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POWA vs. RSSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWA vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Pricing Power ETF (POWA) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWA achieves a 1.81% return, which is significantly lower than RSSY's 30.52% return.


POWA

1D
0.81%
1M
2.31%
6M
-1.06%
YTD
1.81%
1Y
5.70%
3Y*
11.26%
5Y*
7.24%
10Y*
10.26%
ALL TIME*
8.69%

RSSY

1D
0.56%
1M
-0.81%
6M
26.44%
YTD
30.52%
1Y
36.79%
3Y*
5Y*
10Y*
ALL TIME*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$275.81K$326.17K$415.64K
$504.98K$631.31K$722.65K

POWA vs. RSSY - Yearly Performance Comparison


2026 (YTD)20252024
POWA
Invesco Bloomberg Pricing Power ETF
1.81%11.71%6.55%
RSSY
Return Stacked US Stocks & Futures Yield ETF
30.52%-3.52%1.40%

Correlation

The correlation between POWA and RSSY is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (All Time)
Calculated using the full available price history since May 29, 2024

0.44

The correlation between POWA and RSSY shifts across timeframes, from 0.33 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POWA vs. RSSY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POWA
POWA Risk / Return Rank: 2020
Overall Rank
POWA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
POWA Sortino Ratio Rank: 2121
Sortino Ratio Rank
POWA Omega Ratio Rank: 1919
Omega Ratio Rank
POWA Calmar Ratio Rank: 2020
Calmar Ratio Rank
POWA Martin Ratio Rank: 2020
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 9393
Overall Rank
RSSY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RSSY Omega Ratio Rank: 9393
Omega Ratio Rank
RSSY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RSSY Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POWA vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Pricing Power ETF (POWA) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.


POWARSSYDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.09

1.48

-0.39

Calmar ratioReturn relative to maximum drawdown

0.59

5.02

-4.43

Martin ratioReturn relative to average drawdown

1.35

16.37

-15.02

POWA vs. RSSY - Sharpe Ratio Comparison

The current POWA Sharpe Ratio is 0.47, which is lower than the RSSY Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of POWA and RSSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POWA vs. RSSY - Drawdown Comparison

The maximum POWA drawdown since its inception was -47.91%, which is greater than RSSY's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for POWA and RSSY.


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Drawdown Indicators


POWARSSYDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-29.57%

-18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-7.36%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

Current Drawdown

Current decline from peak

-2.51%

-2.53%

+0.02%

Average Drawdown

Average peak-to-trough decline

-6.23%

-6.93%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

2.25%

+2.00%

Volatility

POWA vs. RSSY - Volatility Comparison

Invesco Bloomberg Pricing Power ETF (POWA) has a higher volatility of 4.01% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.96%. This indicates that POWA's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWARSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

2.96%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

9.21%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

13.67%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

18.02%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.02%

-1.94%

POWA vs. RSSY - Expense Ratio Comparison

POWA has a 0.40% expense ratio, which is lower than RSSY's 1.04% expense ratio.


Dividends

POWA vs. RSSY - Dividend Comparison

POWA's dividend yield for the trailing twelve months is around 0.92%, less than RSSY's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
POWA
Invesco Bloomberg Pricing Power ETF
0.92%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%
RSSY
Return Stacked US Stocks & Futures Yield ETF
1.56%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


POWA and RSSY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWA has higher volatility (4.01%) compared to RSSY (2.96%). In terms of maximum drawdown, POWA dropped -47.91% vs RSSY's -29.57%.

On 1-year performance, RSSY leads with 36.79% vs 5.70% for POWA. On fees, POWA is cheaper at 0.40% per year. On volatility, RSSY has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSSY has performed better with a 36.79% return vs 5.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

POWA is cheaper with a 0.40% expense ratio, compared with 1.04% for RSSY.

RSSY has the higher dividend yield at 1.56%, compared with 0.92% for POWA.

They also come from different issuers: Invesco and Return Stacked. Their fees differ too: 0.40% for POWA and 1.04% for RSSY.

RSSY currently has the higher Sharpe Ratio (2.71 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for POWA and RSSY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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