USCF vs. SPLV
Compare and contrast key facts about Themes US Cash Flow Champions ETF (USCF) and Invesco S&P 500 Low Volatility ETF (SPLV).
USCF and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USCF is a passively managed fund by Themes that tracks the performance of the Solactive US Cash Flow Champions Index - Benchmark TR Gross. It was launched on Dec 12, 2023. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. Both USCF and SPLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
USCF vs. SPLV - Performance Comparison
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USCF vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USCF Themes US Cash Flow Champions ETF | 1.34% | 15.71% | 17.65% | 2.14% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.97% | 4.10% | 13.93% | -0.94% |
Returns By Period
In the year-to-date period, USCF achieves a 1.34% return, which is significantly lower than SPLV's 2.97% return.
USCF
- 1D
- 1.31%
- 1M
- -0.21%
- YTD
- 1.34%
- 6M
- 3.72%
- 1Y
- 12.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPLV
- 1D
- 0.49%
- 1M
- -5.33%
- YTD
- 2.97%
- 6M
- 0.64%
- 1Y
- -0.00%
- 3Y*
- 7.72%
- 5Y*
- 6.82%
- 10Y*
- 8.31%
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USCF vs. SPLV - Expense Ratio Comparison
USCF has a 0.29% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Return for Risk
USCF vs. SPLV — Risk / Return Rank
USCF
SPLV
USCF vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Themes US Cash Flow Champions ETF (USCF) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.
| USCF | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | -0.00 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.09 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.15 | +0.87 |
Martin ratioReturn relative to average drawdown | 4.48 | 0.47 | +4.01 |
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
| USCF | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | -0.00 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.69 | +0.35 |
Correlation
The correlation between USCF and SPLV is 0.60, 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.
Dividends
USCF vs. SPLV - Dividend Comparison
USCF's dividend yield for the trailing twelve months is around 1.81%, less than SPLV's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USCF Themes US Cash Flow Champions ETF | 1.81% | 1.84% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Drawdowns
USCF vs. SPLV - Drawdown Comparison
The maximum USCF drawdown since its inception was -16.67%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for USCF and SPLV.
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Drawdown Indicators
| USCF | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -36.26% | +19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -8.88% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | -2.49% | -5.39% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -3.54% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.87% | +0.36% |
Volatility
USCF vs. SPLV - Volatility Comparison
Themes US Cash Flow Champions ETF (USCF) has a higher volatility of 5.48% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.06%. This indicates that USCF's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCF | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 3.06% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 6.86% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 12.75% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 12.43% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 15.36% | +0.16% |