RPV vs. IUSV
Compare and contrast key facts about Invesco S&P 500® Pure Value ETF (RPV) and iShares Core S&P U.S. Value ETF (IUSV).
RPV and IUSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPV is a passively managed fund by Invesco that tracks the performance of the S&P 500/Citigroup Pure Value Index. It was launched on Mar 1, 2006. IUSV is a passively managed fund by iShares that tracks the performance of the Russell 2500 Value Index. It was launched on Aug 4, 2000. Both RPV and IUSV 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: RPV or IUSV.
Performance
RPV vs. IUSV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with RPV having a 16.29% return and IUSV slightly higher at 16.89%. Over the past 10 years, RPV has underperformed IUSV with an annualized return of 7.84%, while IUSV has yielded a comparatively higher 10.38% annualized return.
RPV
16.29%
4.94%
10.94%
29.22%
9.33%
7.84%
IUSV
16.89%
0.65%
9.34%
25.44%
12.23%
10.38%
Key characteristics
| RPV | IUSV | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.45 |
| Sortino Ratio | 2.74 | 3.45 |
| Omega Ratio | 1.34 | 1.44 |
| Calmar Ratio | 1.85 | 4.49 |
| Martin Ratio | 9.42 | 14.35 |
| Ulcer Index | 3.00% | 1.75% |
| Daily Std Dev | 14.84% | 10.24% |
| Max Drawdown | -75.32% | -60.18% |
| Current Drawdown | -0.96% | -1.31% |
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RPV vs. IUSV - Expense Ratio Comparison
RPV has a 0.35% expense ratio, which is higher than IUSV's 0.04% expense ratio.
Correlation
The correlation between RPV and IUSV is 0.91, 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.
Risk-Adjusted Performance
RPV vs. IUSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and iShares Core S&P U.S. Value ETF (IUSV). 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
RPV vs. IUSV - Dividend Comparison
RPV's dividend yield for the trailing twelve months is around 2.07%, more than IUSV's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPV Invesco S&P 500® Pure Value ETF | 2.07% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% | 1.13% |
IUSV iShares Core S&P U.S. Value ETF | 1.91% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% | 1.95% |
Drawdowns
RPV vs. IUSV - Drawdown Comparison
The maximum RPV drawdown since its inception was -75.32%, which is greater than IUSV's maximum drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for RPV and IUSV. For additional features, visit the drawdowns tool.
Volatility
RPV vs. IUSV - Volatility Comparison
Invesco S&P 500® Pure Value ETF (RPV) has a higher volatility of 5.47% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.44%. This indicates that RPV's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.