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OMFL vs. CWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OMFL vs. CWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and SPDR MSCI ACWI ex-US ETF (CWI). The values are adjusted to include any dividend payments, if applicable.

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OMFL vs. CWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
-1.41%13.68%6.82%21.53%-13.97%28.95%20.91%35.58%-2.55%4.95%
CWI
SPDR MSCI ACWI ex-US ETF
1.87%32.75%6.27%15.74%-15.39%8.81%9.83%21.92%-13.83%2.53%

Returns By Period

In the year-to-date period, OMFL achieves a -1.41% return, which is significantly lower than CWI's 1.87% return.


OMFL

1D
2.58%
1M
-4.32%
YTD
-1.41%
6M
0.27%
1Y
13.76%
3Y*
10.17%
5Y*
7.45%
10Y*

CWI

1D
3.22%
1M
-8.11%
YTD
1.87%
6M
6.68%
1Y
27.73%
3Y*
15.86%
5Y*
7.61%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OMFL vs. CWI - Expense Ratio Comparison

OMFL has a 0.29% expense ratio, which is lower than CWI's 0.30% expense ratio.


Return for Risk

OMFL vs. CWI — Risk / Return Rank

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

OMFL
OMFL Risk / Return Rank: 5656
Overall Rank
OMFL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OMFL Sortino Ratio Rank: 5050
Sortino Ratio Rank
OMFL Omega Ratio Rank: 5050
Omega Ratio Rank
OMFL Calmar Ratio Rank: 6262
Calmar Ratio Rank
OMFL Martin Ratio Rank: 7272
Martin Ratio Rank

CWI
CWI Risk / Return Rank: 8484
Overall Rank
CWI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CWI Sortino Ratio Rank: 8585
Sortino Ratio Rank
CWI Omega Ratio Rank: 8585
Omega Ratio Rank
CWI Calmar Ratio Rank: 8484
Calmar Ratio Rank
CWI Martin Ratio Rank: 8383
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.

OMFL vs. CWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and SPDR MSCI ACWI ex-US ETF (CWI). 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.


OMFLCWIDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.61

-0.78

Sortino ratio

Return per unit of downside risk

1.28

2.21

-0.92

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.49

2.34

-0.85

Martin ratio

Return relative to average drawdown

7.05

9.07

-2.02

OMFL vs. CWI - Sharpe Ratio Comparison

The current OMFL Sharpe Ratio is 0.83, which is lower than the CWI Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of OMFL and CWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OMFLCWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.61

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.48

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.22

+0.40

Correlation

The correlation between OMFL and CWI is 0.73, 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

OMFL vs. CWI - Dividend Comparison

OMFL's dividend yield for the trailing twelve months is around 0.86%, less than CWI's 2.91% yield.


TTM20252024202320222021202020192018201720162015
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.86%0.80%1.22%1.37%1.55%0.95%1.48%1.53%1.39%0.32%0.00%0.00%
CWI
SPDR MSCI ACWI ex-US ETF
2.91%2.97%2.89%2.80%3.17%2.65%2.07%3.05%2.81%2.29%2.45%2.62%

Drawdowns

OMFL vs. CWI - Drawdown Comparison

The maximum OMFL drawdown since its inception was -33.24%, smaller than the maximum CWI drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for OMFL and CWI.


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Drawdown Indicators


OMFLCWIDifference

Max Drawdown

Largest peak-to-trough decline

-33.24%

-60.77%

+27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-11.47%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.44%

-29.45%

+7.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

Current Drawdown

Current decline from peak

-5.20%

-8.57%

+3.37%

Average Drawdown

Average peak-to-trough decline

-4.89%

-12.95%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.96%

-0.85%

Volatility

OMFL vs. CWI - Volatility Comparison

The current volatility for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is 5.24%, while SPDR MSCI ACWI ex-US ETF (CWI) has a volatility of 8.14%. This indicates that OMFL experiences smaller price fluctuations and is considered to be less risky than CWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMFLCWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

8.14%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

11.60%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

17.37%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.01%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

17.05%

+3.21%