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RWK vs. ISCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWK vs. ISCB - Performance Comparison

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

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RWK vs. ISCB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWK
Invesco S&P MidCap 400 Revenue ETF
1.75%10.27%11.94%23.76%-8.19%34.31%11.06%28.20%-14.65%13.39%
ISCB
iShares Morningstar Small-Cap ETF
0.40%12.46%10.90%19.51%-19.04%17.46%6.29%29.42%-13.92%12.95%

Returns By Period

In the year-to-date period, RWK achieves a 1.75% return, which is significantly higher than ISCB's 0.40% return. Over the past 10 years, RWK has outperformed ISCB with an annualized return of 11.65%, while ISCB has yielded a comparatively lower 8.52% annualized return.


RWK

1D
2.65%
1M
-4.67%
YTD
1.75%
6M
3.23%
1Y
20.47%
3Y*
13.66%
5Y*
9.50%
10Y*
11.65%

ISCB

1D
2.94%
1M
-5.35%
YTD
0.40%
6M
3.40%
1Y
21.91%
3Y*
12.76%
5Y*
4.17%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RWK vs. ISCB - Expense Ratio Comparison

RWK has a 0.39% expense ratio, which is higher than ISCB's 0.04% expense ratio.


Return for Risk

RWK vs. ISCB — Risk / Return Rank

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

RWK
RWK Risk / Return Rank: 5757
Overall Rank
RWK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RWK Sortino Ratio Rank: 5959
Sortino Ratio Rank
RWK Omega Ratio Rank: 5454
Omega Ratio Rank
RWK Calmar Ratio Rank: 6060
Calmar Ratio Rank
RWK Martin Ratio Rank: 5555
Martin Ratio Rank

ISCB
ISCB Risk / Return Rank: 6060
Overall Rank
ISCB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ISCB Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISCB Omega Ratio Rank: 5757
Omega Ratio Rank
ISCB Calmar Ratio Rank: 6161
Calmar Ratio Rank
ISCB Martin Ratio Rank: 6666
Martin Ratio Rank
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. ISCB - Risk-Adjusted Trends Comparison

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


RWKISCBDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.99

-0.05

Sortino ratio

Return per unit of downside risk

1.48

1.52

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.47

-0.02

Martin ratio

Return relative to average drawdown

5.14

6.36

-1.21

RWK vs. ISCB - Sharpe Ratio Comparison

The current RWK Sharpe Ratio is 0.94, which is comparable to the ISCB Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RWK and ISCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RWKISCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.99

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.20

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.38

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Correlation

The correlation between RWK and ISCB is 0.91, 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.


Dividends

RWK vs. ISCB - Dividend Comparison

RWK's dividend yield for the trailing twelve months is around 1.25%, less than ISCB's 1.41% yield.


TTM20252024202320222021202020192018201720162015
RWK
Invesco S&P MidCap 400 Revenue ETF
1.25%1.25%1.11%1.05%1.18%0.85%0.96%1.09%1.22%0.99%1.30%0.92%
ISCB
iShares Morningstar Small-Cap ETF
1.41%1.38%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%

Drawdowns

RWK vs. ISCB - Drawdown Comparison

The maximum RWK drawdown since its inception was -56.49%, smaller than the maximum ISCB drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for RWK and ISCB.


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Drawdown Indicators


RWKISCBDifference

Max Drawdown

Largest peak-to-trough decline

-56.49%

-61.25%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-14.68%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-29.94%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

-44.18%

-2.02%

Current Drawdown

Current decline from peak

-7.69%

-6.73%

-0.96%

Average Drawdown

Average peak-to-trough decline

-7.60%

-9.87%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

3.40%

+0.61%

Volatility

RWK vs. ISCB - Volatility Comparison

The current volatility for Invesco S&P MidCap 400 Revenue ETF (RWK) is 5.93%, while iShares Morningstar Small-Cap ETF (ISCB) has a volatility of 6.42%. This indicates that RWK experiences smaller price fluctuations and is considered to be less risky than ISCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWKISCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.42%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.66%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

22.28%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

21.45%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

22.67%

+0.26%