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RDIV vs. CGDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDIV vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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RDIV vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
RDIV
Invesco S&P Ultra Dividend Revenue ETF
7.26%12.36%15.17%4.66%10.98%
CGDV
Capital Group Dividend Value ETF
-1.69%25.50%20.10%28.81%-2.89%

Returns By Period

In the year-to-date period, RDIV achieves a 7.26% return, which is significantly higher than CGDV's -1.69% return.


RDIV

1D
-0.74%
1M
-1.66%
YTD
7.26%
6M
7.84%
1Y
17.99%
3Y*
15.02%
5Y*
10.87%
10Y*
10.76%

CGDV

1D
0.59%
1M
-5.91%
YTD
-1.69%
6M
1.90%
1Y
21.40%
3Y*
21.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDIV vs. CGDV - Expense Ratio Comparison

RDIV has a 0.39% expense ratio, which is higher than CGDV's 0.33% expense ratio.


Return for Risk

RDIV vs. CGDV — Risk / Return Rank

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

RDIV
RDIV Risk / Return Rank: 5252
Overall Rank
RDIV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RDIV Sortino Ratio Rank: 5353
Sortino Ratio Rank
RDIV Omega Ratio Rank: 5252
Omega Ratio Rank
RDIV Calmar Ratio Rank: 4848
Calmar Ratio Rank
RDIV Martin Ratio Rank: 5454
Martin Ratio Rank

CGDV
CGDV Risk / Return Rank: 7373
Overall Rank
CGDV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 7272
Sortino Ratio Rank
CGDV Omega Ratio Rank: 7474
Omega Ratio Rank
CGDV Calmar Ratio Rank: 7474
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7676
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.

RDIV vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Capital Group Dividend Value ETF (CGDV). 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.


RDIVCGDVDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.28

-0.29

Sortino ratio

Return per unit of downside risk

1.46

1.86

-0.40

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.32

1.99

-0.67

Martin ratio

Return relative to average drawdown

5.42

8.44

-3.02

RDIV vs. CGDV - Sharpe Ratio Comparison

The current RDIV Sharpe Ratio is 0.99, which is comparable to the CGDV Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of RDIV and CGDV, 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


RDIVCGDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.28

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.05

-0.51

Correlation

The correlation between RDIV and CGDV is 0.74, 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

RDIV vs. CGDV - Dividend Comparison

RDIV's dividend yield for the trailing twelve months is around 3.82%, more than CGDV's 1.33% yield.


TTM20252024202320222021202020192018201720162015
RDIV
Invesco S&P Ultra Dividend Revenue ETF
3.82%3.94%4.08%3.93%3.44%3.31%4.93%3.84%4.32%4.26%2.20%4.49%
CGDV
Capital Group Dividend Value ETF
1.33%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RDIV vs. CGDV - Drawdown Comparison

The maximum RDIV drawdown since its inception was -49.97%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for RDIV and CGDV.


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Drawdown Indicators


RDIVCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-49.97%

-21.82%

-28.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-10.91%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.97%

Current Drawdown

Current decline from peak

-2.40%

-6.61%

+4.21%

Average Drawdown

Average peak-to-trough decline

-5.92%

-3.72%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.57%

+0.73%

Volatility

RDIV vs. CGDV - Volatility Comparison

The current volatility for Invesco S&P Ultra Dividend Revenue ETF (RDIV) is 3.21%, while Capital Group Dividend Value ETF (CGDV) has a volatility of 5.55%. This indicates that RDIV experiences smaller price fluctuations and is considered to be less risky than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDIVCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

5.55%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

9.27%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

16.76%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

15.61%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

15.61%

+6.30%