: 8080
Omega Ratio Rank
PWV Calmar Ratio Rank: 9292
Calmar Ratio Rank
PWV Martin Ratio Rank: 9090
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.

FDV vs. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes U.S. Strategic Dividend ETF (FDV) and Invesco Dynamic Large Cap Value ETF (PWV). 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.


FDVPWVDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.35

1.48

-0.14

Calmar ratioReturn relative to maximum drawdown

3.78

6.28

-2.49

Martin ratioReturn relative to average drawdown

12.05

21.16

-9.12

FDV vs. PWV - Sharpe Ratio Comparison

The current FDV Sharpe Ratio is 2.01, which is comparable to the PWV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of FDV and PWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FDVPWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.74

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.41

+0.41

Drawdowns

FDV vs. PWV - Drawdown Comparison

The maximum FDV drawdown since its inception was -16.70%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for FDV and PWV.


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Drawdown Indicators


FDVPWVDifference

Max Drawdown

Largest peak-to-trough decline

-16.70%

-49.04%

+32.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-4.05%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.55%

-14.31%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

Current Drawdown

Current decline from peak

-0.39%

-0.51%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.93%

-9.50%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.20%

+0.59%

Volatility

FDV vs. PWV - Volatility Comparison

Federated Hermes U.S. Strategic Dividend ETF (FDV) has a higher volatility of 2.82% compared to Invesco Dynamic Large Cap Value ETF (PWV) at 2.35%. This indicates that FDV's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDVPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.35%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

6.62%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.74%

9.31%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

14.35%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.65%

17.16%

-4.51%

FDV vs. PWV - Expense Ratio Comparison

FDV has a 0.50% expense ratio, which is lower than PWV's 0.58% expense ratio.


Dividends

FDV vs. PWV - Dividend Comparison

FDV's dividend yield for the trailing twelve months is around 2.56%, more than PWV's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FDV
Federated Hermes U.S. Strategic Dividend ETF
2.56%3.11%3.12%3.54%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWV
Invesco Dynamic Large Cap Value ETF
1.81%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%

Frequently Asked Questions


FDV and PWV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDV has higher volatility (2.82%) compared to PWV (2.35%). In terms of maximum drawdown, FDV dropped -16.70% vs PWV's -49.04%.

On 3-year performance, PWV leads with 20.79% vs 14.78% for FDV. On fees, FDV is cheaper at 0.50% per year. On volatility, PWV has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PWV has performed better with a 20.79% return vs 14.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDV is cheaper with a 0.50% expense ratio, compared with 0.58% for PWV.

FDV has the higher dividend yield at 2.56%, compared with 1.81% for PWV.

They also come from different issuers: Federated and Invesco. Their fees differ too: 0.50% for FDV and 0.58% for PWV.

PWV currently has the higher Sharpe Ratio (2.74 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FDV and PWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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