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Invesco S&P 500 Equal Weight Energy ETF (RSPG) Sharpe Ratio: 1.36

RSPG's Sharpe Ratio of 1.36 indicates that for each unit of volatility, it generates 1.36 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 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.

RSPG Sharpe Ratio Rank

RSPG Sharpe Ratio Rank: 76.476
Above Average

RSPG ranks above 76.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

RSPG Sharpe Ratio Market Positioning

The chart shows RSPG'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%): 0.47 or lower
  • Yellow zone (middle 50%): 0.47 to 1.40
  • Green zone (top 25%): 1.40 or higher
  • Top 1%: 5.64+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 Equal Weight Energy ETF's Sharpe Ratio with other ETFs in the Energy Equities, S&P 500 category across multiple time periods, showing how RSPG'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 Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CRAKVanEck Oil Refiners ETF3.63
IONProshares S&P Global Core Battery Metals ETF3.21
SETMSprott Energy Transition Materials ETF3.03
VOLTTema Electrification ETF2.88
RNWZTrueShares Eagle Global Renewable Energy Income ETF2.85
COPJSprott Junior Copper Miners ETF2.84
MGNRAmerican Beacon GLG Natural Resources ETF2.74
HAPVanEck Natural Resources ETF2.59
LITPSprott Lithium Miners ETF2.42
ILITIshares Lithium Miners And Producers ETF2.37
RSPGInvesco S&P 500 Equal Weight Energy ETF1.36

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RSPG'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 RSPG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore RSPG risk-adjusted metrics in detail

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

RSPG Sortino Ratio