PWV vs. LVDS
PWV (Invesco Dynamic Large Cap Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. PWV is passively managed, while LVDS is actively managed. A 0.77 correlation means they provide meaningful diversification when combined. PWV charges 0.58%/yr vs 0.30%/yr for LVDS.
Performance
PWV vs. LVDS - Performance Comparison
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Returns By Period
In the year-to-date period, PWV achieves a 15.98% return, which is significantly higher than LVDS's 15.18% return.
PWV
- 1D
- 1.05%
- 1M
- 2.93%
- YTD
- 15.98%
- 6M
- 15.58%
- 1Y
- 27.69%
- 3Y*
- 21.59%
- 5Y*
- 14.11%
- 10Y*
- 12.39%
LVDS
- 1D
- -1.20%
- 1M
- 2.78%
- YTD
- 15.18%
- 6M
- 14.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PWV vs. LVDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PWV Invesco Dynamic Large Cap Value ETF | 15.98% | 8.19% |
LVDS JPMorgan Fundamental Data Science Large Value ETF | 15.18% | 7.40% |
Correlation
The correlation between PWV and LVDS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | 0.77 |
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Return for Risk
PWV vs. LVDS — Risk / Return Rank
PWV
LVDS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PWV vs. LVDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Value ETF (PWV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.
| PWV | LVDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.52 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.86 | — | — |
| Martin ratioReturn relative to average drawdown | 22.94 | — | — |
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Drawdowns
PWV vs. LVDS - Drawdown Comparison
The maximum PWV drawdown since its inception was -49.04%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for PWV and LVDS.
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Drawdown Indicators
| PWV | LVDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.04% | -6.64% | -42.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.67% | — | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.20% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -0.95% | -8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | — | — |
Volatility
PWV vs. LVDS - Volatility Comparison
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Volatility by Period
| PWV | LVDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 10.68% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 10.68% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 10.68% | +6.47% |
PWV vs. LVDS - Expense Ratio Comparison
PWV has a 0.58% expense ratio, which is higher than LVDS's 0.30% expense ratio.
Dividends
PWV vs. LVDS - Dividend Comparison
PWV's dividend yield for the trailing twelve months is around 1.73%, less than LVDS's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVDS JPMorgan Fundamental Data Science Large Value ETF | 7.45% | 8.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWV Invesco Dynamic Large Cap Value ETF | 1.73% | 2.12% | 2.08% | 2.16% | 2.29% | 1.89% | 2.66% | 2.24% | 2.34% | 1.55% | 2.35% | 2.42% |
Frequently Asked Questions
PWV and LVDS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVDS is cheaper with a 0.30% expense ratio, compared with 0.58% for PWV.
LVDS has the higher dividend yield at 7.45%, compared with 1.73% for PWV.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.58% for PWV and 0.30% for LVDS.
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