PortfoliosLab logoPortfoliosLab logo
MIDE vs. RWJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDE vs. RWJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MIDE vs. RWJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.75%9.81%11.21%15.20%-11.63%11.77%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
3.96%7.75%11.81%16.21%-10.97%18.09%

Returns By Period

In the year-to-date period, MIDE achieves a 1.75% return, which is significantly lower than RWJ's 3.96% return.


MIDE

1D
2.47%
1M
-5.36%
YTD
1.75%
6M
5.05%
1Y
18.57%
3Y*
11.64%
5Y*
6.52%
10Y*

RWJ

1D
2.60%
1M
-3.49%
YTD
3.96%
6M
5.17%
1Y
25.54%
3Y*
11.93%
5Y*
6.87%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


MIDE vs. RWJ - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is lower than RWJ's 0.39% expense ratio.


Return for Risk

MIDE vs. RWJ — Risk / Return Rank

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

MIDE
MIDE Risk / Return Rank: 5151
Overall Rank
MIDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4949
Omega Ratio Rank
MIDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5555
Martin Ratio Rank

RWJ
RWJ Risk / Return Rank: 6262
Overall Rank
RWJ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RWJ Sortino Ratio Rank: 6464
Sortino Ratio Rank
RWJ Omega Ratio Rank: 5959
Omega Ratio Rank
RWJ Calmar Ratio Rank: 6666
Calmar Ratio Rank
RWJ Martin Ratio Rank: 6161
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.

MIDE vs. RWJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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.


MIDERWJDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.01

-0.13

Sortino ratio

Return per unit of downside risk

1.36

1.57

-0.21

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.30

1.59

-0.29

Martin ratio

Return relative to average drawdown

5.42

5.69

-0.26

MIDE vs. RWJ - Sharpe Ratio Comparison

The current MIDE Sharpe Ratio is 0.88, which is comparable to the RWJ Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MIDE and RWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MIDERWJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.01

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.29

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.44

-0.08

Correlation

The correlation between MIDE and RWJ is 0.92, 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.


Dividends

MIDE vs. RWJ - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.48%, more than RWJ's 1.13% yield.


TTM20252024202320222021202020192018201720162015
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.48%1.52%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%0.00%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.13%1.11%1.15%1.34%1.02%0.61%0.89%1.22%1.44%1.11%0.60%0.74%

Drawdowns

MIDE vs. RWJ - Drawdown Comparison

The maximum MIDE drawdown since its inception was -24.59%, smaller than the maximum RWJ drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for MIDE and RWJ.


Loading graphics...

Drawdown Indicators


MIDERWJDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-55.97%

+31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-16.11%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-29.29%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

Current Drawdown

Current decline from peak

-6.73%

-7.49%

+0.76%

Average Drawdown

Average peak-to-trough decline

-6.67%

-9.31%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

4.50%

-1.02%

Volatility

MIDE vs. RWJ - Volatility Comparison

Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Invesco S&P SmallCap 600 Revenue ETF (RWJ) have volatilities of 6.31% and 6.15%, 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.


Loading graphics...

Volatility by Period


MIDERWJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

6.15%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

13.97%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

25.39%

-4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

23.88%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

26.16%

-6.36%