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RDVI vs. RWL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDVI vs. RWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Invesco S&P 500 Revenue ETF (RWL). The values are adjusted to include any dividend payments, if applicable.

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RDVI vs. RWL - Yearly Performance Comparison


2026 (YTD)2025202420232022
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
0.25%17.93%14.56%18.63%9.91%
RWL
Invesco S&P 500 Revenue ETF
1.02%18.65%16.45%17.43%6.19%

Returns By Period

In the year-to-date period, RDVI achieves a 0.25% return, which is significantly lower than RWL's 1.02% return.


RDVI

1D
0.78%
1M
-3.99%
YTD
0.25%
6M
4.09%
1Y
17.90%
3Y*
15.91%
5Y*
10Y*

RWL

1D
0.29%
1M
-4.29%
YTD
1.02%
6M
4.77%
1Y
17.63%
3Y*
16.59%
5Y*
12.21%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RDVI vs. RWL - Expense Ratio Comparison

RDVI has a 0.75% expense ratio, which is higher than RWL's 0.39% expense ratio.


Return for Risk

RDVI vs. RWL — Risk / Return Rank

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

RDVI
RDVI Risk / Return Rank: 5555
Overall Rank
RDVI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RDVI Sortino Ratio Rank: 5353
Sortino Ratio Rank
RDVI Omega Ratio Rank: 5454
Omega Ratio Rank
RDVI Calmar Ratio Rank: 5353
Calmar Ratio Rank
RDVI Martin Ratio Rank: 6262
Martin Ratio Rank

RWL
RWL Risk / Return Rank: 6565
Overall Rank
RWL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RWL Sortino Ratio Rank: 6565
Sortino Ratio Rank
RWL Omega Ratio Rank: 6666
Omega Ratio Rank
RWL Calmar Ratio Rank: 5959
Calmar Ratio Rank
RWL Martin Ratio Rank: 7070
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.

RDVI vs. RWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) and Invesco S&P 500 Revenue ETF (RWL). 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.


RDVIRWLDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.17

-0.20

Sortino ratio

Return per unit of downside risk

1.47

1.71

-0.24

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.44

1.57

-0.13

Martin ratio

Return relative to average drawdown

6.52

7.53

-1.01

RDVI vs. RWL - Sharpe Ratio Comparison

The current RDVI Sharpe Ratio is 0.97, which is comparable to the RWL Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RDVI and RWL, 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


RDVIRWLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.17

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.55

+0.51

Correlation

The correlation between RDVI and RWL is 0.87, 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

RDVI vs. RWL - Dividend Comparison

RDVI's dividend yield for the trailing twelve months is around 8.38%, more than RWL's 1.37% yield.


TTM20252024202320222021202020192018201720162015
RDVI
FT Cboe Vest Rising Dividend Achievers Target Income ETF
8.38%8.10%8.62%8.45%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RWL
Invesco S&P 500 Revenue ETF
1.37%1.35%1.43%1.60%1.62%1.35%1.75%1.87%1.99%1.60%1.71%1.97%

Drawdowns

RDVI vs. RWL - Drawdown Comparison

The maximum RDVI drawdown since its inception was -18.35%, smaller than the maximum RWL drawdown of -54.83%. Use the drawdown chart below to compare losses from any high point for RDVI and RWL.


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Drawdown Indicators


RDVIRWLDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-54.83%

+36.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.26%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-5.28%

-4.46%

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.27%

-6.50%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.35%

+0.45%

Volatility

RDVI vs. RWL - Volatility Comparison

FT Cboe Vest Rising Dividend Achievers Target Income ETF (RDVI) has a higher volatility of 5.38% compared to Invesco S&P 500 Revenue ETF (RWL) at 3.93%. This indicates that RDVI's price experiences larger fluctuations and is considered to be riskier than RWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDVIRWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.93%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

7.72%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

15.11%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

14.55%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

16.88%

+0.16%