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RCD vs. FDIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RCD and FDIS is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

RCD vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-89.15%
261.15%
RCD
FDIS

Key characteristics

Sharpe Ratio

RCD:

-0.92

FDIS:

0.09

Sortino Ratio

RCD:

-0.87

FDIS:

0.26

Omega Ratio

RCD:

0.65

FDIS:

1.03

Calmar Ratio

RCD:

-0.53

FDIS:

0.09

Martin Ratio

RCD:

-1.70

FDIS:

0.29

Ulcer Index

RCD:

29.74%

FDIS:

6.60%

Daily Std Dev

RCD:

55.00%

FDIS:

21.56%

Max Drawdown

RCD:

-95.30%

FDIS:

-39.16%

Current Drawdown

RCD:

-95.18%

FDIS:

-21.53%

Returns By Period

In the year-to-date period, RCD achieves a -2.47% return, which is significantly higher than FDIS's -16.22% return. Over the past 10 years, RCD has underperformed FDIS with an annualized return of -21.54%, while FDIS has yielded a comparatively higher 11.39% annualized return.


RCD

YTD

-2.47%

1M

0.00%

6M

-52.13%

1Y

-50.49%

5Y*

-33.12%

10Y*

-21.54%

FDIS

YTD

-16.22%

1M

-8.54%

6M

-5.07%

1Y

1.79%

5Y*

19.09%

10Y*

11.39%

*Annualized

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RCD vs. FDIS - Expense Ratio Comparison

RCD has a 0.40% expense ratio, which is higher than FDIS's 0.08% expense ratio.


Expense ratio chart for RCD: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RCD: 0.40%
Expense ratio chart for FDIS: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIS: 0.08%

Risk-Adjusted Performance

RCD vs. FDIS — Risk-Adjusted Performance Rank

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

RCD
The Risk-Adjusted Performance Rank of RCD is 22
Overall Rank
The Sharpe Ratio Rank of RCD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RCD is 33
Sortino Ratio Rank
The Omega Ratio Rank of RCD is 00
Omega Ratio Rank
The Calmar Ratio Rank of RCD is 33
Calmar Ratio Rank
The Martin Ratio Rank of RCD is 22
Martin Ratio Rank

FDIS
The Risk-Adjusted Performance Rank of FDIS is 3232
Overall Rank
The Sharpe Ratio Rank of FDIS is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FDIS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FDIS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FDIS is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RCD vs. FDIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.


The chart of Sharpe ratio for RCD, currently valued at -0.92, compared to the broader market0.002.004.00
RCD: -0.92
FDIS: 0.09
The chart of Sortino ratio for RCD, currently valued at -0.87, compared to the broader market-2.000.002.004.006.008.0010.0012.00
RCD: -0.87
FDIS: 0.26
The chart of Omega ratio for RCD, currently valued at 0.65, compared to the broader market0.501.001.502.002.503.00
RCD: 0.65
FDIS: 1.03
The chart of Calmar ratio for RCD, currently valued at -0.53, compared to the broader market0.005.0010.0015.00
RCD: -0.53
FDIS: 0.09
The chart of Martin ratio for RCD, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00100.00
RCD: -1.70
FDIS: 0.29

The current RCD Sharpe Ratio is -0.92, which is lower than the FDIS Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of RCD and FDIS, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.92
0.09
RCD
FDIS

Dividends

RCD vs. FDIS - Dividend Comparison

RCD's dividend yield for the trailing twelve months is around 2.47%, more than FDIS's 0.88% yield.


TTM20242023202220212020201920182017201620152014
RCD
Invesco S&P 500® Equal Weight Consumer Discretionary ETF
2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.88%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%

Drawdowns

RCD vs. FDIS - Drawdown Comparison

The maximum RCD drawdown since its inception was -95.30%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for RCD and FDIS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-94.90%
-21.53%
RCD
FDIS

Volatility

RCD vs. FDIS - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Consumer Discretionary ETF (RCD) is 2.56%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 11.03%. This indicates that RCD experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
2.56%
11.03%
RCD
FDIS