PortfoliosLab logoPortfoliosLab logo
ECLN vs. RSPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLN vs. RSPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and Invesco S&P 500 Equal Weight Utilities ETF (RSPU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ECLN

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

RSPU

1D
-0.76%
1M
2.41%
6M
6.56%
YTD
9.22%
1Y
15.04%
3Y*
16.27%
5Y*
11.26%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLN vs. RSPU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECLN
First Trust EIP Carbon Impact ETF
12.96%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
9.22%16.82%23.57%-3.45%4.37%17.13%-2.70%5.42%

Correlation

The correlation between ECLN and RSPU is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2019

0.86

The correlation between ECLN and RSPU has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

ECLN vs. RSPU - Sectors Allocation Comparison


Sectors
ECLN
RSPU

Utilities

76.4%
100.0%

Energy

16.3%

-

Industrials

6.8%

-

Technology

0.5%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

0.4%

Healthcare

-

-

Real Estate

-

-

Utilities

ECLN
76.4%
RSPU
100.0%

Energy

ECLN
16.3%
RSPU

-

Industrials

ECLN
6.8%
RSPU

-

Technology

ECLN
0.5%
RSPU

-

Basic Materials

ECLN

-

RSPU

-

Communication Services

ECLN

-

RSPU

-

Consumer Cyclical

ECLN

-

RSPU

-

Consumer Defensive

ECLN

-

RSPU

-

Financial Services

ECLN

-

RSPU
0.4%

Healthcare

ECLN

-

RSPU

-

Real Estate

ECLN

-

RSPU

-

Compare stocks, funds, or ETFs

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


Return for Risk

ECLN vs. RSPU — Risk / Return Rank

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

ECLN

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


RSPU
RSPU Risk / Return Rank: 3535
Overall Rank
RSPU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RSPU Sortino Ratio Rank: 3333
Sortino Ratio Rank
RSPU Omega Ratio Rank: 3232
Omega Ratio Rank
RSPU Calmar Ratio Rank: 4343
Calmar Ratio Rank
RSPU Martin Ratio Rank: 3333
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.

ECLN vs. RSPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and Invesco S&P 500 Equal Weight Utilities ETF (RSPU). 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.


ECLNRSPUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.78

Martin ratioReturn relative to average drawdown

3.90

ECLN vs. RSPU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ECLN vs. RSPU - Drawdown Comparison


Loading charts...

Drawdown Indicators


ECLNRSPUDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

Current Drawdown

Current decline from peak

-3.26%

Average Drawdown

Average peak-to-trough decline

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

Volatility

ECLN vs. RSPU - Volatility Comparison


Loading charts...

Volatility by Period


ECLNRSPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

ECLN vs. RSPU - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than RSPU's 0.40% expense ratio.


Dividends

ECLN vs. RSPU - Dividend Comparison

ECLN has not paid dividends to shareholders, while RSPU's dividend yield for the trailing twelve months is around 2.51%.


PositionTTM20252024202320222021202020192018201720162015
ECLN
First Trust EIP Carbon Impact ETF
1.43%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%0.00%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
2.51%2.54%2.39%2.92%2.35%2.41%2.94%2.54%3.11%3.08%2.98%4.14%

Frequently Asked Questions


ECLN and RSPU have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RSPU is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RSPU is cheaper with a 0.40% expense ratio, compared with 0.97% for ECLN.

RSPU has the higher dividend yield at 2.51%, compared with 1.43% for ECLN.

They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.97% for ECLN and 0.40% for RSPU.

Portfolio Optimizer

Find the right allocation for ECLN and RSPU

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

Open Portfolio Optimizer