EFIV vs. RSPG
EFIV (State Street SPDR S&P 500 ESG ETF) and RSPG (Invesco S&P 500 Equal Weight Energy ETF) are both exchange-traded funds - EFIV is a S&P 500 fund tracking the S&P 500 Scored & Screened Index, while RSPG is a Energy Equities fund tracking the S&P 500 Equal Weight Energy Plus Index. Both are passively managed. Over the past 5 years, EFIV returned 13.87%/yr vs 25.14%/yr for RSPG. Their 0.32 correlation means their historical movements had little consistent relationship. EFIV charges 0.10%/yr vs 0.40%/yr for RSPG.
Performance
EFIV vs. RSPG - Performance Comparison
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Returns By Period
In the year-to-date period, EFIV achieves a 12.21% return, which is significantly lower than RSPG's 33.76% return.
EFIV
- 1D
- 1.57%
- 1M
- 2.07%
- 6M
- 9.54%
- YTD
- 12.21%
- 1Y
- 25.97%
- 3Y*
- 20.83%
- 5Y*
- 13.87%
- 10Y*
- —
- ALL TIME*
- 17.62%
RSPG
- 1D
- -1.39%
- 1M
- 8.13%
- 6M
- 21.58%
- YTD
- 33.76%
- 1Y
- 44.84%
- 3Y*
- 14.57%
- 5Y*
- 25.14%
- 10Y*
- 9.42%
- ALL TIME*
- 6.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.64M | $6.45M | $3.68M | |
| $9.32M | $9.11M | $10.82M |
EFIV vs. RSPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 12.21% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.38% |
RSPG Invesco S&P 500 Equal Weight Energy ETF | 33.76% | 7.01% | 6.09% | 4.49% | 57.97% | 57.73% | 13.26% |
Correlation
The correlation between EFIV and RSPG is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.32 |
The correlation between EFIV and RSPG shifts across timeframes, from -0.09 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EFIV vs. RSPG — Risk / Return Rank
EFIV
RSPG
EFIV vs. RSPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) 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.
| EFIV | RSPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.28 | -0.52 |
| Martin ratioReturn relative to average drawdown | 12.05 | 8.32 | +3.73 |
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Drawdowns
EFIV vs. RSPG - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for EFIV and RSPG.
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Drawdown Indicators
| EFIV | RSPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -79.98% | +55.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -13.72% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -23.06% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -28.44% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.03% | +6.03% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -25.32% | +20.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.41% | -3.25% |
Volatility
EFIV vs. RSPG - Volatility Comparison
The current volatility for State Street SPDR S&P 500 ESG ETF (EFIV) is 4.11%, while Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a volatility of 6.40%. This indicates that EFIV experiences smaller price fluctuations and is considered to be less risky than RSPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFIV | RSPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.40% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 17.03% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 22.00% | -9.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 27.92% | -10.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 33.43% | -16.62% |
EFIV vs. RSPG - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than RSPG's 0.40% expense ratio.
Dividends
EFIV vs. RSPG - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 0.95%, less than RSPG's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 0.95% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSPG Invesco S&P 500 Equal Weight Energy ETF | 1.98% | 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
EFIV 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.
RSPG has higher volatility (6.40%) compared to EFIV (4.11%). In terms of maximum drawdown, EFIV dropped -24.52% vs RSPG's -79.98%.
On 5-year performance, RSPG leads with 25.14% vs 13.87% for EFIV. On fees, EFIV is cheaper at 0.10% per year. On volatility, EFIV has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, RSPG has performed better with a 25.14% return vs 13.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFIV is cheaper with a 0.10% expense ratio, compared with 0.40% for RSPG.
RSPG has the higher dividend yield at 1.98%, compared with 0.95% for EFIV.
EFIV is categorized as S&P 500, while RSPG is Energy Equities. EFIV tracks S&P 500 Scored & Screened Index, while RSPG tracks S&P 500 Equal Weight Energy Plus Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.10% for EFIV and 0.40% for RSPG.
RSPG currently has the higher Sharpe Ratio (2.05 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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