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RWL vs. SPYV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWL vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Revenue ETF (RWL) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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RWL vs. SPYV - 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%
SPYV
SPDR Portfolio S&P 500 Value ETF
-0.03%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Returns By Period

In the year-to-date period, RWL achieves a 0.74% return, which is significantly higher than SPYV's -0.03% return. Over the past 10 years, RWL has outperformed SPYV with an annualized return of 12.99%, while SPYV has yielded a comparatively lower 11.40% 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%

SPYV

1D
1.69%
1M
-4.55%
YTD
-0.03%
6M
3.21%
1Y
12.90%
3Y*
13.84%
5Y*
10.46%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RWL vs. SPYV - Expense Ratio Comparison

RWL has a 0.39% expense ratio, which is higher than SPYV's 0.04% expense ratio.


Return for Risk

RWL vs. SPYV — 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

SPYV
SPYV Risk / Return Rank: 5353
Overall Rank
SPYV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPYV Omega Ratio Rank: 5454
Omega Ratio Rank
SPYV Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYV Martin Ratio Rank: 6060
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. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Revenue ETF (RWL) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


RWLSPYVDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.83

+0.32

Sortino ratio

Return per unit of downside risk

1.68

1.25

+0.43

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.64

1.15

+0.48

Martin ratio

Return relative to average drawdown

7.90

5.45

+2.45

RWL vs. SPYV - Sharpe Ratio Comparison

The current RWL Sharpe Ratio is 1.15, which is higher than the SPYV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RWL and SPYV, 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


RWLSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.83

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.73

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.67

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.41

+0.14

Correlation

The correlation between RWL and SPYV is 0.93, 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. SPYV - Dividend Comparison

RWL's dividend yield for the trailing twelve months is around 1.38%, less than SPYV's 1.82% 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%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.82%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Drawdowns

RWL vs. SPYV - Drawdown Comparison

The maximum RWL drawdown since its inception was -54.83%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for RWL and SPYV.


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Drawdown Indicators


RWLSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-54.83%

-58.45%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-12.03%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-17.89%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-36.89%

+0.85%

Current Drawdown

Current decline from peak

-4.73%

-4.55%

-0.18%

Average Drawdown

Average peak-to-trough decline

-6.50%

-8.77%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.54%

-0.21%

Volatility

RWL vs. SPYV - Volatility Comparison

Invesco S&P 500 Revenue ETF (RWL) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 3.96% and 3.84%, 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.


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Volatility by Period


RWLSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.84%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

7.76%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

15.54%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

14.44%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

16.96%

-0.07%