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STXV vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXV vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with STXV having a 12.50% return and PWV slightly lower at 12.10%.


STXV

1D
-0.12%
1M
3.00%
YTD
12.50%
6M
13.79%
1Y
27.20%
3Y*
18.06%
5Y*
10Y*

PWV

1D
-0.14%
1M
2.43%
YTD
12.10%
6M
12.38%
1Y
25.33%
3Y*
20.79%
5Y*
12.50%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXV vs. PWV - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXV
Strive 1000 Value ETF
12.50%16.26%13.34%9.28%-1.46%
PWV
Invesco Dynamic Large Cap Value ETF
12.10%19.65%14.48%10.36%-0.21%

Correlation

The correlation between STXV and PWV is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2022

0.92

The correlation between STXV and PWV has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

STXV vs. PWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STXV
STXV Risk / Return Rank: 8484
Overall Rank
STXV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STXV Sortino Ratio Rank: 8686
Sortino Ratio Rank
STXV Omega Ratio Rank: 8181
Omega Ratio Rank
STXV Calmar Ratio Rank: 8585
Calmar Ratio Rank
STXV Martin Ratio Rank: 8484
Martin Ratio Rank

PWV
PWV Risk / Return Rank: 8686
Overall Rank
PWV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 8686
Sortino Ratio Rank
PWV Omega Ratio Rank: 8080
Omega Ratio Rank
PWV Calmar Ratio Rank: 9292
Calmar Ratio Rank
PWV Martin Ratio Rank: 9090
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.

STXV vs. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) and Invesco Dynamic Large Cap Value ETF (PWV). 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.


STXVPWVDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.49

1.48

+0.01

Calmar ratioReturn relative to maximum drawdown

4.70

6.28

-1.57

Martin ratioReturn relative to average drawdown

17.14

21.16

-4.03

STXV vs. PWV - Sharpe Ratio Comparison

The current STXV Sharpe Ratio is 2.71, which is comparable to the PWV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of STXV and PWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STXVPWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

2.74

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.41

+0.66

Drawdowns

STXV vs. PWV - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for STXV and PWV.


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Drawdown Indicators


STXVPWVDifference

Max Drawdown

Largest peak-to-trough decline

-14.80%

-49.04%

+34.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

-4.05%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-14.31%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

Current Drawdown

Current decline from peak

-0.12%

-0.51%

+0.39%

Average Drawdown

Average peak-to-trough decline

-2.75%

-9.50%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.20%

+0.39%

Volatility

STXV vs. PWV - Volatility Comparison

The current volatility for Strive 1000 Value ETF (STXV) is 2.03%, while Invesco Dynamic Large Cap Value ETF (PWV) has a volatility of 2.35%. This indicates that STXV experiences smaller price fluctuations and is considered to be less risky than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXVPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

2.35%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

6.62%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

9.31%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

14.35%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

17.16%

-3.94%

STXV vs. PWV - Expense Ratio Comparison

STXV has a 0.18% expense ratio, which is lower than PWV's 0.58% expense ratio.


Dividends

STXV vs. PWV - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.24%, more than PWV's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PWV
Invesco Dynamic Large Cap Value ETF
1.81%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%
STXV
Strive 1000 Value ETF
2.24%2.37%2.36%2.05%0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STXV and PWV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWV has higher volatility (2.35%) compared to STXV (2.03%). In terms of maximum drawdown, STXV dropped -14.80% vs PWV's -49.04%.

On 3-year performance, PWV leads with 20.79% vs 18.06% for STXV. On fees, STXV is cheaper at 0.18% per year. On volatility, STXV has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PWV has performed better with a 20.79% return vs 18.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STXV is cheaper with a 0.18% expense ratio, compared with 0.58% for PWV.

STXV has the higher dividend yield at 2.24%, compared with 1.81% for PWV.

STXV tracks Bloomberg US 1000 Value, while PWV tracks Dynamic Large Cap Value Intellidex Index (AMEX). They also come from different issuers: Strive and Invesco. Their fees differ too: 0.18% for STXV and 0.58% for PWV.

PWV currently has the higher Sharpe Ratio (2.74 vs 2.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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