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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 7.39% return, which is significantly lower than RSPG's 25.57% return.


CHRI

1D
-1.37%
1M
-1.27%
YTD
7.39%
6M
6.43%
1Y
3Y*
5Y*
10Y*

RSPG

1D
0.47%
1M
-7.91%
YTD
25.57%
6M
25.75%
1Y
34.94%
3Y*
17.99%
5Y*
19.92%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. RSPG - Yearly Performance Comparison


Correlation

The correlation between CHRI and RSPG is -0.09, 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 24, 2025

-0.09

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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

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


RSPG
RSPG Risk / Return Rank: 4848
Overall Rank
RSPG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 4444
Sortino Ratio Rank
RSPG Omega Ratio Rank: 4343
Omega Ratio Rank
RSPG Calmar Ratio Rank: 5555
Calmar Ratio Rank
RSPG Martin Ratio Rank: 4747
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHRIRSPGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

7.56

CHRI vs. RSPG - Sharpe Ratio Comparison


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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

-13.72%

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

-3.14%

-11.78%

+8.64%

Average Drawdown

Average peak-to-trough decline

-1.61%

-25.42%

+23.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

Volatility

CHRI vs. RSPG - Volatility Comparison


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Volatility by Period


CHRIRSPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

22.09%

-8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

28.25%

-14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.83%

33.53%

-19.70%

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 2.11% 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
2.11%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 -0.09, 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 2.11%, 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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