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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
Large-Cap
Asset Class Style
Blend
Assets Under Management
$89B

Share Price Chart


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Performance

RSP Performance Chart

Invesco S&P 500 Equal Weight ETF (RSP) is up 9.7% since the beginning of the year. RSP is currently trading at $209 per share. Investors who bought $1,000 worth of RSP shares 5 years ago would now be looking at an investment worth $1,496.


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S&P 500 Index

Returns By Period

Invesco S&P 500 Equal Weight ETF (RSP) has returned 9.67% so far this year and 19.01% over the past 12 months. Over the last ten years, RSP has returned 11.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.


Invesco S&P 500 Equal Weight ETF

1D
0.76%
1M
2.49%
YTD
9.67%
6M
10.73%
1Y
19.01%
3Y*
14.84%
5Y*
8.39%
10Y*
11.88%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSP Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2003, RSP's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 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%6.00%2.65%0.17%9.67%
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 1.61%, beta of 1.02, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 30, 2003.

  • This ETF captured 110.98% of S&P 500 Index gains and 102.99% 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
1.61%
Beta
1.02
0.93
Upside Capture
110.98%
Downside Capture
102.99%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RSP ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


RSP Risk / Return Rank: 5656
Overall Rank
RSP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 5858
Sortino Ratio Rank
RSP Omega Ratio Rank: 5252
Omega Ratio Rank
RSP Calmar Ratio Rank: 5656
Calmar Ratio Rank
RSP Martin Ratio Rank: 5959
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 S&P 500 Index.


RSPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

2.43

2.54

-0.11

Martin ratioReturn relative to average drawdown

9.22

11.58

-2.36

Dividends

Dividend History

Invesco S&P 500 Equal Weight ETF provided a 1.49% 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

1.49%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$0.00$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 0.78%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.92%Mar 2009
1y 7mo1y 11mo
3y 6moJul 2007 - Feb 2011
COVID crash2020
-39.04%Mar 2020
1mo 9d7mo 21d
9moFeb 2020 - Nov 2020
2011 bear market2011
-22.88%Oct 2011
2mo 27d5mo 12d
8mo 9dJul 2011 - Mar 2012
Bear market2022
-21.38%Sep 2022
8mo 28d1y 4mo
2y 24dJan 2022 - Jan 2024
Rate-hike selloffLate 2018
-19.78%Dec 2018
3mo 1d3mo 12d
6mo 13dSep 2018 - Apr 2019

Drawdown Indicators


RSPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.92%

-56.78%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-9.10%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

-18.90%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-25.43%

+4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

-33.92%

-5.12%

Current Drawdown

Current decline from peak

-0.78%

-2.93%

+2.15%

Average Drawdown

Average peak-to-trough decline

-6.65%

-10.72%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.99%

+0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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