RWL vs. FLLV
Compare and contrast key facts about Invesco S&P 500 Revenue ETF (RWL) and Franklin Liberty U.S. Low Volatility ETF (FLLV).
RWL and FLLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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 22, 2008. FLLV is an actively managed fund by Franklin Templeton. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWL or FLLV.
Correlation
The correlation between RWL and FLLV is 0.79, 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.
Performance
RWL vs. FLLV - Performance Comparison
Key characteristics
RWL:
0.42
FLLV:
0.11
RWL:
0.69
FLLV:
0.24
RWL:
1.10
FLLV:
1.04
RWL:
0.44
FLLV:
0.10
RWL:
1.97
FLLV:
0.40
RWL:
3.21%
FLLV:
3.70%
RWL:
15.23%
FLLV:
14.06%
RWL:
-54.83%
FLLV:
-33.95%
RWL:
-9.77%
FLLV:
-11.24%
Returns By Period
In the year-to-date period, RWL achieves a -3.81% return, which is significantly higher than FLLV's -5.06% return.
RWL
-3.81%
-5.93%
-5.06%
6.36%
16.08%
10.45%
FLLV
-5.06%
-7.39%
-11.24%
1.69%
10.40%
N/A
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RWL vs. FLLV - Expense Ratio Comparison
RWL has a 0.39% expense ratio, which is higher than FLLV's 0.29% expense ratio.
Risk-Adjusted Performance
RWL vs. FLLV — Risk-Adjusted Performance Rank
RWL
FLLV
RWL vs. FLLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Revenue ETF (RWL) and Franklin Liberty U.S. Low Volatility ETF (FLLV). 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
RWL vs. FLLV - Dividend Comparison
RWL's dividend yield for the trailing twelve months is around 1.54%, less than FLLV's 4.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWL Invesco S&P 500 Revenue ETF | 1.54% | 1.43% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.60% | 1.71% | 1.97% | 1.43% |
FLLV Franklin Liberty U.S. Low Volatility ETF | 4.49% | 3.25% | 1.75% | 0.00% | 1.41% | 0.00% | 1.31% | 0.00% | 1.44% | 0.50% | 0.00% | 0.00% |
Drawdowns
RWL vs. FLLV - Drawdown Comparison
The maximum RWL drawdown since its inception was -54.83%, which is greater than FLLV's maximum drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for RWL and FLLV. For additional features, visit the drawdowns tool.
Volatility
RWL vs. FLLV - Volatility Comparison
Invesco S&P 500 Revenue ETF (RWL) and Franklin Liberty U.S. Low Volatility ETF (FLLV) have volatilities of 10.77% and 10.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.