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RPV vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPV and SPY is 0.81, 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.


-0.50.00.51.00.8

Performance

RPV vs. SPY - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
359.19%
559.21%
RPV
SPY

Key characteristics

Sharpe Ratio

RPV:

0.94

SPY:

2.21

Sortino Ratio

RPV:

1.41

SPY:

2.93

Omega Ratio

RPV:

1.17

SPY:

1.41

Calmar Ratio

RPV:

1.48

SPY:

3.26

Martin Ratio

RPV:

4.22

SPY:

14.43

Ulcer Index

RPV:

3.22%

SPY:

1.90%

Daily Std Dev

RPV:

14.51%

SPY:

12.41%

Max Drawdown

RPV:

-75.32%

SPY:

-55.19%

Current Drawdown

RPV:

-7.21%

SPY:

-2.74%

Returns By Period

In the year-to-date period, RPV achieves a 11.77% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, RPV has underperformed SPY with an annualized return of 7.36%, while SPY has yielded a comparatively higher 12.97% annualized return.


RPV

YTD

11.77%

1M

-3.89%

6M

8.71%

1Y

12.25%

5Y*

7.95%

10Y*

7.36%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPV vs. SPY - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.


RPV
Invesco S&P 500® Pure Value ETF
Expense ratio chart for RPV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

RPV vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for RPV, currently valued at 0.94, compared to the broader market0.002.004.000.942.21
The chart of Sortino ratio for RPV, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.412.93
The chart of Omega ratio for RPV, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.41
The chart of Calmar ratio for RPV, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.483.26
The chart of Martin ratio for RPV, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.00100.004.2214.43
RPV
SPY

The current RPV Sharpe Ratio is 0.94, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of RPV and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.94
2.21
RPV
SPY

Dividends

RPV vs. SPY - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 1.60%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
RPV
Invesco S&P 500® Pure Value ETF
1.60%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%1.57%1.13%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

RPV vs. SPY - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RPV and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.21%
-2.74%
RPV
SPY

Volatility

RPV vs. SPY - Volatility Comparison

Invesco S&P 500® Pure Value ETF (RPV) has a higher volatility of 4.35% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that RPV's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.35%
3.72%
RPV
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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