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RDIV vs. OUNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDIV vs. OUNZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, RDIV achieves a 14.73% return, which is significantly higher than OUNZ's 0.07% return. Over the past 10 years, RDIV has underperformed OUNZ with an annualized return of 11.04%, while OUNZ has yielded a comparatively higher 12.42% annualized return.


RDIV

1D
-1.73%
1M
5.67%
YTD
14.73%
6M
12.64%
1Y
29.81%
3Y*
18.46%
5Y*
10.99%
10Y*
11.04%

OUNZ

1D
2.54%
1M
-5.03%
YTD
0.07%
6M
0.22%
1Y
25.45%
3Y*
29.89%
5Y*
18.45%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDIV vs. OUNZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDIV
Invesco S&P Ultra Dividend Revenue ETF
14.73%12.36%15.17%4.66%7.16%29.12%-9.31%22.62%-4.78%11.63%
OUNZ
VanEck Merk Gold Trust
0.07%63.95%26.75%12.83%-0.51%-4.00%24.71%18.00%-2.06%12.82%

Correlation

The correlation between RDIV and OUNZ is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 16, 2014

0.03

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Return for Risk

RDIV vs. OUNZ — Risk / Return Rank

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

RDIV
RDIV Risk / Return Rank: 8484
Overall Rank
RDIV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RDIV Sortino Ratio Rank: 8383
Sortino Ratio Rank
RDIV Omega Ratio Rank: 7474
Omega Ratio Rank
RDIV Calmar Ratio Rank: 9494
Calmar Ratio Rank
RDIV Martin Ratio Rank: 8989
Martin Ratio Rank

OUNZ
OUNZ Risk / Return Rank: 2727
Overall Rank
OUNZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3131
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2424
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. OUNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) and VanEck Merk Gold Trust (OUNZ). 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.


RDIVOUNZDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

6.18

1.05

+5.13

Martin ratioReturn relative to average drawdown

18.36

3.00

+15.36

RDIV vs. OUNZ - Sharpe Ratio Comparison

The current RDIV Sharpe Ratio is 2.26, which is higher than the OUNZ Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of RDIV and OUNZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDIV vs. OUNZ - Drawdown Comparison

The maximum RDIV drawdown since its inception was -49.97%, which is greater than OUNZ's maximum drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for RDIV and OUNZ.


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Drawdown Indicators


RDIVOUNZDifference

Max Drawdown

Largest peak-to-trough decline

-49.97%

-24.36%

-25.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.84%

-24.36%

+19.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-24.36%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-24.36%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-49.97%

-24.36%

-25.61%

Current Drawdown

Current decline from peak

-1.73%

-20.00%

+18.27%

Average Drawdown

Average peak-to-trough decline

-5.85%

-7.60%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

8.54%

-6.91%

Volatility

RDIV vs. OUNZ - Volatility Comparison

The current volatility for Invesco S&P Ultra Dividend Revenue ETF (RDIV) is 4.07%, while VanEck Merk Gold Trust (OUNZ) has a volatility of 8.30%. This indicates that RDIV experiences smaller price fluctuations and is considered to be less risky than OUNZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDIVOUNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

8.30%

-4.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

24.01%

-15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

27.27%

-14.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

18.17%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

16.11%

+5.79%

RDIV vs. OUNZ - Expense Ratio Comparison

RDIV has a 0.39% expense ratio, which is higher than OUNZ's 0.25% expense ratio.


Dividends

RDIV vs. OUNZ - Dividend Comparison

RDIV's dividend yield for the trailing twelve months is around 3.57%, while OUNZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
OUNZ
VanEck Merk Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDIV
Invesco S&P Ultra Dividend Revenue ETF
3.57%3.94%4.08%3.93%3.44%3.31%4.93%3.84%4.32%4.26%2.20%4.49%

Frequently Asked Questions


RDIV and OUNZ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUNZ has higher volatility (8.30%) compared to RDIV (4.07%). In terms of maximum drawdown, RDIV dropped -49.97% vs OUNZ's -24.36%.

On 10-year performance, OUNZ leads with 12.42% vs 11.04% for RDIV. On fees, OUNZ is cheaper at 0.25% per year. On volatility, RDIV has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OUNZ has performed better with a 12.42% return vs 11.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OUNZ is cheaper with a 0.25% expense ratio, compared with 0.39% for RDIV.

RDIV has the higher dividend yield at 3.57%, compared with 0.00% for OUNZ.

RDIV is categorized as Mid Cap Value Equities, while OUNZ is Precious Metals. RDIV tracks S&P 900 Dividend Revenue-Weighted Index, while OUNZ tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: Invesco and Merk. Their fees differ too: 0.39% for RDIV and 0.25% for OUNZ.

RDIV currently has the higher Sharpe Ratio (2.26 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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