EFIV vs. RSPM
Compare and contrast key facts about State Street SPDR S&P 500 ESG ETF (EFIV) and Invesco S&P 500® Equal Weight Materials ETF (RSPM).
EFIV and RSPM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020. RSPM is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Materials Index. It was launched on Nov 1, 2006. Both EFIV and RSPM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFIV vs. RSPM - Performance Comparison
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EFIV vs. RSPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | -4.39% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.69% |
RSPM Invesco S&P 500® Equal Weight Materials ETF | 13.67% | 6.90% | -1.30% | 8.32% | -9.95% | 31.21% | 29.42% |
Returns By Period
In the year-to-date period, EFIV achieves a -4.39% return, which is significantly lower than RSPM's 13.67% return.
EFIV
- 1D
- 2.85%
- 1M
- -5.17%
- YTD
- -4.39%
- 6M
- -0.28%
- 1Y
- 19.21%
- 3Y*
- 18.43%
- 5Y*
- 12.58%
- 10Y*
- —
RSPM
- 1D
- 1.80%
- 1M
- -4.12%
- YTD
- 13.67%
- 6M
- 18.88%
- 1Y
- 23.99%
- 3Y*
- 7.99%
- 5Y*
- 6.34%
- 10Y*
- 11.14%
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EFIV vs. RSPM - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than RSPM's 0.40% expense ratio.
Return for Risk
EFIV vs. RSPM — Risk / Return Rank
EFIV
RSPM
EFIV vs. RSPM - 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 Materials ETF (RSPM). 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.
| EFIV | RSPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.06 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.62 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.61 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.57 | 5.31 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFIV | RSPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.06 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.32 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.39 | +0.53 |
Correlation
The correlation between EFIV and RSPM is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFIV vs. RSPM - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.08%, less than RSPM's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 1.08% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSPM Invesco S&P 500® Equal Weight Materials ETF | 1.52% | 2.06% | 2.04% | 2.05% | 2.19% | 1.43% | 1.57% | 1.81% | 1.83% | 1.50% | 1.28% | 1.57% |
Drawdowns
EFIV vs. RSPM - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum RSPM drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for EFIV and RSPM.
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Drawdown Indicators
| EFIV | RSPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -61.18% | +36.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -15.67% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -27.19% | +2.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.84% | — |
Current DrawdownCurrent decline from peak | -6.86% | -5.87% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -8.83% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.74% | -2.09% |
Volatility
EFIV vs. RSPM - Volatility Comparison
The current volatility for State Street SPDR S&P 500 ESG ETF (EFIV) is 5.18%, while Invesco S&P 500® Equal Weight Materials ETF (RSPM) has a volatility of 6.48%. This indicates that EFIV experiences smaller price fluctuations and is considered to be less risky than RSPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFIV | RSPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 6.48% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 13.58% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 22.71% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 20.12% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 21.91% | -4.95% |