SPVU vs. DE
Compare and contrast key facts about Invesco S&P 500® Enhanced Value ETF (SPVU) and Deere & Company (DE).
SPVU is a passively managed fund by Invesco that tracks the performance of the S&P 500 Enhanced Value Index. It was launched on Oct 9, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPVU or DE.
Key characteristics
| SPVU | DE | |
|---|---|---|
| YTD Return | 20.24% | -0.35% |
| 1Y Return | 37.14% | 8.20% |
| 3Y Return (Ann) | 8.79% | 4.86% |
| 5Y Return (Ann) | 9.65% | 18.85% |
| Sharpe Ratio | 2.54 | 0.37 |
| Sortino Ratio | 3.75 | 0.66 |
| Omega Ratio | 1.46 | 1.08 |
| Calmar Ratio | 2.75 | 0.38 |
| Martin Ratio | 13.91 | 1.23 |
| Ulcer Index | 2.59% | 6.75% |
| Daily Std Dev | 14.16% | 22.45% |
| Max Drawdown | -48.05% | -73.27% |
| Current Drawdown | -1.24% | -10.08% |
Correlation
The correlation between SPVU and DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPVU vs. DE - Performance Comparison
In the year-to-date period, SPVU achieves a 20.24% return, which is significantly higher than DE's -0.35% 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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Risk-Adjusted Performance
SPVU vs. DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Enhanced Value ETF (SPVU) and Deere & Company (DE). 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
SPVU vs. DE - Dividend Comparison
SPVU's dividend yield for the trailing twelve months is around 2.58%, more than DE's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPVU Invesco S&P 500® Enhanced Value ETF | 2.58% | 3.04% | 2.49% | 2.30% | 2.70% | 2.23% | 2.47% | 2.37% | 1.11% | 0.54% | 0.00% | 0.00% |
DE Deere & Company | 1.49% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
Drawdowns
SPVU vs. DE - Drawdown Comparison
The maximum SPVU drawdown since its inception was -48.05%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for SPVU and DE. For additional features, visit the drawdowns tool.
Volatility
SPVU vs. DE - Volatility Comparison
Invesco S&P 500® Enhanced Value ETF (SPVU) and Deere & Company (DE) have volatilities of 6.43% and 6.24%, 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.