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RWL vs. ABYIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWL vs. ABYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Revenue ETF (RWL) and Abbey Capital Futures Strategy Fund Class I (ABYIX). The values are adjusted to include any dividend payments, if applicable.

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RWL vs. ABYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

RWL
RWL Risk / Return Rank: 7171
Overall Rank
RWL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RWL Sortino Ratio Rank: 6969
Sortino Ratio Rank
RWL Omega Ratio Rank: 7070
Omega Ratio Rank
RWL Calmar Ratio Rank: 6767
Calmar Ratio Rank
RWL Martin Ratio Rank: 7878
Martin Ratio Rank

ABYIX
ABYIX Risk / Return Rank: 5353
Overall Rank
ABYIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ABYIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
ABYIX Omega Ratio Rank: 4747
Omega Ratio Rank
ABYIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ABYIX Martin Ratio Rank: 3030
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.

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.


RWLABYIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.06

+0.09

Sortino ratio

Return per unit of downside risk

1.68

1.51

+0.18

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.64

1.59

+0.05

Martin ratio

Return relative to average drawdown

7.90

3.20

+4.70

RWL vs. ABYIX - Sharpe Ratio Comparison

The current RWL Sharpe Ratio is 1.15, which is comparable to the ABYIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RWL and ABYIX, 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


RWLABYIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


RWLABYIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.73%

-3.02%

-1.71%

Average Drawdown

Average peak-to-trough decline

-6.50%

-6.74%

+0.24%

Ulcer Index

Depth 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


RWLABYIXDifference

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%