REVS vs. SPLG
Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and SPDR Portfolio S&P 500 ETF (SPLG).
REVS and SPLG 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. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005. Both REVS and SPLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REVS or SPLG.
Correlation
The correlation between REVS and SPLG 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.
Performance
REVS vs. SPLG - Performance Comparison
Key characteristics
REVS:
1.62
SPLG:
1.77
REVS:
2.31
SPLG:
2.38
REVS:
1.28
SPLG:
1.32
REVS:
2.38
SPLG:
2.67
REVS:
6.48
SPLG:
11.06
REVS:
2.77%
SPLG:
2.03%
REVS:
11.11%
SPLG:
12.74%
REVS:
-37.85%
SPLG:
-54.52%
REVS:
-3.09%
SPLG:
-2.09%
Returns By Period
In the year-to-date period, REVS achieves a 3.81% return, which is significantly higher than SPLG's 2.39% return.
REVS
3.81%
-0.45%
5.25%
16.24%
10.71%
N/A
SPLG
2.39%
-1.05%
7.50%
19.88%
14.29%
13.02%
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REVS vs. SPLG - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is higher than SPLG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
REVS vs. SPLG — Risk-Adjusted Performance Rank
REVS
SPLG
REVS vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
REVS vs. SPLG - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 1.82%, more than SPLG's 1.25% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 1.82% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.25% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
REVS vs. SPLG - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for REVS and SPLG. For additional features, visit the drawdowns tool.
Volatility
REVS vs. SPLG - Volatility Comparison
The current volatility for Columbia Research Enhanced Value ETF (REVS) is 2.55%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 3.34%. This indicates that REVS experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.