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EUSA vs. RYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EUSA vs. RYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Equal Weighted ETF (EUSA) and Invesco S&P 500® Equal Weight Technology ETF (RYT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.12%
0
EUSA
RYT

Returns By Period


EUSA

YTD

20.04%

1M

4.09%

6M

14.12%

1Y

30.83%

5Y (annualized)

11.90%

10Y (annualized)

10.42%

RYT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


EUSARYT

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EUSA vs. RYT - Expense Ratio Comparison

EUSA has a 0.15% expense ratio, which is lower than RYT's 0.40% expense ratio.


RYT
Invesco S&P 500® Equal Weight Technology ETF
Expense ratio chart for RYT: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for EUSA: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.7

The correlation between EUSA and RYT is 0.71, 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.

Risk-Adjusted Performance

EUSA vs. RYT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and Invesco S&P 500® Equal Weight Technology ETF (RYT). 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.


Sharpe ratio
The chart of Sharpe ratio for EUSA, currently valued at 2.59, compared to the broader market0.002.004.002.59
The chart of Sortino ratio for EUSA, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.0012.003.55
The chart of Omega ratio for EUSA, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
The chart of Calmar ratio for EUSA, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
The chart of Martin ratio for EUSA, currently valued at 14.71, compared to the broader market0.0020.0040.0060.0080.00100.0014.71
EUSA
RYT

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.59
1.00
EUSA
RYT

Dividends

EUSA vs. RYT - Dividend Comparison

EUSA's dividend yield for the trailing twelve months is around 1.39%, while RYT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EUSA
iShares MSCI USA Equal Weighted ETF
1.39%1.53%1.73%1.23%1.45%1.49%2.01%1.50%1.59%2.21%1.91%1.97%
RYT
Invesco S&P 500® Equal Weight Technology ETF
0.00%0.97%0.72%0.51%1.30%0.93%0.98%0.85%1.17%1.18%1.18%0.82%

Drawdowns

EUSA vs. RYT - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-13.15%
EUSA
RYT

Volatility

EUSA vs. RYT - Volatility Comparison

iShares MSCI USA Equal Weighted ETF (EUSA) has a higher volatility of 3.84% compared to Invesco S&P 500® Equal Weight Technology ETF (RYT) at 0.00%. This indicates that EUSA's price experiences larger fluctuations and is considered to be riskier than RYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
0
EUSA
RYT