RWL vs. ABYIX
Compare and contrast key facts about Invesco S&P 500 Revenue ETF (RWL) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
RWL is a passively managed fund by Invesco that tracks the performance of the S&P 500 Revenue-Weighted Index. It was launched on Feb 19, 2008. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
RWL vs. ABYIX - Performance Comparison
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RWL vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWL Invesco S&P 500 Revenue ETF | 0.74% | 18.65% | 16.45% | 17.43% | -6.00% | 30.29% | 9.14% | 27.83% | -7.74% | 20.34% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, RWL achieves a 0.74% return, which is significantly lower than ABYIX's 4.62% return. Over the past 10 years, RWL has outperformed ABYIX with an annualized return of 12.99%, while ABYIX has yielded a comparatively lower 2.84% annualized return.
RWL
- 1D
- 2.04%
- 1M
- -4.73%
- YTD
- 0.74%
- 6M
- 4.59%
- 1Y
- 17.35%
- 3Y*
- 16.48%
- 5Y*
- 12.15%
- 10Y*
- 12.99%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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RWL vs. ABYIX - Expense Ratio Comparison
RWL has a 0.39% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
RWL vs. ABYIX — Risk / Return Rank
RWL
ABYIX
RWL vs. ABYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Revenue ETF (RWL) and Abbey Capital Futures Strategy Fund Class I (ABYIX). 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.
| RWL | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.06 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.51 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.59 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.90 | 3.20 | +4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWL | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.06 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.47 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.36 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.53 | +0.02 |
Correlation
The correlation between RWL and ABYIX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RWL vs. ABYIX - Dividend Comparison
RWL's dividend yield for the trailing twelve months is around 1.38%, more than ABYIX's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWL Invesco S&P 500 Revenue ETF | 1.38% | 1.35% | 1.43% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.60% | 1.71% | 1.97% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
RWL vs. ABYIX - Drawdown Comparison
The maximum RWL drawdown since its inception was -54.83%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for RWL and ABYIX.
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Drawdown Indicators
| RWL | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.83% | -17.13% | -37.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -4.36% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -14.66% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -14.74% | -21.30% |
Current DrawdownCurrent decline from peak | -4.73% | -3.02% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -6.74% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.43% | -0.10% |
Volatility
RWL vs. ABYIX - Volatility Comparison
Invesco S&P 500 Revenue ETF (RWL) has a higher volatility of 3.96% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that RWL's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWL | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 1.96% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 6.43% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 7.65% | +7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 8.01% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 8.00% | +8.89% |