REVS vs. ECON

Last updated Jun 23, 2026

REVS (Columbia Research Enhanced Value ETF) and ECON (Columbia Emerging Markets Consumer ETF) are both exchange-traded funds - REVS is a Large Cap Value Equities fund tracking the Beta Advantage Research Enhanced U.S. Value Index, while ECON is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Consumer Titans Index. Both are passively managed. Over the past 5 years, REVS returned 11.96%/yr vs 8.06%/yr for ECON. At a 0.47 correlation, their price movements are largely independent. REVS charges 0.19%/yr vs 0.49%/yr for ECON.

Performance

REVS vs. ECON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Value ETF (REVS) and Columbia Emerging Markets Consumer ETF (ECON). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REVS achieves a 12.15% return, which is significantly lower than ECON's 38.95% return.

REVS

• 1D: 0.30%
• 1M: 1.12%
• YTD: 12.15%
• 6M: 10.79%
• 1Y: 26.32%
• 3Y*: 18.49%
• 5Y*: 11.96%
• 10Y*: —

ECON

• 1D: 0.62%
• 1M: 10.79%
• YTD: 38.95%
• 6M: 40.59%
• 1Y: 67.92%
• 3Y*: 24.55%
• 5Y*: 8.06%
• 10Y*: 6.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. ECON - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
REVS Columbia Research Enhanced Value ETF	12.15%	16.80%	16.36%	13.46%	-6.20%	28.52%	1.37%	7.27%
ECON Columbia Emerging Markets Consumer ETF	38.95%	34.15%	0.22%	7.51%	-16.00%	-14.11%	20.83%	7.99%

Correlation

The correlation between REVS and ECON is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Sep 25, 2019	0.47

The correlation between REVS and ECON has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

REVS vs. ECON - Sectors Allocation Comparison

Sectors	REVS	ECON
Financial Services	18.3%	20.5%
Technology	16.4%	44.0%
Industrials	11.8%	6.7%
Healthcare	11.4%	2.6%
Communication Services	8.3%	5.3%
Consumer Cyclical	7.7%	6.1%
Consumer Defensive	6.8%	2.9%
Energy	6.7%	3.5%
Utilities	4.4%	1.8%
Real Estate	4.2%	1.1%
Basic Materials	4.0%	5.5%

Return for Risk

REVS vs. ECON — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 75
REVS Sharpe Ratio Rank: 75
REVS Sortino Ratio Rank: 77
REVS Omega Ratio Rank: 69
REVS Calmar Ratio Rank: 77
REVS Martin Ratio Rank: 76

ECON

ECON Risk / Return Rank: 88
ECON Sharpe Ratio Rank: 91
ECON Sortino Ratio Rank: 87
ECON Omega Ratio Rank: 90
ECON Calmar Ratio Rank: 88
ECON Martin Ratio Rank: 87

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.

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.

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.

	REVS	ECON	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.98	-0.69
Sortino ratio: Return per unit of downside risk	3.29	3.74	-0.45
Omega ratio: Gain probability vs. loss probability	1.39	1.55	-0.16
Calmar ratio: Return relative to maximum drawdown	3.81	4.96	-1.15
Martin ratio: Return relative to average drawdown	13.86	17.81	-3.95

REVS vs. ECON - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.29, which is comparable to the ECON Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of REVS and ECON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	REVS	ECON	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-45.37%	+7.52%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-13.76%	+6.82%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-16.37%	0.00%
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 Drawdown Current decline from peak	-0.89%	0.00%	-0.89%
Average Drawdown Average peak-to-trough decline	-4.63%	-16.60%	+11.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	3.83%	-1.93%

Volatility

REVS vs. ECON - Volatility Comparison

The current volatility for Columbia Research Enhanced Value ETF (REVS) is 3.17%, while Columbia Emerging Markets Consumer ETF (ECON) has a volatility of 12.21%. 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.

Volatility by Period

	REVS	ECON	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	12.21%	-9.04%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	20.60%	-12.10%
Volatility (1Y) Calculated over the trailing 1-year period	11.55%	22.93%	-11.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.90%	20.83%	-5.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.08%	21.25%	-2.17%

REVS vs. ECON - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than ECON's 0.49% expense ratio.

Dividends

REVS vs. ECON - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.90%, more than ECON's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ECON Columbia Emerging Markets Consumer ETF	1.28%	1.77%	0.76%	1.57%	2.06%	1.08%	0.63%	1.68%	0.98%	0.35%	0.74%	1.10%
REVS Columbia Research Enhanced Value ETF	1.90%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REVS and ECON in my portfolio?

REVS and ECON have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REVS or ECON?

ECON has higher volatility (12.21%) compared to REVS (3.17%). In terms of maximum drawdown, REVS dropped -37.85% vs ECON's -45.37%.

Which ETF is better, REVS or ECON?

On 5-year performance, REVS leads with 11.96% vs 8.06% for ECON. On fees, REVS is cheaper at 0.19% per year. On volatility, REVS has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REVS or ECON?

Over the 5-year period, REVS has performed better with a 11.96% return vs 8.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REVS or ECON?

REVS is cheaper with a 0.19% expense ratio, compared with 0.49% for ECON.

Which ETF pays a higher dividend yield, REVS or ECON?

REVS has the higher dividend yield at 1.90%, compared with 1.28% for ECON.

What is the main difference between REVS and ECON?

REVS is categorized as Large Cap Value Equities, while ECON is Emerging Markets Equities. REVS tracks Beta Advantage Research Enhanced U.S. Value Index, while ECON tracks Dow Jones Emerging Markets Consumer Titans Index. Their fees differ too: 0.19% for REVS and 0.49% for ECON.

Which has better risk-adjusted returns?

ECON currently has the higher Sharpe Ratio (2.98 vs 2.29), 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.