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Invesco S&P 500 Equal Weight ETF (RSP) Sharpe Ratio: 1.82

ETF · Currency in USD · Last updated Jun 3, 2026

The Invesco S&P 500® Equal Weight ETF (RSP) seeks to replicate the performance of the S&P 500® Equal Weight Index by investing at least 90% of its total assets in the securities that comprise the Index, which equally weights the stocks in the S&P 500® Index, thereby reducing concentration risk and providing exposure to smaller companies within the S&P 500.

RSP's Sharpe Ratio of 1.82 indicates that for each unit of volatility, it generates 1.82 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

RSP Sharpe Ratio Rank

RSP Sharpe Ratio Rank: 52.152
Average

RSP ranks above 52.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

RSP Sharpe Ratio Market Positioning

The chart shows RSP's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.50
  • Green zone (top 25%): 2.50 or higher
  • Top 1%: 7.78+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 Equal Weight ETF's Sharpe Ratio with other ETFs in the S&P 500 category across multiple time periods, showing how RSP's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PMMYPGIM S&P 500 Max Buffer ETF - May5.48
CPSPCalamos S&P 500 Structured Alt Protection ETF - April5.18
HIBLDirexion Daily S&P 500 High Beta Bull 3X Shares4.74
PMFBPGIM S&P 500 Max Buffer ETF - February3.94
CPSMCalamos S&P 500 Structured Alt Protection ETF - May3.92
PMJAPGIM S&P 500 Max Buffer ETF - January3.90
RSPTInvesco S&P 500 Equal Weight Technology ETF3.76
CPSTCalamos S&P 500 Structured Alt Protection ETF - September3.66
MAYMFT Vest U.S. Equity Max Buffer ETF - May3.61
SPHBInvesco S&P 500® High Beta ETF3.35
RSPInvesco S&P 500 Equal Weight ETF1.82

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RSP's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RSP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does RSP fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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