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PPTY vs. RSPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPTY and RSPR is 0.95, 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.


-0.50.00.51.00.9

Performance

PPTY vs. RSPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%AugustSeptemberOctoberNovemberDecember2025
62.29%
71.47%
PPTY
RSPR

Key characteristics

Sharpe Ratio

PPTY:

0.77

RSPR:

0.67

Sortino Ratio

PPTY:

1.11

RSPR:

1.00

Omega Ratio

PPTY:

1.14

RSPR:

1.12

Calmar Ratio

PPTY:

0.52

RSPR:

0.45

Martin Ratio

PPTY:

4.08

RSPR:

3.08

Ulcer Index

PPTY:

2.87%

RSPR:

3.46%

Daily Std Dev

PPTY:

15.24%

RSPR:

15.85%

Max Drawdown

PPTY:

-41.69%

RSPR:

-41.96%

Current Drawdown

PPTY:

-8.33%

RSPR:

-9.16%

Returns By Period

In the year-to-date period, PPTY achieves a 0.44% return, which is significantly higher than RSPR's 0.33% return.


PPTY

YTD

0.44%

1M

-4.58%

6M

9.43%

1Y

11.65%

5Y*

3.76%

10Y*

N/A

RSPR

YTD

0.33%

1M

-5.47%

6M

10.14%

1Y

10.92%

5Y*

5.95%

10Y*

N/A

*Annualized

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PPTY vs. RSPR - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is higher than RSPR's 0.40% expense ratio.


PPTY
US Diversified Real Estate ETF
Expense ratio chart for PPTY: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for RSPR: 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%

Risk-Adjusted Performance

PPTY vs. RSPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR). 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 PPTY, currently valued at 0.77, compared to the broader market0.002.004.000.770.67
The chart of Sortino ratio for PPTY, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.111.00
The chart of Omega ratio for PPTY, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.12
The chart of Calmar ratio for PPTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.45
The chart of Martin ratio for PPTY, currently valued at 4.08, compared to the broader market0.0020.0040.0060.0080.00100.004.083.08
PPTY
RSPR

The current PPTY Sharpe Ratio is 0.77, which is comparable to the RSPR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PPTY and RSPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.77
0.67
PPTY
RSPR

Dividends

PPTY vs. RSPR - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 3.27%, more than RSPR's 2.57% yield.


TTM2024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF
3.27%3.28%4.08%4.29%2.88%3.44%3.30%2.16%0.00%0.00%0.00%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.57%2.58%2.91%3.14%2.56%3.82%2.97%3.02%3.01%2.06%1.03%

Drawdowns

PPTY vs. RSPR - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, roughly equal to the maximum RSPR drawdown of -41.96%. Use the drawdown chart below to compare losses from any high point for PPTY and RSPR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.33%
-9.16%
PPTY
RSPR

Volatility

PPTY vs. RSPR - Volatility Comparison

The current volatility for US Diversified Real Estate ETF (PPTY) is 5.35%, while Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a volatility of 6.01%. This indicates that PPTY experiences smaller price fluctuations and is considered to be less risky than RSPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.35%
6.01%
PPTY
RSPR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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