IUSV vs. RPV
Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and Invesco S&P 500® Pure Value ETF (RPV).
IUSV and RPV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the Russell 2500 Value Index. It was launched on Aug 4, 2000. RPV is a passively managed fund by Invesco that tracks the performance of the S&P 500/Citigroup Pure Value Index. It was launched on Mar 1, 2006. Both IUSV and RPV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSV or RPV.
Performance
IUSV vs. RPV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IUSV having a 17.05% return and RPV slightly lower at 16.87%. Over the past 10 years, IUSV has outperformed RPV with an annualized return of 10.41%, while RPV has yielded a comparatively lower 7.90% annualized return.
IUSV
17.05%
-0.09%
9.23%
25.97%
12.31%
10.41%
RPV
16.87%
4.11%
10.52%
29.45%
9.53%
7.90%
Key characteristics
| IUSV | RPV | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.07 |
| Sortino Ratio | 3.62 | 2.95 |
| Omega Ratio | 1.46 | 1.36 |
| Calmar Ratio | 4.73 | 2.01 |
| Martin Ratio | 15.15 | 10.22 |
| Ulcer Index | 1.74% | 3.00% |
| Daily Std Dev | 10.26% | 14.84% |
| Max Drawdown | -60.18% | -75.32% |
| Current Drawdown | -1.18% | -0.46% |
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IUSV vs. RPV - Expense Ratio Comparison
IUSV has a 0.04% expense ratio, which is lower than RPV's 0.35% expense ratio.
Correlation
The correlation between IUSV and RPV is 0.91, 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.
Risk-Adjusted Performance
IUSV vs. RPV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and Invesco S&P 500® Pure Value ETF (RPV). 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.
Dividends
IUSV vs. RPV - Dividend Comparison
IUSV's dividend yield for the trailing twelve months is around 1.91%, less than RPV's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 1.91% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% | 1.95% |
RPV Invesco S&P 500® Pure Value ETF | 2.06% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% | 1.13% |
Drawdowns
IUSV vs. RPV - Drawdown Comparison
The maximum IUSV drawdown since its inception was -60.18%, smaller than the maximum RPV drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for IUSV and RPV. For additional features, visit the drawdowns tool.
Volatility
IUSV vs. RPV - Volatility Comparison
The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.55%, while Invesco S&P 500® Pure Value ETF (RPV) has a volatility of 5.60%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than RPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.