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Invesco S&P 500® Equal Weight Industrials ETF (RGI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46137V3244
CUSIP46137V324
IssuerInvesco
Inception DateNov 1, 2006
RegionNorth America (U.S.)
CategoryIndustrials Equities
Leveraged1x
Index TrackedS&P Equal Weight Index Industrials
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RGI features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for RGI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: RGI vs. XLI, RGI vs. PRDGX, RGI vs. FXR, RGI vs. IFRA, RGI vs. ITA, RGI vs. VOO, RGI vs. IEFA, RGI vs. COWZ, RGI vs. VAW, RGI vs. lac

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® Equal Weight Industrials ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.88%
14.40%
RGI (Invesco S&P 500® Equal Weight Industrials ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P 500® Equal Weight Industrials ETF had a return of 25.67% year-to-date (YTD) and 43.11% in the last 12 months. Over the past 10 years, Invesco S&P 500® Equal Weight Industrials ETF had an annualized return of 12.47%, outperforming the S&P 500 benchmark which had an annualized return of 11.41%.


PeriodReturnBenchmark
Year-To-Date25.67%25.70%
1 month4.79%3.51%
6 months14.52%14.80%
1 year43.11%37.91%
5 years (annualized)16.19%14.18%
10 years (annualized)12.47%11.41%

Monthly Returns

The table below presents the monthly returns of RGI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.95%7.40%4.28%-4.42%1.32%-1.48%6.12%2.51%3.90%-0.35%25.67%
20236.74%-0.73%-0.38%-0.70%-2.72%13.15%2.47%-2.51%-6.06%-3.73%9.31%7.34%22.32%
2022-6.16%-1.21%3.11%-6.17%-0.28%-8.90%10.96%-3.76%-9.22%12.59%6.90%-4.09%-8.80%
2021-3.78%7.14%9.32%4.31%2.64%-1.76%1.73%1.75%-5.35%6.49%-3.21%5.33%26.07%
2020-0.95%-9.57%-18.76%11.71%6.26%3.26%5.25%8.46%-1.27%-0.37%15.34%2.23%18.07%
201910.99%5.42%-0.13%4.79%-7.81%8.84%0.33%-3.01%3.54%2.43%3.78%1.20%33.17%
20184.62%-4.04%-1.45%-3.77%2.49%-2.42%7.35%1.83%0.62%-11.32%4.94%-11.95%-14.18%
20172.87%3.47%-1.06%0.73%1.21%1.57%-0.28%-0.27%4.46%0.94%4.40%1.95%21.72%
2016-5.91%4.97%7.04%0.92%0.85%-1.59%4.92%1.19%-0.05%-2.54%9.40%-0.26%19.49%
2015-4.46%5.83%-1.71%-0.92%0.38%-2.90%-0.26%-4.52%-4.77%8.57%1.01%-3.91%-8.28%
2014-3.52%4.35%0.75%1.26%1.94%1.41%-3.57%4.47%-1.78%3.17%2.72%0.59%11.99%
20136.82%1.63%2.82%-1.25%5.41%-2.64%5.67%-2.15%5.90%5.30%3.71%3.54%40.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RGI is 75, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of RGI is 7575
Combined Rank
The Sharpe Ratio Rank of RGI is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of RGI is 8989Sortino Ratio Rank
The Omega Ratio Rank of RGI is 8383Omega Ratio Rank
The Calmar Ratio Rank of RGI is 3131Calmar Ratio Rank
The Martin Ratio Rank of RGI is 8282Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RGI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RGI
Sharpe ratio
The chart of Sharpe ratio for RGI, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Sortino ratio
The chart of Sortino ratio for RGI, currently valued at 4.33, compared to the broader market0.005.0010.004.33
Omega ratio
The chart of Omega ratio for RGI, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for RGI, currently valued at 0.82, compared to the broader market0.005.0010.0015.000.82
Martin ratio
The chart of Martin ratio for RGI, currently valued at 18.42, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current Invesco S&P 500® Equal Weight Industrials ETF Sharpe ratio is 3.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P 500® Equal Weight Industrials ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.09
2.94
RGI (Invesco S&P 500® Equal Weight Industrials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P 500® Equal Weight Industrials ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.47$0.46$0.39$0.28$0.30$0.36$0.06$0.00$0.00$0.00$0.23$0.15

Dividend yield

0.87%1.06%1.09%0.70%0.96%1.33%0.30%0.00%0.00%0.00%1.28%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P 500® Equal Weight Industrials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.33
2023$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.14$0.46
2022$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.39
2021$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.28
2020$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.30
2019$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.09$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.09$0.23
2013$0.03$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.94%
0
RGI (Invesco S&P 500® Equal Weight Industrials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P 500® Equal Weight Industrials ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P 500® Equal Weight Industrials ETF was 82.66%, occurring on Jun 4, 2012. Recovery took 227 trading sessions.

The current Invesco S&P 500® Equal Weight Industrials ETF drawdown is 31.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.66%May 3, 2011275Jun 4, 2012227May 1, 2013502
-82.39%Oct 9, 201570Jan 20, 2016
-81.14%May 31, 201317Jun 24, 2013578Oct 8, 2015595
-79.72%May 2, 20131May 2, 201319May 30, 201320
-35.05%Jan 8, 200940Mar 6, 200959Jun 1, 200999

Volatility

Volatility Chart

The current Invesco S&P 500® Equal Weight Industrials ETF volatility is 4.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.99%
3.93%
RGI (Invesco S&P 500® Equal Weight Industrials ETF)
Benchmark (^GSPC)