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 19, 2008. FLLV is an actively managed fund by Franklin Templeton. It was launched on Sep 20, 2016.
Performance
RWL vs. FLLV - Performance Comparison
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RWL vs. FLLV - 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% |
FLLV Franklin Liberty U.S. Low Volatility ETF | 7.36% | 15.92% | 10.70% | 13.87% | -8.54% | 23.36% | 12.33% | 32.72% | -2.14% | 19.66% |
Returns By Period
In the year-to-date period, RWL achieves a 0.74% return, which is significantly lower than FLLV's 7.36% 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%
FLLV
- 1D
- 1.23%
- 1M
- -2.97%
- YTD
- 7.36%
- 6M
- 11.87%
- 1Y
- 21.14%
- 3Y*
- 15.33%
- 5Y*
- 11.11%
- 10Y*
- —
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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.
Return for Risk
RWL vs. FLLV — Risk / Return Rank
RWL
FLLV
RWL vs. FLLV - Risk-Adjusted Trends 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.
| RWL | FLLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.55 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.17 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.98 | -0.34 |
Martin ratioReturn relative to average drawdown | 7.90 | 9.86 | -1.96 |
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 | FLLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.55 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.81 | -0.26 |
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.
Dividends
RWL vs. FLLV - Dividend Comparison
RWL's dividend yield for the trailing twelve months is around 1.38%, less than FLLV's 4.80% 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% |
FLLV Franklin Liberty U.S. Low Volatility ETF | 4.80% | 4.71% | 3.25% | 1.75% | 1.68% | 1.41% | 1.40% | 1.31% | 1.55% | 1.44% | 0.50% | 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.
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Drawdown Indicators
| RWL | FLLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.83% | -33.95% | -20.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.10% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -18.40% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -2.97% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -3.30% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.23% | +0.10% |
Volatility
RWL vs. FLLV - Volatility Comparison
Invesco S&P 500 Revenue ETF (RWL) has a higher volatility of 3.96% compared to Franklin Liberty U.S. Low Volatility ETF (FLLV) at 3.23%. This indicates that RWL's price experiences larger fluctuations and is considered to be riskier than FLLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWL | FLLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.23% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 6.31% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 13.74% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 13.32% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 15.80% | +1.09% |