STXV vs. PWV
STXV (Strive 1000 Value ETF) and PWV (Invesco Dynamic Large Cap Value ETF) are both Large Cap Value Equities funds - STXV tracks the Bloomberg US 1000 Value while PWV tracks the Dynamic Large Cap Value Intellidex Index (AMEX). Both are passively managed. Over the past 3 years, STXV returned 18.06%/yr vs 20.79%/yr for PWV. Their correlation of 0.92 suggests significant overlap in exposure. STXV charges 0.18%/yr vs 0.58%/yr for PWV.
Performance
STXV vs. PWV - Performance Comparison
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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%
STXV vs. PWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
STXV
PWV
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.
| STXV | PWV | Difference | |
|---|---|---|---|
| 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 |
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
| STXV | PWV | Difference | |
|---|---|---|---|
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
| STXV | PWV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.12% | -0.51% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -9.50% | +6.75% |
Ulcer IndexDepth 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
| STXV | PWV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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