RWL vs. MFUS
Compare and contrast key facts about Invesco S&P 500 Revenue ETF (RWL) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS).
RWL and MFUS 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. MFUS is a passively managed fund by PIMCO that tracks the performance of the RAFI Dynamic Multi-Factor U.S. Index. It was launched on Aug 31, 2017. Both RWL and MFUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RWL vs. MFUS - Performance Comparison
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RWL vs. MFUS - 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% | 11.01% |
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 3.16% | 16.02% | 20.17% | 12.19% | -5.82% | 24.10% | 10.64% | 26.17% | -7.30% | 11.20% |
Returns By Period
In the year-to-date period, RWL achieves a 0.74% return, which is significantly lower than MFUS's 3.16% 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%
MFUS
- 1D
- 2.23%
- 1M
- -4.24%
- YTD
- 3.16%
- 6M
- 4.62%
- 1Y
- 18.18%
- 3Y*
- 17.13%
- 5Y*
- 11.65%
- 10Y*
- —
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RWL vs. MFUS - Expense Ratio Comparison
RWL has a 0.39% expense ratio, which is higher than MFUS's 0.30% expense ratio.
Return for Risk
RWL vs. MFUS — Risk / Return Rank
RWL
MFUS
RWL vs. MFUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Revenue ETF (RWL) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). 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 | MFUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.15 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.69 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.66 | -0.02 |
Martin ratioReturn relative to average drawdown | 7.90 | 8.28 | -0.38 |
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 | MFUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.15 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.78 | +0.06 |
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 | 0.71 | -0.16 |
Correlation
The correlation between RWL and MFUS is 0.92, 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. MFUS - Dividend Comparison
RWL's dividend yield for the trailing twelve months is around 1.38%, less than MFUS's 1.49% 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% |
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.49% | 1.54% | 1.45% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.69% | 1.01% | 0.00% | 0.00% |
Drawdowns
RWL vs. MFUS - Drawdown Comparison
The maximum RWL drawdown since its inception was -54.83%, which is greater than MFUS's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for RWL and MFUS.
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Drawdown Indicators
| RWL | MFUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.83% | -35.21% | -19.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.62% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -18.22% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -4.30% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -4.07% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.32% | +0.01% |
Volatility
RWL vs. MFUS - Volatility Comparison
The current volatility for Invesco S&P 500 Revenue ETF (RWL) is 3.96%, while PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) has a volatility of 4.39%. This indicates that RWL experiences smaller price fluctuations and is considered to be less risky than MFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWL | MFUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.39% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 8.28% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.84% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 15.07% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 17.45% | -0.56% |