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Invesco S&P 500 Equal Weight ETF (RSP)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46137V3574
CUSIP
46137V357
Issuer
Invesco
Inception Date
Apr 24, 2003
Region
North America (U.S.)
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Equal Weight Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Invesco S&P 500 Equal Weight ETF (RSP) has returned 0.94% so far this year and 12.90% over the past 12 months. Over the last ten years, RSP has returned 11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 12.24% annually.


Invesco S&P 500 Equal Weight ETF

1D
0.32%
1M
-5.49%
YTD
0.94%
6M
2.11%
1Y
12.90%
3Y*
11.84%
5Y*
7.88%
10Y*
11.21%

Benchmark (S&P 500 Index)

1D
0.72%
1M
-4.45%
YTD
-3.95%
6M
-2.02%
1Y
16.73%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 30, 2003, RSP's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +18.7%, while the worst month was Oct 2008 at -20.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RSP closed higher 55% of trading days. The best single day was Oct 28, 2008 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.40%3.48%-5.97%0.32%0.94%
20253.43%-0.58%-3.40%-2.36%4.31%3.43%1.04%2.72%1.01%-0.93%1.92%0.41%11.21%
2024-0.85%4.05%4.47%-4.82%2.84%-0.51%4.46%2.49%2.27%-1.60%6.43%-6.28%12.79%
20237.42%-3.38%-0.85%0.36%-3.81%7.65%3.50%-3.20%-5.08%-4.14%9.18%6.82%13.70%
2022-4.37%-0.89%2.67%-6.51%1.00%-9.38%8.65%-3.48%-9.16%9.65%6.64%-4.70%-11.62%
2021-0.82%6.09%6.05%4.67%1.92%0.03%1.29%2.37%-3.80%5.30%-2.64%6.27%29.41%

Benchmark Metrics

Invesco S&P 500 Equal Weight ETF has an annualized alpha of 1.75%, beta of 1.02, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 01, 2003.

  • This ETF captured 112.60% of S&P 500 Index gains and 103.72% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.02 and R² of 0.93, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.75%
Beta
1.02
0.93
Upside Capture
112.60%
Downside Capture
103.72%

Expense Ratio

RSP has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

RSP ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RSP Risk / Return Rank: 3737
Overall Rank
RSP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 3737
Sortino Ratio Rank
RSP Omega Ratio Rank: 3838
Omega Ratio Rank
RSP Calmar Ratio Rank: 3333
Calmar Ratio Rank
RSP Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P 500 Equal Weight ETF (RSP) and compare them to a chosen benchmark (S&P 500 Index).


RSPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.92

-0.16

Sortino ratio

Return per unit of downside risk

1.17

1.41

-0.24

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.04

1.41

-0.38

Martin ratio

Return relative to average drawdown

4.64

6.61

-1.97

Explore RSP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Invesco S&P 500 Equal Weight ETF provided a 1.62% dividend yield over the last twelve months, with an annual payout of $3.12 per share. The fund has been increasing its distributions for 4 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.12$3.14$2.66$2.58$2.57$2.08$2.09$1.96$1.85$1.54$1.04$1.30

Dividend yield

1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.81$0.00$0.81
2025$0.00$0.00$0.83$0.00$0.00$0.72$0.00$0.00$0.82$0.00$0.00$0.76$3.14
2024$0.00$0.00$0.68$0.00$0.00$0.66$0.00$0.00$0.69$0.00$0.00$0.62$2.66
2023$0.00$0.00$0.69$0.00$0.00$0.64$0.00$0.00$0.64$0.00$0.00$0.61$2.58
2022$0.00$0.00$0.65$0.00$0.00$0.70$0.00$0.00$0.63$0.00$0.00$0.58$2.57
2021$0.00$0.00$0.65$0.00$0.00$0.42$0.00$0.00$0.56$0.00$0.00$0.45$2.08

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P 500 Equal Weight 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 ETF was 59.92%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Invesco S&P 500 Equal Weight ETF drawdown is 5.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.92%Jul 20, 2007412Mar 9, 2009485Feb 8, 2011897
-39.04%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-22.88%Jul 8, 201161Oct 3, 2011111Mar 13, 2012172
-21.38%Jan 5, 2022186Sep 30, 2022332Jan 29, 2024518
-19.78%Sep 24, 201864Dec 24, 201870Apr 5, 2019134

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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