PortfoliosLab logoPortfoliosLab logo
ISHP vs. RSPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHP vs. RSPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) and Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ISHP vs. RSPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHP
First Trust S-Network Global E-Commerce ETF
-14.81%12.27%24.17%22.24%-33.79%30.09%15.33%19.74%-2.04%7.66%
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
-5.55%7.98%13.37%22.55%-24.03%28.75%11.43%25.88%-8.79%15.04%

Returns By Period

In the year-to-date period, ISHP achieves a -14.81% return, which is significantly lower than RSPD's -5.55% return.


ISHP

1D
0.00%
1M
-5.71%
YTD
-14.81%
6M
-19.68%
1Y
-6.75%
3Y*
9.13%
5Y*
2.10%
10Y*

RSPD

1D
0.40%
1M
-6.82%
YTD
-5.55%
6M
-6.80%
1Y
8.16%
3Y*
9.16%
5Y*
3.58%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ISHP vs. RSPD - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is higher than RSPD's 0.40% expense ratio.


Return for Risk

ISHP vs. RSPD — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 66
Overall Rank
ISHP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 66
Sortino Ratio Rank
ISHP Omega Ratio Rank: 66
Omega Ratio Rank
ISHP Calmar Ratio Rank: 88
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

RSPD
RSPD Risk / Return Rank: 2323
Overall Rank
RSPD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RSPD Sortino Ratio Rank: 2323
Sortino Ratio Rank
RSPD Omega Ratio Rank: 2222
Omega Ratio Rank
RSPD Calmar Ratio Rank: 2727
Calmar Ratio Rank
RSPD Martin Ratio Rank: 2424
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.

ISHP vs. RSPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) and Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD). 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.


ISHPRSPDDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.36

-0.68

Sortino ratio

Return per unit of downside risk

-0.31

0.71

-1.03

Omega ratio

Gain probability vs. loss probability

0.96

1.09

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.26

0.65

-0.91

Martin ratio

Return relative to average drawdown

-0.74

1.88

-2.62

ISHP vs. RSPD - Sharpe Ratio Comparison

The current ISHP Sharpe Ratio is -0.32, which is lower than the RSPD Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ISHP and RSPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ISHPRSPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.36

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.16

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.05

Correlation

The correlation between ISHP and RSPD is 0.64, 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

ISHP vs. RSPD - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.57%, more than RSPD's 1.04% yield.


TTM20252024202320222021202020192018201720162015
ISHP
First Trust S-Network Global E-Commerce ETF
1.57%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%0.00%
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
1.04%1.08%0.84%1.09%0.99%0.53%0.81%1.59%1.67%1.45%1.27%1.37%

Drawdowns

ISHP vs. RSPD - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum RSPD drawdown of -68.00%. Use the drawdown chart below to compare losses from any high point for ISHP and RSPD.


Loading graphics...

Drawdown Indicators


ISHPRSPDDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-68.00%

+20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

-13.57%

-11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-34.41%

-13.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.00%

Current Drawdown

Current decline from peak

-21.74%

-10.26%

-11.48%

Average Drawdown

Average peak-to-trough decline

-12.55%

-10.72%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

4.70%

+3.98%

Volatility

ISHP vs. RSPD - Volatility Comparison

First Trust S-Network Global E-Commerce ETF (ISHP) has a higher volatility of 7.22% compared to Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) at 6.41%. This indicates that ISHP's price experiences larger fluctuations and is considered to be riskier than RSPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ISHPRSPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

6.41%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

12.97%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

22.51%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

22.01%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

23.01%

+1.18%