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OSCV vs. RWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSCV vs. RWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opus Small Cap Value Plus ETF (OSCV) and Invesco S&P MidCap 400 Revenue ETF (RWK). The values are adjusted to include any dividend payments, if applicable.

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OSCV vs. RWK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OSCV
Opus Small Cap Value Plus ETF
6.67%1.35%11.66%10.14%-11.41%27.69%4.94%27.51%-13.52%
RWK
Invesco S&P MidCap 400 Revenue ETF
1.75%10.27%11.94%23.76%-8.19%34.31%11.06%28.20%-17.62%

Returns By Period

In the year-to-date period, OSCV achieves a 6.67% return, which is significantly higher than RWK's 1.75% return.


OSCV

1D
1.68%
1M
-2.78%
YTD
6.67%
6M
3.75%
1Y
14.52%
3Y*
9.67%
5Y*
5.27%
10Y*

RWK

1D
2.65%
1M
-4.67%
YTD
1.75%
6M
3.23%
1Y
20.47%
3Y*
13.66%
5Y*
9.50%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSCV vs. RWK - Expense Ratio Comparison

OSCV has a 0.79% expense ratio, which is higher than RWK's 0.39% expense ratio.


Return for Risk

OSCV vs. RWK — Risk / Return Rank

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

OSCV
OSCV Risk / Return Rank: 4848
Overall Rank
OSCV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
OSCV Sortino Ratio Rank: 4949
Sortino Ratio Rank
OSCV Omega Ratio Rank: 4545
Omega Ratio Rank
OSCV Calmar Ratio Rank: 4949
Calmar Ratio Rank
OSCV Martin Ratio Rank: 4949
Martin Ratio Rank

RWK
RWK Risk / Return Rank: 5757
Overall Rank
RWK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RWK Sortino Ratio Rank: 5959
Sortino Ratio Rank
RWK Omega Ratio Rank: 5454
Omega Ratio Rank
RWK Calmar Ratio Rank: 6060
Calmar Ratio Rank
RWK Martin Ratio Rank: 5555
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.

OSCV vs. RWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opus Small Cap Value Plus ETF (OSCV) and Invesco S&P MidCap 400 Revenue ETF (RWK). 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.


OSCVRWKDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.94

-0.08

Sortino ratio

Return per unit of downside risk

1.31

1.48

-0.17

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.26

1.46

-0.19

Martin ratio

Return relative to average drawdown

4.80

5.14

-0.35

OSCV vs. RWK - Sharpe Ratio Comparison

The current OSCV Sharpe Ratio is 0.86, which is comparable to the RWK Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of OSCV and RWK, 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


OSCVRWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.94

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.45

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.45

-0.10

Correlation

The correlation between OSCV and RWK is 0.91, 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

OSCV vs. RWK - Dividend Comparison

OSCV's dividend yield for the trailing twelve months is around 1.13%, less than RWK's 1.25% yield.


TTM20252024202320222021202020192018201720162015
OSCV
Opus Small Cap Value Plus ETF
1.13%1.23%1.29%1.55%1.12%1.06%1.11%1.75%0.25%0.00%0.00%0.00%
RWK
Invesco S&P MidCap 400 Revenue ETF
1.25%1.25%1.11%1.05%1.18%0.85%0.96%1.09%1.22%0.99%1.30%0.92%

Drawdowns

OSCV vs. RWK - Drawdown Comparison

The maximum OSCV drawdown since its inception was -42.40%, smaller than the maximum RWK drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for OSCV and RWK.


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Drawdown Indicators


OSCVRWKDifference

Max Drawdown

Largest peak-to-trough decline

-42.40%

-56.49%

+14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-14.17%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-24.58%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

Current Drawdown

Current decline from peak

-4.78%

-7.69%

+2.91%

Average Drawdown

Average peak-to-trough decline

-7.73%

-7.60%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

4.01%

-0.94%

Volatility

OSCV vs. RWK - Volatility Comparison

The current volatility for Opus Small Cap Value Plus ETF (OSCV) is 4.74%, while Invesco S&P MidCap 400 Revenue ETF (RWK) has a volatility of 5.93%. This indicates that OSCV experiences smaller price fluctuations and is considered to be less risky than RWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSCVRWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

5.93%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

12.12%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

21.97%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

21.14%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

22.93%

-1.88%