OMFL vs. WTV
Compare and contrast key facts about Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and WisdomTree US Value ETF (WTV).
OMFL and WTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OMFL is a passively managed fund by Invesco that tracks the performance of the Russell 1000 OFI Dynamic Multifactor Index. It was launched on Nov 8, 2017. WTV is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. LargeCap Value Index. It was launched on Feb 23, 2007. Both OMFL and WTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
OMFL vs. WTV - Performance Comparison
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OMFL vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | -0.49% | 13.68% | 6.82% | 21.53% | -13.97% | 28.95% | 20.91% | 35.58% | -2.55% | 0.17% |
WTV WisdomTree US Value ETF | 1.78% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.14% |
Returns By Period
In the year-to-date period, OMFL achieves a -0.49% return, which is significantly lower than WTV's 1.78% return.
OMFL
- 1D
- 0.93%
- 1M
- -3.62%
- YTD
- -0.49%
- 6M
- 1.40%
- 1Y
- 14.28%
- 3Y*
- 10.52%
- 5Y*
- 7.65%
- 10Y*
- —
WTV
- 1D
- -0.31%
- 1M
- -4.51%
- YTD
- 1.78%
- 6M
- 4.75%
- 1Y
- 16.77%
- 3Y*
- 19.30%
- 5Y*
- 12.74%
- 10Y*
- —
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OMFL vs. WTV - Expense Ratio Comparison
OMFL has a 0.29% expense ratio, which is higher than WTV's 0.12% expense ratio.
Return for Risk
OMFL vs. WTV — Risk / Return Rank
OMFL
WTV
OMFL vs. WTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and WisdomTree US Value ETF (WTV). 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.
| OMFL | WTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.93 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.42 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.29 | +0.19 |
Martin ratioReturn relative to average drawdown | 6.95 | 5.61 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OMFL | WTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.93 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.75 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.62 | +0.01 |
Correlation
The correlation between OMFL and WTV is 0.84, 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. WTV - Dividend Comparison
OMFL's dividend yield for the trailing twelve months is around 0.85%, less than WTV's 1.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.85% | 0.80% | 1.22% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% |
WTV WisdomTree US Value ETF | 1.79% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% |
Drawdowns
OMFL vs. WTV - Drawdown Comparison
The maximum OMFL drawdown since its inception was -33.24%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for OMFL and WTV.
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Drawdown Indicators
| OMFL | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.24% | -42.18% | +8.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -13.20% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.44% | -19.30% | -3.14% |
Current DrawdownCurrent decline from peak | -4.31% | -5.71% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -5.13% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.04% | -0.91% |
Volatility
OMFL vs. WTV - Volatility Comparison
Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) has a higher volatility of 5.22% compared to WisdomTree US Value ETF (WTV) at 3.56%. This indicates that OMFL's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMFL | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.56% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 8.77% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 18.01% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.14% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 20.36% | -0.11% |