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REVS vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REVS vs. PWV

Last updated Apr 15, 2026

REVS (Columbia Research Enhanced Value ETF) and PWV (Invesco Dynamic Large Cap Value ETF) are both Large Cap Value Equities funds — REVS tracks the Beta Advantage Research Enhanced U.S. Value Index while PWV tracks the Dynamic Large Cap Value Intellidex Index (AMEX). Both are passively managed. Over the past 5 years, REVS returned 10.98%/yr vs 12.74%/yr for PWV. Their correlation of 0.90 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.58%/yr for PWV.

Performance

REVS vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Value ETF (REVS) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REVS achieves a 5.34% return, which is significantly lower than PWV's 7.78% return.

REVS

1D
0.28%
1M
4.97%
YTD
5.34%
6M
9.10%
1Y
28.94%
3Y*
16.24%
5Y*
10.98%
10Y*
—

PWV

1D
0.01%
1M
4.36%
YTD
7.78%
6M
11.67%
1Y
32.29%
3Y*
18.17%
5Y*
12.74%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. PWV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
REVS
Columbia Research Enhanced Value ETF		5.34%16.80%16.36%13.46%-6.20%28.52%1.37%7.22%
PWV
Invesco Dynamic Large Cap Value ETF		7.78%19.65%14.48%10.36%-1.16%29.06%-3.77%8.19%

Correlation

The correlation between REVS and PWV is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they tend to fall together during downturns.

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

0.83

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.90

The correlation between REVS and PWV has been stable across timeframes, ranging from 0.83 to 0.91 — a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Columbia Research Enhanced Value ETF

Invesco Dynamic Large Cap Value ETF

Often compared with REVS:
REVS vs. OILKREVS vs. SCHDREVS vs. SRLNREVS vs. DFUVREVS vs. VIGREVS vs. ECONREVS vs. ESGN
Often compared with PWV:
PWV vs. VTVPWV vs. PBUSPWV vs. CATPWV vs. PVALPWV vs. MGVPWV vs. VTIPWV vs. VOO

Return for Risk

REVS vs. PWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
REVS
REVS Risk / Return Rank: 7070
Overall Rank
REVS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
REVS Sortino Ratio Rank: 7070
Sortino Ratio Rank
REVS Omega Ratio Rank: 5959
Omega Ratio Rank
REVS Calmar Ratio Rank: 8080
Calmar Ratio Rank
REVS Martin Ratio Rank: 7575
Martin Ratio Rank
PWV
PWV Risk / Return Rank: 9090
Overall Rank
PWV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 8888
Sortino Ratio Rank
PWV Omega Ratio Rank: 8484
Omega Ratio Rank
PWV Calmar Ratio Rank: 9696
Calmar Ratio Rank
PWV Martin Ratio Rank: 9494
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.

REVS vs. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and Invesco Dynamic Large Cap Value ETF (PWV). 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.

REVSPWVDifference

Sharpe ratio

Return per unit of total volatility

2.40

3.10

-0.69

Sortino ratio

Return per unit of downside risk

3.48

4.45

-0.97

Omega ratio

Gain probability vs. loss probability

1.41

1.57

-0.16

Calmar ratio

Return relative to maximum drawdown

4.66

8.77

-4.10

Martin ratio

Return relative to average drawdown

16.74

28.97

-12.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. PWV - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.40, which is comparable to the PWV Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of REVS and PWV, 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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Sharpe Ratios by Period

REVSPWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

3.10

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.89

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.41

+0.23

Drawdowns

REVS vs. PWV - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for REVS and PWV.

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Drawdown Indicators

REVSPWVDifference

Max Drawdown

Largest peak-to-trough decline

-37.85%

-49.04%

+11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-4.05%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-16.36%

-1.68%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.67%

—

Current Drawdown

Current decline from peak

-1.09%

-0.38%

-0.71%

Average Drawdown

Average peak-to-trough decline

-4.75%

-9.56%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.23%

+0.70%

Volatility

REVS vs. PWV - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 4.32% compared to Invesco Dynamic Large Cap Value ETF (PWV) at 3.15%. This indicates that REVS's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REVSPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

3.15%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

6.92%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

10.57%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

14.40%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

17.17%

+2.10%

REVS vs. PWV - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than PWV's 0.58% expense ratio.

Dividends

REVS vs. PWV - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 2.02%, more than PWV's 1.88% yield.

TTM20252024202320222021202020192018201720162015
REVS
Columbia Research Enhanced Value ETF		2.02%2.13%1.89%2.49%2.46%1.18%27.75%0.70%0.00%0.00%0.00%0.00%
PWV
Invesco Dynamic Large Cap Value ETF		1.88%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%