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RFEU vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFEU and SPMO is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

RFEU vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Europe ETF (RFEU) and Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

RFEU:

13.41%

SPMO:

14.84%

Max Drawdown

RFEU:

-1.31%

SPMO:

-0.94%

Current Drawdown

RFEU:

-0.63%

SPMO:

-0.02%

Returns By Period


RFEU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RFEU vs. SPMO - Expense Ratio Comparison

RFEU has a 0.83% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Risk-Adjusted Performance

RFEU vs. SPMO — Risk-Adjusted Performance Rank

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

RFEU
The Risk-Adjusted Performance Rank of RFEU is 6464
Overall Rank
The Sharpe Ratio Rank of RFEU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEU is 6666
Sortino Ratio Rank
The Omega Ratio Rank of RFEU is 6464
Omega Ratio Rank
The Calmar Ratio Rank of RFEU is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RFEU is 6565
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 8484
Overall Rank
The Sharpe Ratio Rank of SPMO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFEU vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) and Invesco S&P 500® Momentum ETF (SPMO). 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.



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Dividends

RFEU vs. SPMO - Dividend Comparison

RFEU's dividend yield for the trailing twelve months is around 4.84%, more than SPMO's 0.52% yield.


TTM2024202320222021202020192018201720162015
RFEU
First Trust RiverFront Dynamic Europe ETF
4.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF
0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RFEU vs. SPMO - Drawdown Comparison

The maximum RFEU drawdown since its inception was -1.31%, which is greater than SPMO's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for RFEU and SPMO. For additional features, visit the drawdowns tool.


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Volatility

RFEU vs. SPMO - Volatility Comparison


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