RPV vs. DTD

Last updated Jun 4, 2026

RPV (Invesco S&P 500® Pure Value ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds - RPV tracks the S&P 500/Citigroup Pure Value Index while DTD tracks the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, RPV returned 10.64%/yr vs 12.18%/yr for DTD. Their correlation of 0.86 suggests significant overlap in exposure. RPV charges 0.35%/yr vs 0.28%/yr for DTD.

Performance

RPV vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with RPV having a 10.48% return and DTD slightly lower at 10.02%. Over the past 10 years, RPV has underperformed DTD with an annualized return of 10.64%, while DTD has yielded a comparatively higher 12.18% annualized return.

RPV

• 1D: -0.60%
• 1M: 2.84%
• YTD: 10.48%
• 6M: 12.73%
• 1Y: 27.41%
• 3Y*: 18.14%
• 5Y*: 9.29%
• 10Y*: 10.64%

DTD

• 1D: -0.48%
• 1M: 2.79%
• YTD: 10.02%
• 6M: 9.93%
• 1Y: 21.95%
• 3Y*: 17.94%
• 5Y*: 11.75%
• 10Y*: 12.18%

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

RPV vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RPV Invesco S&P 500® Pure Value ETF	10.48%	17.70%	12.41%	7.98%	-1.27%	34.22%	-8.69%	24.80%	-12.31%	17.30%
DTD WisdomTree U.S. Total Dividend Fund	10.02%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%

Correlation

The correlation between RPV and DTD is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 19, 2006	0.86

The correlation between RPV and DTD shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

RPV vs. DTD - Sectors Allocation Comparison

Sectors	RPV	DTD
Financial Services	17.9%	18.8%
Healthcare	16.2%	11.5%
Consumer Defensive	15.2%	8.7%
Energy	11.3%	8.4%
Consumer Cyclical	10.2%	5.6%
Basic Materials	9.0%	1.5%
Industrials	6.3%	8.6%
Communication Services	5.7%	7.4%
Utilities	4.0%	5.9%
Technology	2.8%	18.5%
Real Estate	1.4%	5.2%

Return for Risk

RPV vs. DTD — Risk / Return Rank

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

RPV

RPV Risk / Return Rank: 66
RPV Sharpe Ratio Rank: 64
RPV Sortino Ratio Rank: 68
RPV Omega Ratio Rank: 61
RPV Calmar Ratio Rank: 70
RPV Martin Ratio Rank: 67

DTD

DTD Risk / Return Rank: 72
DTD Sharpe Ratio Rank: 71
DTD Sortino Ratio Rank: 74
DTD Omega Ratio Rank: 71
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 75

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. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

	RPV	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.37	-0.19
Sortino ratio: Return per unit of downside risk	3.17	3.38	-0.22
Omega ratio: Gain probability vs. loss probability	1.38	1.43	-0.05
Calmar ratio: Return relative to maximum drawdown	3.56	3.50	+0.06
Martin ratio: Return relative to average drawdown	12.45	14.51	-2.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RPV vs. DTD - Sharpe Ratio Comparison

The current RPV Sharpe Ratio is 2.19, which is comparable to the DTD Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of RPV and DTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RPV	DTD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.37	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.87	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.75	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.53	-0.15

Drawdowns

RPV vs. DTD - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for RPV and DTD.

Drawdown Indicators

	RPV	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-75.32%	-58.19%	-17.13%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-6.30%	-1.44%
Max Drawdown (3Y) Largest decline over 3 years	-15.50%	-14.41%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	-22.64%	-16.14%	-6.50%
Max Drawdown (10Y) Largest decline over 10 years	-50.67%	-37.29%	-13.38%
Current Drawdown Current decline from peak	-0.60%	-0.48%	-0.12%
Average Drawdown Average peak-to-trough decline	-10.69%	-7.34%	-3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.52%	+0.69%

Volatility

RPV vs. DTD - Volatility Comparison

Invesco S&P 500® Pure Value ETF (RPV) has a higher volatility of 2.54% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.13%. This indicates that RPV's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RPV	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	2.13%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	6.98%	+1.52%
Volatility (1Y) Calculated over the trailing 1-year period	12.63%	9.29%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	13.57%	+4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	16.21%	+5.71%

RPV vs. DTD - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

RPV vs. DTD - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.28%, more than DTD's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.87%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
RPV Invesco S&P 500® Pure Value ETF	2.28%	2.50%	2.16%	2.38%	2.29%	1.92%	2.11%	2.28%	2.49%	1.73%	1.73%	2.39%

Frequently Asked Questions

Can I hold both RPV and DTD in my portfolio?

RPV and DTD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RPV or DTD?

RPV has higher volatility (2.54%) compared to DTD (2.13%). In terms of maximum drawdown, RPV dropped -75.32% vs DTD's -58.19%.

Which ETF is better, RPV or DTD?

On 10-year performance, DTD leads with 12.18% vs 10.64% for RPV. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RPV or DTD?

Over the 10-year period, DTD has performed better with a 12.18% return vs 10.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RPV or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.35% for RPV.

Which ETF pays a higher dividend yield, RPV or DTD?

RPV has the higher dividend yield at 2.28%, compared with 1.87% for DTD.

What is the main difference between RPV and DTD?

RPV tracks S&P 500/Citigroup Pure Value Index, while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.35% for RPV and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.37 vs 2.19), 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.