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CHRI vs. RSPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. RSPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and Invesco S&P 500 Equal Weight Energy ETF (RSPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly lower than RSPG's 34.27% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

RSPG

1D
1.25%
1M
-2.65%
YTD
34.27%
6M
28.95%
1Y
47.49%
3Y*
19.93%
5Y*
21.10%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. RSPG - Yearly Performance Comparison


Correlation

The correlation between CHRI and RSPG is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

-0.08

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Return for Risk

CHRI vs. RSPG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHRI

RSPG
RSPG Risk / Return Rank: 6464
Overall Rank
RSPG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 5858
Sortino Ratio Rank
RSPG Omega Ratio Rank: 5656
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7777
Calmar Ratio Rank
RSPG Martin Ratio Rank: 6363
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.

CHRI vs. RSPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) and Invesco S&P 500 Equal Weight Energy ETF (RSPG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CHRI vs. RSPG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRIRSPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.18

+1.31

Drawdowns

CHRI vs. RSPG - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for CHRI and RSPG.


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Drawdown Indicators


CHRIRSPGDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-79.98%

+70.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-0.67%

-5.67%

+5.00%

Average Drawdown

Average peak-to-trough decline

-1.57%

-25.47%

+23.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

Volatility

CHRI vs. RSPG - Volatility Comparison


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Volatility by Period


CHRIRSPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

21.69%

-8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

28.31%

-15.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

33.57%

-20.31%

CHRI vs. RSPG - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is lower than RSPG's 0.40% expense ratio.


Dividends

CHRI vs. RSPG - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than RSPG's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
CHRI
Global X S&P 500 Christian Values ETF
0.16%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.94%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%

Frequently Asked Questions


CHRI and RSPG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHRI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHRI is cheaper with a 0.29% expense ratio, compared with 0.40% for RSPG.

RSPG has the higher dividend yield at 1.94%, compared with 0.16% for CHRI.

CHRI is categorized as S&P 500, while RSPG is Energy Equities. CHRI tracks S&P 500 Christian Values Screened Index, while RSPG tracks S&P 500 Equal Weight Energy Plus Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.29% for CHRI and 0.40% for RSPG.

Portfolio Optimizer

Find the right allocation for CHRI and RSPG

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