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RWJ vs. EWMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RWJ and EWMC is 0.79, 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.


Performance

RWJ vs. EWMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Invesco S&P MidCap 400® Equal Weight ETF (EWMC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


RWJ

YTD

-11.79%

1M

11.16%

6M

-15.63%

1Y

-1.37%

5Y*

21.40%

10Y*

8.72%

EWMC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RWJ vs. EWMC - Expense Ratio Comparison

RWJ has a 0.39% expense ratio, which is lower than EWMC's 0.40% expense ratio.


Risk-Adjusted Performance

RWJ vs. EWMC — Risk-Adjusted Performance Rank

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

RWJ
The Risk-Adjusted Performance Rank of RWJ is 1717
Overall Rank
The Sharpe Ratio Rank of RWJ is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of RWJ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of RWJ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of RWJ is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RWJ is 1717
Martin Ratio Rank

EWMC
The Risk-Adjusted Performance Rank of EWMC is 8484
Overall Rank
The Sharpe Ratio Rank of EWMC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EWMC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWMC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of EWMC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of EWMC is 9898
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.

RWJ vs. EWMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Invesco S&P MidCap 400® Equal Weight ETF (EWMC). 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

RWJ vs. EWMC - Dividend Comparison

RWJ's dividend yield for the trailing twelve months is around 1.31%, while EWMC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.31%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%
EWMC
Invesco S&P MidCap 400® Equal Weight ETF
0.00%0.57%0.96%0.11%0.92%1.16%1.25%0.75%1.14%0.03%1.43%1.28%

Drawdowns

RWJ vs. EWMC - Drawdown Comparison


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Volatility

RWJ vs. EWMC - Volatility Comparison


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