XSLV vs. RTDYX
Compare and contrast key facts about Invesco S&P SmallCap Low Volatility ETF (XSLV) and Russell Investments Multifactor U.S. Equity Fund (RTDYX).
XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013. RTDYX is managed by Russell. It was launched on Jul 31, 2014.
Performance
XSLV vs. RTDYX - Performance Comparison
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XSLV vs. RTDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.45% | 0.31% | 9.81% | 1.34% | -11.83% | 29.34% | -17.40% | 22.35% | -5.41% | 8.57% |
RTDYX Russell Investments Multifactor U.S. Equity Fund | -6.17% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
Returns By Period
In the year-to-date period, XSLV achieves a 2.45% return, which is significantly higher than RTDYX's -6.17% return. Over the past 10 years, XSLV has underperformed RTDYX with an annualized return of 5.46%, while RTDYX has yielded a comparatively higher 12.61% annualized return.
XSLV
- 1D
- 0.76%
- 1M
- -3.66%
- YTD
- 2.45%
- 6M
- 3.26%
- 1Y
- 5.07%
- 3Y*
- 6.15%
- 5Y*
- 2.68%
- 10Y*
- 5.46%
RTDYX
- 1D
- -0.40%
- 1M
- -7.16%
- YTD
- -6.17%
- 6M
- -4.27%
- 1Y
- 14.50%
- 3Y*
- 15.71%
- 5Y*
- 10.49%
- 10Y*
- 12.61%
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XSLV vs. RTDYX - Expense Ratio Comparison
XSLV has a 0.25% expense ratio, which is lower than RTDYX's 0.35% expense ratio.
Return for Risk
XSLV vs. RTDYX — Risk / Return Rank
XSLV
RTDYX
XSLV vs. RTDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) and Russell Investments Multifactor U.S. Equity Fund (RTDYX). 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.
| XSLV | RTDYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.84 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.30 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.03 | -0.50 |
Martin ratioReturn relative to average drawdown | 1.83 | 5.14 | -3.31 |
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
| XSLV | RTDYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.84 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.43 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.57 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.53 | -0.14 |
Correlation
The correlation between XSLV and RTDYX is 0.72, 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.
Dividends
XSLV vs. RTDYX - Dividend Comparison
XSLV's dividend yield for the trailing twelve months is around 2.70%, less than RTDYX's 37.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.70% | 2.14% | 2.55% | 2.35% | 2.78% | 1.05% | 2.49% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% |
RTDYX Russell Investments Multifactor U.S. Equity Fund | 37.49% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
Drawdowns
XSLV vs. RTDYX - Drawdown Comparison
The maximum XSLV drawdown since its inception was -44.34%, which is greater than RTDYX's maximum drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for XSLV and RTDYX.
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Drawdown Indicators
| XSLV | RTDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.34% | -37.43% | -6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.43% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | -37.43% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -44.34% | -37.43% | -6.91% |
Current DrawdownCurrent decline from peak | -5.25% | -19.25% | +14.00% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -6.25% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.49% | +0.76% |
Volatility
XSLV vs. RTDYX - Volatility Comparison
The current volatility for Invesco S&P SmallCap Low Volatility ETF (XSLV) is 3.54%, while Russell Investments Multifactor U.S. Equity Fund (RTDYX) has a volatility of 4.16%. This indicates that XSLV experiences smaller price fluctuations and is considered to be less risky than RTDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSLV | RTDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.16% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 8.83% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 18.13% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 24.39% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 22.08% | -2.15% |