RDIV vs. QVAL
Compare and contrast key facts about Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
RDIV and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RDIV is a passively managed fund by Invesco that tracks the performance of the S&P 900 Dividend Revenue-Weighted Index. It was launched on Oct 1, 2013. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
RDIV vs. QVAL - Performance Comparison
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RDIV vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 8.05% | 12.36% | 15.17% | 4.66% | 7.16% | 29.12% | -9.31% | 22.62% | -4.78% | 11.63% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -17.28% | 25.59% |
Returns By Period
In the year-to-date period, RDIV achieves a 8.05% return, which is significantly higher than QVAL's 7.30% return. Over the past 10 years, RDIV has outperformed QVAL with an annualized return of 10.84%, while QVAL has yielded a comparatively lower 10.16% annualized return.
RDIV
- 1D
- 0.49%
- 1M
- -0.18%
- YTD
- 8.05%
- 6M
- 8.98%
- 1Y
- 18.77%
- 3Y*
- 15.30%
- 5Y*
- 11.03%
- 10Y*
- 10.84%
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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RDIV vs. QVAL - Expense Ratio Comparison
RDIV has a 0.39% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Return for Risk
RDIV vs. QVAL — Risk / Return Rank
RDIV
QVAL
RDIV vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
| RDIV | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.21 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.85 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.70 | -0.21 |
Martin ratioReturn relative to average drawdown | 6.12 | 7.34 | -1.22 |
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
| RDIV | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.21 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.45 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.07 |
Correlation
The correlation between RDIV and QVAL is 0.78, 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. QVAL - Dividend Comparison
RDIV's dividend yield for the trailing twelve months is around 3.79%, more than QVAL's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 3.79% | 3.94% | 4.08% | 3.93% | 3.44% | 3.31% | 4.93% | 3.84% | 4.32% | 4.26% | 2.20% | 4.49% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% | 0.00% |
Drawdowns
RDIV vs. QVAL - Drawdown Comparison
The maximum RDIV drawdown since its inception was -49.97%, roughly equal to the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for RDIV and QVAL.
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Drawdown Indicators
| RDIV | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.97% | -51.49% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -14.61% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -27.17% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -49.97% | -51.49% | +1.52% |
Current DrawdownCurrent decline from peak | -1.68% | -2.87% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -7.91% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.39% | -0.09% |
Volatility
RDIV vs. QVAL - Volatility Comparison
The current volatility for Invesco S&P Ultra Dividend Revenue ETF (RDIV) is 3.20%, while Alpha Architect U.S. Quantitative Value ETF (QVAL) has a volatility of 4.37%. This indicates that RDIV experiences smaller price fluctuations and is considered to be less risky than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RDIV | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 4.37% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.21% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 20.19% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 21.64% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.91% | 22.80% | -0.89% |