REVS vs. ECON
Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and Columbia Emerging Markets Consumer ETF (ECON).
REVS and ECON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REVS is a passively managed fund by Ameriprise Financial that tracks the performance of the Beta Advantage Research Enhanced U.S. Value Index. It was launched on Sep 25, 2019. ECON is a passively managed fund by Ameriprise Financial that tracks the performance of the Dow Jones Emerging Markets Consumer Titans Index. It was launched on Sep 14, 2010. Both REVS and ECON are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
REVS vs. ECON - Performance Comparison
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REVS vs. ECON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 1.19% | 16.80% | 16.36% | 13.46% | -6.20% | 28.52% | 1.37% | 7.22% |
ECON Columbia Emerging Markets Consumer ETF | 5.16% | 34.15% | 0.22% | 7.51% | -16.00% | -14.11% | 20.83% | 7.94% |
Returns By Period
In the year-to-date period, REVS achieves a 1.19% return, which is significantly lower than ECON's 5.16% return.
REVS
- 1D
- 2.10%
- 1M
- -4.15%
- YTD
- 1.19%
- 6M
- 4.56%
- 1Y
- 15.82%
- 3Y*
- 15.44%
- 5Y*
- 10.57%
- 10Y*
- —
ECON
- 1D
- 3.72%
- 1M
- -9.41%
- YTD
- 5.16%
- 6M
- 10.37%
- 1Y
- 34.32%
- 3Y*
- 13.54%
- 5Y*
- 1.87%
- 10Y*
- 3.59%
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REVS vs. ECON - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is lower than ECON's 0.49% expense ratio.
Return for Risk
REVS vs. ECON — Risk / Return Rank
REVS
ECON
REVS vs. ECON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and Columbia Emerging Markets Consumer ETF (ECON). 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.
| REVS | ECON | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.70 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.30 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.49 | -1.07 |
Martin ratioReturn relative to average drawdown | 6.27 | 9.33 | -3.06 |
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
| REVS | ECON | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.70 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.09 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.16 | +0.44 |
Correlation
The correlation between REVS and ECON is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
REVS vs. ECON - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 2.10%, more than ECON's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 2.10% | 2.13% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
ECON Columbia Emerging Markets Consumer ETF | 1.68% | 1.77% | 0.76% | 1.57% | 2.06% | 1.08% | 0.63% | 1.68% | 0.98% | 0.35% | 0.74% | 1.10% |
Drawdowns
REVS vs. ECON - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum ECON drawdown of -45.37%. Use the drawdown chart below to compare losses from any high point for REVS and ECON.
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Drawdown Indicators
| REVS | ECON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -45.37% | +7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.76% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -38.08% | +20.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.37% | — |
Current DrawdownCurrent decline from peak | -4.98% | -10.55% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -16.81% | +12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.66% | -0.87% |
Volatility
REVS vs. ECON - Volatility Comparison
The current volatility for Columbia Research Enhanced Value ETF (REVS) is 4.26%, while Columbia Emerging Markets Consumer ETF (ECON) has a volatility of 10.51%. This indicates that REVS experiences smaller price fluctuations and is considered to be less risky than ECON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REVS | ECON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 10.51% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 15.20% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 20.30% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 19.82% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 20.84% | -1.54% |