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Invesco S&P 500 Equal Weight Consumer Discretionar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V3814

Issuer

Invesco

Inception Date

Nov 1, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Equal Weighted / Consumer Discretionary -SEC

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for RSPD: 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


Loading data...

Compare to other instruments

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


Popular comparisons:
RSPD vs. RSPT RSPD vs. SPY RSPD vs. VTI RSPD vs. RSP RSPD vs. XLY RSPD vs. VOO RSPD vs. ^GSPC RSPD vs. SPHQ RSPD vs. VCR RSPD vs. FDIS
Popular comparisons:
RSPD vs. RSPT RSPD vs. SPY RSPD vs. VTI RSPD vs. RSP RSPD vs. XLY RSPD vs. VOO RSPD vs. ^GSPC RSPD vs. SPHQ RSPD vs. VCR RSPD vs. FDIS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500 Equal Weight Consumer Discretionary 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%JulyAugustSeptemberOctoberNovemberDecember
13.05%
9.35%
RSPD (Invesco S&P 500 Equal Weight Consumer Discretionary ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P 500 Equal Weight Consumer Discretionary ETF had a return of 14.77% year-to-date (YTD) and 14.34% in the last 12 months. Over the past 10 years, Invesco S&P 500 Equal Weight Consumer Discretionary ETF had an annualized return of 7.55%, while the S&P 500 had an annualized return of 11.14%, indicating that Invesco S&P 500 Equal Weight Consumer Discretionary ETF did not perform as well as the benchmark.


RSPD

YTD

14.77%

1M

-1.50%

6M

13.05%

1Y

14.34%

5Y*

8.88%

10Y*

7.55%

^GSPC (Benchmark)

YTD

25.18%

1M

-0.47%

6M

9.35%

1Y

24.83%

5Y*

13.03%

10Y*

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.36%6.81%3.16%-7.11%1.84%-0.24%1.87%1.06%5.58%-1.88%8.41%14.77%
202313.22%-3.37%-0.44%1.51%-5.60%12.94%3.32%-5.16%-6.34%-7.13%10.52%10.35%22.55%
2022-8.28%-2.69%-2.94%-5.53%-4.46%-12.11%12.00%-3.48%-9.23%10.40%8.80%-6.21%-24.03%
2021-0.65%9.68%5.93%5.67%-0.63%0.16%-0.20%1.32%-3.62%6.12%-2.08%4.73%28.75%
2020-3.78%-10.23%-29.68%21.96%6.37%2.40%5.22%10.49%-0.14%-0.71%15.60%3.64%11.43%
201910.22%3.95%1.38%3.68%-9.82%8.20%0.75%-5.91%5.67%1.26%2.53%3.00%25.88%
20185.42%-3.95%-2.59%0.85%1.39%3.19%0.93%1.90%-0.12%-6.79%1.60%-9.90%-8.79%
20172.26%1.06%2.19%0.76%-1.65%0.98%0.38%-2.50%2.98%-1.98%7.08%2.90%15.04%
2016-4.92%3.12%7.41%-2.59%-1.19%-1.54%6.38%-0.93%-1.34%-1.88%5.93%-2.05%5.63%
2015-3.42%7.16%0.22%-2.47%1.22%0.23%2.18%-6.14%-2.53%7.12%-2.09%-3.77%-3.16%
2014-6.34%8.13%-2.67%-1.87%2.23%2.50%-1.28%4.46%-3.31%3.02%5.98%1.40%11.88%
20137.35%0.40%5.20%3.15%3.46%0.55%6.05%-3.09%4.73%4.06%3.04%2.09%43.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RSPD is 49, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RSPD is 4949
Overall Rank
The Sharpe Ratio Rank of RSPD is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RSPD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of RSPD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of RSPD is 4646
Martin 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 Consumer Discretionary ETF (RSPD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RSPD, currently valued at 0.91, compared to the broader market0.002.004.000.911.98
The chart of Sortino ratio for RSPD, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.001.332.65
The chart of Omega ratio for RSPD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.37
The chart of Calmar ratio for RSPD, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.112.93
The chart of Martin ratio for RSPD, currently valued at 3.40, compared to the broader market0.0020.0040.0060.0080.00100.003.4012.73
RSPD
^GSPC

The current Invesco S&P 500 Equal Weight Consumer Discretionary ETF Sharpe ratio is 0.91. 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 Consumer Discretionary 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.98
RSPD (Invesco S&P 500 Equal Weight Consumer Discretionary ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P 500 Equal Weight Consumer Discretionary ETF provided a 0.83% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 2 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.45$0.52$0.39$0.27$0.33$0.59$0.50$0.48$0.37$0.39$0.31$0.23

Dividend yield

0.83%1.09%1.00%0.53%0.81%1.59%1.67%1.45%1.27%1.37%1.05%0.87%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P 500 Equal Weight Consumer Discretionary 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$0.13$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.10$0.45
2023$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.11$0.52
2022$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.10$0.39
2021$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.11$0.27
2020$0.00$0.00$0.17$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.03$0.33
2019$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.59
2018$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.19$0.50
2017$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.48
2016$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.09$0.37
2015$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.39
2014$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.07$0.31
2013$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.23

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.45%
-1.96%
RSPD (Invesco S&P 500 Equal Weight Consumer Discretionary ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P 500 Equal Weight Consumer Discretionary 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 Consumer Discretionary ETF was 68.00%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.

The current Invesco S&P 500 Equal Weight Consumer Discretionary ETF drawdown is 3.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68%Jun 5, 2007444Mar 9, 2009491Feb 16, 2011935
-48%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-34.41%Nov 17, 2021146Jun 16, 2022572Sep 26, 2024718
-22.48%Jul 8, 201162Oct 4, 201184Feb 3, 2012146
-20.91%Sep 21, 201865Dec 24, 201869Apr 4, 2019134

Volatility

Volatility Chart

The current Invesco S&P 500 Equal Weight Consumer Discretionary ETF volatility is 4.74%, 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%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
4.07%
RSPD (Invesco S&P 500 Equal Weight Consumer Discretionary ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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