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IUSV vs. RWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSV vs. RWL

Last updated Jul 14, 2026
Documentation

IUSV (iShares Core S&P U.S. Value ETF) and RWL (Invesco S&P 500 Revenue ETF) are both exchange-traded funds - IUSV is a Large Cap Value Equities fund tracking the S&P 900 Value Index, while RWL is a S&P 500 fund tracking the S&P 500 Revenue-Weighted Index. Both are passively managed. Over the past 10 years, IUSV returned 11.73%/yr vs 13.99%/yr for RWL. Their correlation of 0.94 suggests significant overlap in exposure. IUSV charges 0.04%/yr vs 0.39%/yr for RWL.

Performance

IUSV vs. RWL - 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 Revenue ETF (RWL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSV achieves a 9.97% return, which is significantly lower than RWL's 14.96% return. Over the past 10 years, IUSV has underperformed RWL with an annualized return of 11.73%, while RWL has yielded a comparatively higher 13.99% annualized return.

IUSV

1D
0.15%
1M
1.31%
6M
7.21%
YTD
9.97%
1Y
18.63%
3Y*
14.24%
5Y*
11.41%
10Y*
11.73%

RWL

1D
0.35%
1M
1.73%
6M
11.40%
YTD
14.96%
1Y
26.46%
3Y*
19.29%
5Y*
13.80%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSV vs. RWL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSV
iShares Core S&P U.S. Value ETF		9.97%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%
RWL
Invesco S&P 500 Revenue ETF		14.96%18.65%16.45%17.43%-6.00%30.29%9.14%27.83%-7.74%20.34%

Correlation

The correlation between IUSV and RWL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.92

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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2008

0.94

The correlation between IUSV and RWL has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

IUSV vs. RWL - Sectors Allocation Comparison

Sectors
IUSV
RWL

Technology

21.7%
16.3%

Financial Services

14.9%
14.8%

Consumer Cyclical

11.2%
12.6%

Healthcare

11.1%
19.4%

Industrials

10.9%
8.3%

Consumer Defensive

8.7%
10.2%

Energy

7.0%
6.1%

Utilities

4.3%
2.2%

Real Estate

3.7%
0.9%

Basic Materials

3.5%
2.0%

Communication Services

3.0%
7.2%

Technology

IUSV
21.7%
RWL
16.3%

Financial Services

IUSV
14.9%
RWL
14.8%

Consumer Cyclical

IUSV
11.2%
RWL
12.6%

Healthcare

IUSV
11.1%
RWL
19.4%

Industrials

IUSV
10.9%
RWL
8.3%

Consumer Defensive

IUSV
8.7%
RWL
10.2%

Energy

IUSV
7.0%
RWL
6.1%

Utilities

IUSV
4.3%
RWL
2.2%

Real Estate

IUSV
3.7%
RWL
0.9%

Basic Materials

IUSV
3.5%
RWL
2.0%

Communication Services

IUSV
3.0%
RWL
7.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P U.S. Value ETF

Invesco S&P 500 Revenue ETF

Often compared with IUSV:
IUSV vs. IUSGIUSV vs. VTVIUSV vs. SPYIUSV vs. VOOIUSV vs. SCHDIUSV vs. VLUEIUSV vs. DGRO
Often compared with RWL:
RWL vs. VTVRWL vs. SCHDRWL vs. FVALRWL vs. OMFLRWL vs. MFUSRWL vs. FLLVRWL vs. RWJ

Return for Risk

IUSV vs. RWL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSV
IUSV Risk / Return Rank: 7373
Overall Rank
IUSV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 7373
Sortino Ratio Rank
IUSV Omega Ratio Rank: 7272
Omega Ratio Rank
IUSV Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSV Martin Ratio Rank: 7575
Martin Ratio Rank
RWL
RWL Risk / Return Rank: 9191
Overall Rank
RWL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RWL Sortino Ratio Rank: 9393
Sortino Ratio Rank
RWL Omega Ratio Rank: 9191
Omega Ratio Rank
RWL Calmar Ratio Rank: 8888
Calmar Ratio Rank
RWL Martin Ratio Rank: 9191
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.

IUSV vs. RWL - Risk-Adjusted Trends 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 Revenue ETF (RWL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IUSVRWLDifference
Sharpe ratioReturn per unit of total volatility
1.87
2.65

-0.78

Sortino ratioReturn per unit of downside risk
2.63
3.66

-1.03

Omega ratioGain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratioReturn relative to maximum drawdown

2.94

4.00

-1.06

Martin ratioReturn relative to average drawdown

11.19

16.82

-5.63

IUSV vs. RWL - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 1.87, which is comparable to the RWL Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of IUSV and RWL, 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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Drawdowns

IUSV vs. RWL - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, roughly equal to the maximum RWL drawdown of -54.83%. Use the drawdown chart below to compare losses from any high point for IUSV and RWL.

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Drawdown Indicators

IUSVRWLDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-54.83%

-2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.64%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-14.39%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-17.49%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-36.04%

-1.50%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.27%

-6.41%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.58%

+0.09%

Volatility

IUSV vs. RWL - Volatility Comparison

iShares Core S&P U.S. Value ETF (IUSV) and Invesco S&P 500 Revenue ETF (RWL) have volatilities of 2.58% and 2.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSVRWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.49%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.20%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

10.04%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

14.49%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

16.79%

+0.19%

IUSV vs. RWL - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than RWL's 0.39% expense ratio.

Dividends

IUSV vs. RWL - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.67%, more than RWL's 1.23% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF		1.67%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
RWL
Invesco S&P 500 Revenue ETF		1.23%1.35%1.43%1.60%1.62%1.35%1.75%1.87%1.99%1.60%1.71%1.97%

Frequently Asked Questions

With a correlation of 0.92, IUSV and RWL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IUSV has higher volatility (2.58%) compared to RWL (2.49%). In terms of maximum drawdown, IUSV dropped -56.88% vs RWL's -54.83%.

On 10-year performance, RWL leads with 13.99% vs 11.73% for IUSV. On fees, IUSV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RWL has performed better with a 13.99% return vs 11.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSV is cheaper with a 0.04% expense ratio, compared with 0.39% for RWL.

IUSV has the higher dividend yield at 1.67%, compared with 1.23% for RWL.

IUSV is categorized as Large Cap Value Equities, while RWL is S&P 500. IUSV tracks S&P 900 Value Index, while RWL tracks S&P 500 Revenue-Weighted Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.04% for IUSV and 0.39% for RWL.

RWL currently has the higher Sharpe Ratio (2.65 vs 1.87), 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.

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