RWK vs. AVUV
Compare and contrast key facts about Invesco S&P MidCap 400 Revenue ETF (RWK) and Avantis U.S. Small Cap Value ETF (AVUV).
RWK and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWK is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Revenue-Weighted Index. It was launched on Feb 22, 2008. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWK or AVUV.
Performance
RWK vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, RWK achieves a 15.26% return, which is significantly higher than AVUV's 13.81% return.
RWK
15.26%
2.05%
6.54%
27.31%
15.35%
10.87%
AVUV
13.81%
4.94%
10.37%
29.33%
16.23%
N/A
Key characteristics
| RWK | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.56 | 1.31 |
| Sortino Ratio | 2.26 | 2.01 |
| Omega Ratio | 1.28 | 1.25 |
| Calmar Ratio | 3.28 | 2.53 |
| Martin Ratio | 8.73 | 6.63 |
| Ulcer Index | 3.02% | 4.19% |
| Daily Std Dev | 16.88% | 21.10% |
| Max Drawdown | -56.49% | -49.42% |
| Current Drawdown | -2.57% | -3.72% |
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RWK vs. AVUV - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between RWK and AVUV is 0.95, 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
RWK vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and Avantis U.S. Small Cap Value ETF (AVUV). 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
RWK vs. AVUV - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.05%, less than AVUV's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWK Invesco S&P MidCap 400 Revenue ETF | 1.05% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.74% | 1.30% | 0.92% | 1.03% | 1.29% |
AVUV Avantis U.S. Small Cap Value ETF | 1.55% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RWK vs. AVUV - Drawdown Comparison
The maximum RWK drawdown since its inception was -56.49%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for RWK and AVUV. For additional features, visit the drawdowns tool.
Volatility
RWK vs. AVUV - Volatility Comparison
The current volatility for Invesco S&P MidCap 400 Revenue ETF (RWK) is 5.67%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.43%. This indicates that RWK experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.