RWL vs. VTV
Compare and contrast key facts about Invesco S&P 500 Revenue ETF (RWL) and Vanguard Value ETF (VTV).
RWL and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both RWL and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWL or VTV.
Key characteristics
| RWL | VTV | |
|---|---|---|
| YTD Return | 21.13% | 21.21% |
| 1Y Return | 29.47% | 30.33% |
| 3Y Return (Ann) | 10.91% | 9.77% |
| 5Y Return (Ann) | 14.24% | 11.68% |
| 10Y Return (Ann) | 11.85% | 10.67% |
| Sharpe Ratio | 3.09 | 3.18 |
| Sortino Ratio | 4.28 | 4.47 |
| Omega Ratio | 1.58 | 1.59 |
| Calmar Ratio | 5.22 | 6.42 |
| Martin Ratio | 19.08 | 20.69 |
| Ulcer Index | 1.67% | 1.58% |
| Daily Std Dev | 10.30% | 10.27% |
| Max Drawdown | -54.83% | -59.27% |
| Current Drawdown | -0.45% | -0.65% |
Correlation
The correlation between RWL and VTV is 0.95, 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. VTV - Performance Comparison
The year-to-date returns for both investments are quite close, with RWL having a 21.13% return and VTV slightly higher at 21.21%. Over the past 10 years, RWL has outperformed VTV with an annualized return of 11.85%, while VTV has yielded a comparatively lower 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RWL vs. VTV - Expense Ratio Comparison
RWL has a 0.39% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
RWL vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Revenue ETF (RWL) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
RWL's dividend yield for the trailing twelve months is around 1.39%, less than VTV's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWL Invesco S&P 500 Revenue ETF | 1.39% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.61% | 1.71% | 1.97% | 1.43% | 1.61% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
RWL vs. VTV - Drawdown Comparison
The maximum RWL drawdown since its inception was -54.83%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for RWL and VTV. For additional features, visit the drawdowns tool.
Volatility
RWL vs. VTV - Volatility Comparison
Invesco S&P 500 Revenue ETF (RWL) has a higher volatility of 3.90% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that RWL's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.