Correlation
The correlation between RGI and IEFA is 0.79, 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.
RGI vs. IEFA
Compare and contrast key facts about Invesco S&P 500® Equal Weight Industrials ETF (RGI) and iShares Core MSCI EAFE ETF (IEFA).
RGI and IEFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RGI is a passively managed fund by Invesco that tracks the performance of the S&P Equal Weight Index Industrials. It was launched on Nov 1, 2006. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both RGI and IEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGI or IEFA.
Performance
RGI vs. IEFA - Performance Comparison
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Key characteristics
RGI:
0.68
IEFA:
0.83
RGI:
1.24
IEFA:
1.43
RGI:
1.16
IEFA:
1.19
RGI:
0.37
IEFA:
1.20
RGI:
2.45
IEFA:
3.53
RGI:
6.38%
IEFA:
4.70%
RGI:
20.51%
IEFA:
17.58%
RGI:
-82.66%
IEFA:
-34.79%
RGI:
-31.00%
IEFA:
0.00%
Returns By Period
In the year-to-date period, RGI achieves a 3.88% return, which is significantly lower than IEFA's 18.81% return. Over the past 10 years, RGI has outperformed IEFA with an annualized return of 12.66%, while IEFA has yielded a comparatively lower 6.40% annualized return.
RGI
3.88%
4.54%
-4.40%
13.76%
14.87%
17.22%
12.66%
IEFA
18.81%
4.52%
14.95%
14.39%
11.76%
10.29%
6.40%
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RGI vs. IEFA - Expense Ratio Comparison
RGI has a 0.40% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Risk-Adjusted Performance
RGI vs. IEFA — Risk-Adjusted Performance Rank
RGI
IEFA
RGI vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RGI) and iShares Core MSCI EAFE ETF (IEFA). 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.
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Dividends
RGI vs. IEFA - Dividend Comparison
RGI's dividend yield for the trailing twelve months is around 0.95%, less than IEFA's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGI Invesco S&P 500® Equal Weight Industrials ETF | 0.95% | 0.98% | 1.06% | 1.09% | 0.70% | 0.96% | 1.33% | 1.49% | 1.12% | 1.31% | 1.51% | 1.28% |
IEFA iShares Core MSCI EAFE ETF | 2.92% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
Drawdowns
RGI vs. IEFA - Drawdown Comparison
The maximum RGI drawdown since its inception was -82.66%, which is greater than IEFA's maximum drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for RGI and IEFA.
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Volatility
RGI vs. IEFA - Volatility Comparison
Invesco S&P 500® Equal Weight Industrials ETF (RGI) has a higher volatility of 5.65% compared to iShares Core MSCI EAFE ETF (IEFA) at 3.23%. This indicates that RGI's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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