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

Correlation

The correlation between RHS and RSPN is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

RHS vs. RSPN - 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 Invesco S&P 500® Equal Weight Industrials ETF (RSPN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-6.45%
651.62%
RHS
RSPN

Key characteristics

Sharpe Ratio

RHS:

0.15

RSPN:

1.52

Sortino Ratio

RHS:

0.29

RSPN:

2.20

Omega Ratio

RHS:

1.03

RSPN:

1.27

Calmar Ratio

RHS:

0.04

RSPN:

2.57

Martin Ratio

RHS:

0.49

RSPN:

8.27

Ulcer Index

RHS:

3.35%

RSPN:

2.62%

Daily Std Dev

RHS:

11.02%

RSPN:

14.23%

Max Drawdown

RHS:

-80.64%

RSPN:

-61.64%

Current Drawdown

RHS:

-44.54%

RSPN:

-7.52%

Returns By Period

In the year-to-date period, RHS achieves a -0.90% return, which is significantly lower than RSPN's 18.99% return. Over the past 10 years, RHS has underperformed RSPN with an annualized return of 5.19%, while RSPN has yielded a comparatively higher 10.94% annualized return.


RHS

YTD

-0.90%

1M

-0.59%

6M

-0.90%

1Y

0.99%

5Y*

3.25%

10Y*

5.19%

RSPN

YTD

18.99%

1M

-4.14%

6M

11.62%

1Y

20.30%

5Y*

13.65%

10Y*

10.94%

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. RSPN - Expense Ratio Comparison

Both RHS and RSPN have an expense ratio of 0.40%.


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 RSPN: 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

RHS vs. RSPN - 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 Invesco S&P 500® Equal Weight Industrials ETF (RSPN). 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 market0.002.004.000.151.52
The chart of Sortino ratio for RHS, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.292.20
The chart of Omega ratio for RHS, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.27
The chart of Calmar ratio for RHS, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.042.57
The chart of Martin ratio for RHS, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.00100.000.498.27
RHS
RSPN

The current RHS Sharpe Ratio is 0.15, which is lower than the RSPN Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RHS and RSPN, 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
1.52
RHS
RSPN

Dividends

RHS vs. RSPN - Dividend Comparison

RHS's dividend yield for the trailing twelve months is around 2.08%, more than RSPN's 0.65% 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%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
0.65%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RHS vs. RSPN - Drawdown Comparison

The maximum RHS drawdown since its inception was -80.64%, which is greater than RSPN's maximum drawdown of -61.64%. Use the drawdown chart below to compare losses from any high point for RHS and RSPN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.54%
-7.52%
RHS
RSPN

Volatility

RHS vs. RSPN - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) is 3.55%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 4.60%. This indicates that RHS experiences smaller price fluctuations and is considered to be less risky than RSPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
4.60%
RHS
RSPN
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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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