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RPV vs. AVWS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPV vs. AVWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). The values are adjusted to include any dividend payments, if applicable.

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RPV vs. AVWS.DE - Yearly Performance Comparison


2026 (YTD)20252024
RPV
Invesco S&P 500® Pure Value ETF
4.29%17.70%2.75%
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
8.33%21.78%-0.66%
Different Trading Currencies

RPV is traded in USD, while AVWS.DE is traded in EUR. To make them comparable, the AVWS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RPV achieves a 4.29% return, which is significantly lower than AVWS.DE's 8.33% return.


RPV

1D
-0.27%
1M
-3.90%
YTD
4.29%
6M
8.84%
1Y
19.27%
3Y*
14.98%
5Y*
10.09%
10Y*
10.34%

AVWS.DE

1D
1.98%
1M
-2.42%
YTD
8.33%
6M
13.96%
1Y
34.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPV vs. AVWS.DE - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.


Return for Risk

RPV vs. AVWS.DE — Risk / Return Rank

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

RPV
RPV Risk / Return Rank: 6161
Overall Rank
RPV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RPV Sortino Ratio Rank: 6363
Sortino Ratio Rank
RPV Omega Ratio Rank: 5858
Omega Ratio Rank
RPV Calmar Ratio Rank: 5959
Calmar Ratio Rank
RPV Martin Ratio Rank: 6161
Martin Ratio Rank

AVWS.DE
AVWS.DE Risk / Return Rank: 7676
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 8989
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.

RPV vs. AVWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). 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.


RPVAVWS.DEDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.76

-0.63

Sortino ratio

Return per unit of downside risk

1.66

2.31

-0.66

Omega ratio

Gain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratio

Return relative to maximum drawdown

1.57

3.42

-1.84

Martin ratio

Return relative to average drawdown

6.35

13.27

-6.93

RPV vs. AVWS.DE - Sharpe Ratio Comparison

The current RPV Sharpe Ratio is 1.13, which is lower than the AVWS.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of RPV and AVWS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPVAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.76

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.07

-0.71

Correlation

The correlation between RPV and AVWS.DE is 0.46, 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

RPV vs. AVWS.DE - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.42%, while AVWS.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RPV
Invesco S&P 500® Pure Value ETF
2.42%2.50%2.16%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RPV vs. AVWS.DE - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than AVWS.DE's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for RPV and AVWS.DE.


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Drawdown Indicators


RPVAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.32%

-25.21%

-50.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-15.43%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-50.67%

Current Drawdown

Current decline from peak

-4.87%

-2.07%

-2.80%

Average Drawdown

Average peak-to-trough decline

-10.76%

-5.67%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.13%

+0.87%

Volatility

RPV vs. AVWS.DE - Volatility Comparison

The current volatility for Invesco S&P 500® Pure Value ETF (RPV) is 3.71%, while Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a volatility of 5.68%. This indicates that RPV experiences smaller price fluctuations and is considered to be less risky than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPVAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

5.68%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

11.33%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

19.43%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

18.44%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

18.44%

+3.53%