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RHS vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RHS and FSTA is 0.93, 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

RHS vs. FSTA - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.09%
4.80%
RHS
FSTA

Key characteristics

Sharpe Ratio

RHS:

0.15

FSTA:

1.82

Sortino Ratio

RHS:

0.29

FSTA:

2.68

Omega Ratio

RHS:

1.03

FSTA:

1.32

Calmar Ratio

RHS:

0.04

FSTA:

3.07

Martin Ratio

RHS:

0.49

FSTA:

10.88

Ulcer Index

RHS:

3.35%

FSTA:

1.60%

Daily Std Dev

RHS:

11.02%

FSTA:

9.55%

Max Drawdown

RHS:

-80.64%

FSTA:

-25.13%

Current Drawdown

RHS:

-44.54%

FSTA:

-3.91%

Returns By Period

In the year-to-date period, RHS achieves a -0.90% return, which is significantly lower than FSTA's 14.54% return. Over the past 10 years, RHS has underperformed FSTA with an annualized return of 5.19%, while FSTA has yielded a comparatively higher 7.99% annualized return.


RHS

YTD

-0.90%

1M

-0.59%

6M

-0.90%

1Y

0.99%

5Y*

3.25%

10Y*

5.19%

FSTA

YTD

14.54%

1M

-0.09%

6M

5.92%

1Y

16.57%

5Y*

8.43%

10Y*

7.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RHS vs. FSTA - Expense Ratio Comparison

RHS has a 0.40% expense ratio, which is higher than FSTA's 0.08% expense ratio.


RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
Expense ratio chart for RHS: 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%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

RHS vs. FSTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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 RHS, currently valued at 0.15, compared to the broader market0.002.004.000.151.82
The chart of Sortino ratio for RHS, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.292.68
The chart of Omega ratio for RHS, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.32
The chart of Calmar ratio for RHS, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.07
The chart of Martin ratio for RHS, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.00100.000.4910.88
RHS
FSTA

The current RHS Sharpe Ratio is 0.15, which is lower than the FSTA Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of RHS and FSTA, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.82
RHS
FSTA

Dividends

RHS vs. FSTA - Dividend Comparison

RHS's dividend yield for the trailing twelve months is around 2.08%, less than FSTA's 2.42% yield.


TTM20232022202120202019201820172016201520142013
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
2.08%2.78%2.31%2.07%2.14%2.12%0.59%0.00%0.00%0.00%1.74%1.54%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.42%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%

Drawdowns

RHS vs. FSTA - Drawdown Comparison

The maximum RHS drawdown since its inception was -80.64%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for RHS and FSTA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.04%
-3.91%
RHS
FSTA

Volatility

RHS vs. FSTA - Volatility Comparison

Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) has a higher volatility of 3.55% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 2.89%. This indicates that RHS's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
2.89%
RHS
FSTA
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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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