PortfoliosLab logoPortfoliosLab logo
PBW vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBW vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco WilderHill Clean Energy ETF (PBW) and Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PBW vs. RSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBW
Invesco WilderHill Clean Energy ETF
3.51%53.96%-30.77%-20.03%-44.55%-29.86%204.82%62.58%-14.11%39.92%
RSP
Invesco S&P 500 Equal Weight ETF
0.62%11.21%12.79%13.70%-11.62%29.41%12.66%28.91%-7.84%18.52%

Returns By Period

In the year-to-date period, PBW achieves a 3.51% return, which is significantly higher than RSP's 0.62% return. Over the past 10 years, PBW has underperformed RSP with an annualized return of 6.57%, while RSP has yielded a comparatively higher 11.17% annualized return.


PBW

1D
4.99%
1M
-2.46%
YTD
3.51%
6M
9.88%
1Y
102.59%
3Y*
-6.15%
5Y*
-18.62%
10Y*
6.57%

RSP

1D
2.05%
1M
-5.97%
YTD
0.62%
6M
2.01%
1Y
12.65%
3Y*
11.72%
5Y*
7.81%
10Y*
11.17%
*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.


PBW vs. RSP - Expense Ratio Comparison

PBW has a 0.61% expense ratio, which is higher than RSP's 0.20% expense ratio.


Return for Risk

PBW vs. RSP — Risk / Return Rank

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

PBW
PBW Risk / Return Rank: 9393
Overall Rank
PBW Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PBW Sortino Ratio Rank: 9494
Sortino Ratio Rank
PBW Omega Ratio Rank: 8888
Omega Ratio Rank
PBW Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBW Martin Ratio Rank: 9393
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4747
Overall Rank
RSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 4545
Sortino Ratio Rank
RSP Omega Ratio Rank: 4646
Omega Ratio Rank
RSP Calmar Ratio Rank: 4747
Calmar Ratio Rank
RSP Martin Ratio Rank: 5555
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.

PBW vs. RSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco WilderHill Clean Energy ETF (PBW) and Invesco S&P 500 Equal Weight ETF (RSP). 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.


PBWRSPDifference

Sharpe ratio

Return per unit of total volatility

2.41

0.74

+1.67

Sortino ratio

Return per unit of downside risk

2.91

1.15

+1.76

Omega ratio

Gain probability vs. loss probability

1.35

1.16

+0.18

Calmar ratio

Return relative to maximum drawdown

4.66

1.08

+3.58

Martin ratio

Return relative to average drawdown

12.87

4.89

+7.98

PBW vs. RSP - Sharpe Ratio Comparison

The current PBW Sharpe Ratio is 2.41, which is higher than the RSP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PBW and RSP, 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


PBWRSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.74

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.48

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.61

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.55

-0.62

Correlation

The correlation between PBW and RSP is 0.70, 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

PBW vs. RSP - Dividend Comparison

PBW's dividend yield for the trailing twelve months is around 0.86%, less than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
PBW
Invesco WilderHill Clean Energy ETF
0.86%0.79%2.84%3.68%4.21%1.71%0.44%1.45%2.04%1.28%2.68%1.53%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

PBW vs. RSP - Drawdown Comparison

The maximum PBW drawdown since its inception was -89.02%, which is greater than RSP's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for PBW and RSP.


Loading graphics...

Drawdown Indicators


PBWRSPDifference

Max Drawdown

Largest peak-to-trough decline

-89.02%

-59.92%

-29.10%

Max Drawdown (1Y)

Largest decline over 1 year

-21.24%

-12.54%

-8.70%

Max Drawdown (5Y)

Largest decline over 5 years

-84.98%

-21.38%

-63.60%

Max Drawdown (10Y)

Largest decline over 10 years

-89.02%

-39.04%

-49.98%

Current Drawdown

Current decline from peak

-73.91%

-5.97%

-67.94%

Average Drawdown

Average peak-to-trough decline

-62.86%

-6.69%

-56.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

2.78%

+4.92%

Volatility

PBW vs. RSP - Volatility Comparison

Invesco WilderHill Clean Energy ETF (PBW) has a higher volatility of 12.60% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.47%. This indicates that PBW's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PBWRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.60%

4.47%

+8.13%

Volatility (6M)

Calculated over the trailing 6-month period

31.89%

8.83%

+23.06%

Volatility (1Y)

Calculated over the trailing 1-year period

42.85%

17.17%

+25.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.94%

16.20%

+26.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.49%

18.36%

+20.13%