RHS vs. SPLV
Compare and contrast key facts about Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) and Invesco S&P 500® Low Volatility ETF (SPLV).
RHS and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RHS is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Consumer Staples -SEC. It was launched on Nov 1, 2006. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. Both RHS and SPLV 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: RHS or SPLV.
Performance
RHS vs. SPLV - Performance Comparison
Returns By Period
In the year-to-date period, RHS achieves a 0.66% return, which is significantly lower than SPLV's 19.73% return. Over the past 10 years, RHS has underperformed SPLV with an annualized return of 5.66%, while SPLV has yielded a comparatively higher 9.40% annualized return.
RHS
0.66%
-2.64%
-1.06%
5.19%
4.41%
5.66%
SPLV
19.73%
1.83%
14.74%
23.16%
7.52%
9.40%
Key characteristics
| RHS | SPLV | |
|---|---|---|
| Sharpe Ratio | 0.53 | 2.58 |
| Sortino Ratio | 0.83 | 3.60 |
| Omega Ratio | 1.09 | 1.47 |
| Calmar Ratio | 0.13 | 2.59 |
| Martin Ratio | 1.86 | 17.21 |
| Ulcer Index | 3.22% | 1.39% |
| Daily Std Dev | 11.34% | 9.26% |
| Max Drawdown | -80.64% | -36.26% |
| Current Drawdown | -43.67% | 0.00% |
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RHS vs. SPLV - Expense Ratio Comparison
RHS has a 0.40% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Correlation
The correlation between RHS and SPLV is 0.81, 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.
Risk-Adjusted Performance
RHS vs. SPLV - 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® Low Volatility ETF (SPLV). 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.
Dividends
RHS vs. SPLV - Dividend Comparison
RHS's dividend yield for the trailing twelve months is around 2.92%, more than SPLV's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | 2.92% | 2.78% | 2.31% | 2.07% | 2.14% | 2.12% | 0.59% | 0.00% | 0.00% | 0.00% | 1.74% | 1.54% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.84% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 2.03% | 2.03% | 2.28% | 2.20% | 2.60% |
Drawdowns
RHS vs. SPLV - Drawdown Comparison
The maximum RHS drawdown since its inception was -80.64%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for RHS and SPLV. For additional features, visit the drawdowns tool.
Volatility
RHS vs. SPLV - Volatility Comparison
Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) and Invesco S&P 500® Low Volatility ETF (SPLV) have volatilities of 3.00% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.