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RWK vs. CVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWK vs. CVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400 Revenue ETF (RWK) and CresAlta Small & Mid-Cap ETF (CVSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RWK

1D
-0.18%
1M
0.28%
6M
10.87%
YTD
16.32%
1Y
20.92%
3Y*
15.75%
5Y*
12.29%
10Y*
12.75%

CVSM

1D
0.17%
1M
-1.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWK vs. CVSM - Yearly Performance Comparison


Correlation

The correlation between RWK and CVSM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.79

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Return for Risk

RWK vs. CVSM — Risk / Return Rank

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

RWK
RWK Risk / Return Rank: 4646
Overall Rank
RWK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RWK Sortino Ratio Rank: 4949
Sortino Ratio Rank
RWK Omega Ratio Rank: 4343
Omega Ratio Rank
RWK Calmar Ratio Rank: 4747
Calmar Ratio Rank
RWK Martin Ratio Rank: 4646
Martin Ratio Rank

CVSM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RWK vs. CVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and CresAlta Small & Mid-Cap ETF (CVSM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RWKCVSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

6.08

RWK vs. CVSM - Sharpe Ratio Comparison


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Drawdowns

RWK vs. CVSM - Drawdown Comparison

The maximum RWK drawdown since its inception was -56.49%, which is greater than CVSM's maximum drawdown of -3.36%. Use the drawdown chart below to compare losses from any high point for RWK and CVSM.


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Drawdown Indicators


RWKCVSMDifference

Max Drawdown

Largest peak-to-trough decline

-56.49%

-3.36%

-53.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

Current Drawdown

Current decline from peak

-0.42%

-1.46%

+1.04%

Average Drawdown

Average peak-to-trough decline

-7.51%

-1.01%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

Volatility

RWK vs. CVSM - Volatility Comparison


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Volatility by Period


RWKCVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

11.19%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

11.19%

+9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

11.19%

+11.68%

RWK vs. CVSM - Expense Ratio Comparison

RWK has a 0.39% expense ratio, which is lower than CVSM's 0.55% expense ratio.


Dividends

RWK vs. CVSM - Dividend Comparison

RWK's dividend yield for the trailing twelve months is around 1.02%, more than CVSM's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CVSM
CresAlta Small & Mid-Cap ETF
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RWK
Invesco S&P MidCap 400 Revenue ETF
1.02%1.25%1.11%1.05%1.18%0.85%0.96%1.09%1.22%0.99%1.30%0.92%

Frequently Asked Questions


RWK and CVSM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RWK is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RWK is cheaper with a 0.39% expense ratio, compared with 0.55% for CVSM.

RWK has the higher dividend yield at 1.02%, compared with 0.23% for CVSM.

They also come from different issuers: Invesco and CresAlta. Their fees differ too: 0.39% for RWK and 0.55% for CVSM.

Portfolio Optimizer

Find the right allocation for RWK and CVSM

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