HYP vs. RPG

Last updated Jul 14, 2026

HYP (Golden Eagle Dynamic Hypergrowth ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds. HYP is actively managed, while RPG is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. HYP charges 0.85%/yr vs 0.35%/yr for RPG.

Performance

HYP vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Eagle Dynamic Hypergrowth ETF (HYP) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HYP achieves a 19.17% return, which is significantly lower than RPG's 26.05% return.

HYP

• 1D: -3.79%
• 1M: -5.92%
• 6M: 5.10%
• YTD: 19.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RPG

• 1D: -3.18%
• 1M: -3.30%
• 6M: 20.83%
• YTD: 26.05%
• 1Y: 28.01%
• 3Y*: 24.71%
• 5Y*: 10.20%
• 10Y*: 14.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HYP vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025
HYP Golden Eagle Dynamic Hypergrowth ETF	19.17%	-6.61%
RPG Invesco S&P 500 Pure Growth ETF	26.05%	-3.27%

Correlation

The correlation between HYP and RPG is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.80

Return for Risk

HYP vs. RPG — Risk / Return Rank

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

HYP

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

RPG

RPG Risk / Return Rank: 50
RPG Sharpe Ratio Rank: 42
RPG Sortino Ratio Rank: 40
RPG Omega Ratio Rank: 42
RPG Calmar Ratio Rank: 64
RPG Martin Ratio Rank: 63

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.

HYP vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Invesco S&P 500 Pure Growth ETF (RPG). 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.

	HYP	RPG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.20	—
Sortino ratio: Return per unit of downside risk	—	1.70	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	2.54	—
Martin ratio: Return relative to average drawdown	—	8.91	—

Drawdowns

HYP vs. RPG - Drawdown Comparison

The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for HYP and RPG.

Drawdown Indicators

	HYP	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-53.27%	+33.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	-12.70%	-7.92%	-4.78%
Average Drawdown Average peak-to-trough decline	-6.52%	-8.82%	+2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.15%	—

Volatility

Volatility by Period

	HYP	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	44.42%	23.48%	+20.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.42%	24.14%	+20.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.42%	23.01%	+21.41%

HYP vs. RPG - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than RPG's 0.35% expense ratio.

Dividends

HYP vs. RPG - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.11%, less than RPG's 0.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HYP Golden Eagle Dynamic Hypergrowth ETF	0.11%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RPG Invesco S&P 500 Pure Growth ETF	0.16%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%

Frequently Asked Questions

Can I hold both HYP and RPG in my portfolio?

HYP and RPG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYP or RPG?

On fees, RPG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HYP or RPG?

RPG is cheaper with a 0.35% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, HYP or RPG?

RPG has the higher dividend yield at 0.16%, compared with 0.11% for HYP.

What is the main difference between HYP and RPG?

They also come from different issuers: Golden Eagle and Invesco. Their fees differ too: 0.85% for HYP and 0.35% for RPG.