RFV
Invesco S&P Midcap 400 Pure Value ETF
SMB
HML
RMW
UMD
Adj. R2
0.940
Rel. Sharpe
0.800
Mkt beta
1.13
AUM
US$297M
MER
0.35%
Valuation
76
ETF comparison
Verified factor-similar pair
RFV vs RZV
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
HML
RMW
UMD
Similarity score
81
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
RZV
Invesco S&P Smallcap 600 Pure Value ETF
SMB
HML
RMW
UMD
Adj. R2
0.918
Rel. Sharpe
0.650
Mkt beta
1.14
AUM
US$242M
MER
0.35%
Valuation
82
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.46
HML
diff -0.11
RMW
diff +0.01
CMA
diff -0.05
UMD
diff +0.11
Why This Pair Matches
Exposure level
75
Exposure shape
99
Mkt beta diff
0.01
Rel. Sharpe diff
0.150
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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