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

Correlation

The correlation between RWJ and SMDV is 0.82, 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

RWJ vs. SMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600 Revenue ETF (RWJ) and ProShares Russell 2000 Dividend Growers ETF (SMDV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.00%
0.30%
RWJ
SMDV

Key characteristics

Sharpe Ratio

RWJ:

1.10

SMDV:

0.72

Sortino Ratio

RWJ:

1.67

SMDV:

1.18

Omega Ratio

RWJ:

1.20

SMDV:

1.14

Calmar Ratio

RWJ:

2.29

SMDV:

1.03

Martin Ratio

RWJ:

5.59

SMDV:

3.13

Ulcer Index

RWJ:

4.17%

SMDV:

4.69%

Daily Std Dev

RWJ:

21.18%

SMDV:

20.29%

Max Drawdown

RWJ:

-55.97%

SMDV:

-34.12%

Current Drawdown

RWJ:

-4.81%

SMDV:

-9.42%

Returns By Period

In the year-to-date period, RWJ achieves a 2.64% return, which is significantly higher than SMDV's 0.77% return.


RWJ

YTD

2.64%

1M

3.07%

6M

9.99%

1Y

21.02%

5Y*

17.55%

10Y*

11.05%

SMDV

YTD

0.77%

1M

-0.19%

6M

0.30%

1Y

12.93%

5Y*

4.56%

10Y*

N/A

*Annualized

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


RWJ vs. SMDV - Expense Ratio Comparison

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


SMDV
ProShares Russell 2000 Dividend Growers ETF
Expense ratio chart for SMDV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for RWJ: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

RWJ vs. SMDV — 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 4949
Overall Rank
The Sharpe Ratio Rank of RWJ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of RWJ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of RWJ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RWJ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of RWJ is 5050
Martin Ratio Rank

SMDV
The Risk-Adjusted Performance Rank of SMDV is 3232
Overall Rank
The Sharpe Ratio Rank of SMDV is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SMDV is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SMDV is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SMDV is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SMDV is 3333
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. SMDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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 RWJ, currently valued at 1.10, compared to the broader market0.002.004.001.100.72
The chart of Sortino ratio for RWJ, currently valued at 1.67, compared to the broader market0.005.0010.001.671.18
The chart of Omega ratio for RWJ, currently valued at 1.20, compared to the broader market1.002.003.001.201.14
The chart of Calmar ratio for RWJ, currently valued at 2.29, compared to the broader market0.005.0010.0015.0020.002.291.03
The chart of Martin ratio for RWJ, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.005.593.13
RWJ
SMDV

The current RWJ Sharpe Ratio is 1.10, which is higher than the SMDV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RWJ and SMDV, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.10
0.72
RWJ
SMDV

Dividends

RWJ vs. SMDV - Dividend Comparison

RWJ's dividend yield for the trailing twelve months is around 1.12%, less than SMDV's 2.66% yield.


TTM20242023202220212020201920182017201620152014
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.12%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.66%2.68%2.69%2.51%2.03%2.12%2.03%1.97%1.84%1.08%1.47%0.00%

Drawdowns

RWJ vs. SMDV - Drawdown Comparison

The maximum RWJ drawdown since its inception was -55.97%, which is greater than SMDV's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for RWJ and SMDV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.81%
-9.42%
RWJ
SMDV

Volatility

RWJ vs. SMDV - Volatility Comparison

The current volatility for Invesco S&P SmallCap 600 Revenue ETF (RWJ) is 5.93%, while ProShares Russell 2000 Dividend Growers ETF (SMDV) has a volatility of 6.44%. This indicates that RWJ experiences smaller price fluctuations and is considered to be less risky than SMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.93%
6.44%
RWJ
SMDV
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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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