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EKG vs. RSPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EKG vs. RSPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Invesco S&P 500 Equal Weight Health Care ETF (RSPH). The values are adjusted to include any dividend payments, if applicable.

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EKG vs. RSPH - Yearly Performance Comparison


2026 (YTD)2025202420232022
EKG
First Trust Nasdaq Lux Digital Health Solutions ETF
-14.04%11.89%6.53%-0.11%-19.59%
RSPH
Invesco S&P 500 Equal Weight Health Care ETF
-4.53%9.52%-0.94%3.95%-3.49%

Returns By Period

In the year-to-date period, EKG achieves a -14.04% return, which is significantly lower than RSPH's -4.53% return.


EKG

1D
0.64%
1M
-8.58%
YTD
-14.04%
6M
-6.60%
1Y
4.53%
3Y*
-1.55%
5Y*
10Y*

RSPH

1D
0.52%
1M
-7.75%
YTD
-4.53%
6M
1.59%
1Y
4.05%
3Y*
2.06%
5Y*
3.21%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EKG vs. RSPH - Expense Ratio Comparison

EKG has a 0.65% expense ratio, which is higher than RSPH's 0.40% expense ratio.


Return for Risk

EKG vs. RSPH — Risk / Return Rank

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

EKG
EKG Risk / Return Rank: 1616
Overall Rank
EKG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EKG Sortino Ratio Rank: 1717
Sortino Ratio Rank
EKG Omega Ratio Rank: 1616
Omega Ratio Rank
EKG Calmar Ratio Rank: 1515
Calmar Ratio Rank
EKG Martin Ratio Rank: 1616
Martin Ratio Rank

RSPH
RSPH Risk / Return Rank: 1717
Overall Rank
RSPH Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
RSPH Sortino Ratio Rank: 1717
Sortino Ratio Rank
RSPH Omega Ratio Rank: 1616
Omega Ratio Rank
RSPH Calmar Ratio Rank: 1717
Calmar Ratio Rank
RSPH Martin Ratio Rank: 1717
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.

EKG vs. RSPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Invesco S&P 500 Equal Weight Health Care ETF (RSPH). 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.


EKGRSPHDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.21

-0.03

Sortino ratio

Return per unit of downside risk

0.45

0.43

+0.01

Omega ratio

Gain probability vs. loss probability

1.06

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.20

0.26

-0.06

Martin ratio

Return relative to average drawdown

0.67

0.76

-0.09

EKG vs. RSPH - Sharpe Ratio Comparison

The current EKG Sharpe Ratio is 0.18, which is comparable to the RSPH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of EKG and RSPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EKGRSPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.21

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.58

-0.75

Correlation

The correlation between EKG and RSPH is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EKG vs. RSPH - Dividend Comparison

EKG has not paid dividends to shareholders, while RSPH's dividend yield for the trailing twelve months is around 0.74%.


TTM20252024202320222021202020192018201720162015
EKG
First Trust Nasdaq Lux Digital Health Solutions ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPH
Invesco S&P 500 Equal Weight Health Care ETF
0.74%0.70%0.71%0.66%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%

Drawdowns

EKG vs. RSPH - Drawdown Comparison

The maximum EKG drawdown since its inception was -43.82%, which is greater than RSPH's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for EKG and RSPH.


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Drawdown Indicators


EKGRSPHDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-40.49%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

-10.87%

-11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

Current Drawdown

Current decline from peak

-24.25%

-8.58%

-15.67%

Average Drawdown

Average peak-to-trough decline

-22.65%

-6.13%

-16.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

3.67%

+2.87%

Volatility

EKG vs. RSPH - Volatility Comparison

First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) has a higher volatility of 8.01% compared to Invesco S&P 500 Equal Weight Health Care ETF (RSPH) at 5.53%. This indicates that EKG's price experiences larger fluctuations and is considered to be riskier than RSPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKGRSPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

5.53%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

10.63%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

24.71%

19.06%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

16.18%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

17.73%

+9.34%