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IUSV vs. RPV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUSV and RPV is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IUSV vs. RPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and Invesco S&P 500® Pure Value ETF (RPV). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%NovemberDecember2025FebruaryMarchApril
336.51%
355.61%
IUSV
RPV

Key characteristics

Sharpe Ratio

IUSV:

0.22

RPV:

0.35

Sortino Ratio

IUSV:

0.43

RPV:

0.62

Omega Ratio

IUSV:

1.06

RPV:

1.08

Calmar Ratio

IUSV:

0.20

RPV:

0.42

Martin Ratio

IUSV:

0.75

RPV:

1.42

Ulcer Index

IUSV:

4.76%

RPV:

4.41%

Daily Std Dev

IUSV:

15.98%

RPV:

18.12%

Max Drawdown

IUSV:

-60.18%

RPV:

-75.32%

Current Drawdown

IUSV:

-10.97%

RPV:

-7.93%

Returns By Period

In the year-to-date period, IUSV achieves a -4.37% return, which is significantly lower than RPV's -1.34% return. Over the past 10 years, IUSV has outperformed RPV with an annualized return of 9.33%, while RPV has yielded a comparatively lower 7.29% annualized return.


IUSV

YTD

-4.37%

1M

-5.03%

6M

-7.00%

1Y

2.81%

5Y*

14.51%

10Y*

9.33%

RPV

YTD

-1.34%

1M

-4.01%

6M

0.06%

1Y

5.92%

5Y*

18.38%

10Y*

7.29%

*Annualized

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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.


Expense ratio chart for RPV: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RPV: 0.35%
Expense ratio chart for IUSV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSV: 0.04%

Risk-Adjusted Performance

IUSV vs. RPV — Risk-Adjusted Performance Rank

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

IUSV
The Risk-Adjusted Performance Rank of IUSV is 4040
Overall Rank
The Sharpe Ratio Rank of IUSV is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSV is 3939
Sortino Ratio Rank
The Omega Ratio Rank of IUSV is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IUSV is 4141
Calmar Ratio Rank
The Martin Ratio Rank of IUSV is 3939
Martin Ratio Rank

RPV
The Risk-Adjusted Performance Rank of RPV is 5050
Overall Rank
The Sharpe Ratio Rank of RPV is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of RPV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RPV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RPV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RPV is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for IUSV, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.00
IUSV: 0.22
RPV: 0.35
The chart of Sortino ratio for IUSV, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.00
IUSV: 0.43
RPV: 0.62
The chart of Omega ratio for IUSV, currently valued at 1.06, compared to the broader market0.501.001.502.00
IUSV: 1.06
RPV: 1.08
The chart of Calmar ratio for IUSV, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.00
IUSV: 0.20
RPV: 0.42
The chart of Martin ratio for IUSV, currently valued at 0.75, compared to the broader market0.0020.0040.0060.00
IUSV: 0.75
RPV: 1.42

The current IUSV Sharpe Ratio is 0.22, which is lower than the RPV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of IUSV and RPV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.22
0.35
IUSV
RPV

Dividends

IUSV vs. RPV - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 2.17%, less than RPV's 2.36% yield.


TTM20242023202220212020201920182017201620152014
IUSV
iShares Core S&P U.S. Value ETF
2.17%2.15%1.75%2.22%1.87%2.40%2.19%2.66%1.93%2.18%2.54%1.86%
RPV
Invesco S&P 500® Pure Value ETF
2.36%2.16%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%1.57%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.97%
-7.93%
IUSV
RPV

Volatility

IUSV vs. RPV - Volatility Comparison

iShares Core S&P U.S. Value ETF (IUSV) has a higher volatility of 12.11% compared to Invesco S&P 500® Pure Value ETF (RPV) at 11.53%. This indicates that IUSV's price experiences larger fluctuations and is considered to be riskier than RPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.11%
11.53%
IUSV
RPV