RHS vs. SPY
Compare and contrast key facts about Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) and SPDR S&P 500 ETF (SPY).
RHS and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both RHS and SPY 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 SPY.
Performance
RHS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, RHS achieves a 0.90% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, RHS has underperformed SPY with an annualized return of 5.66%, while SPY has yielded a comparatively higher 13.04% annualized return.
RHS
0.90%
-3.61%
-3.10%
6.79%
4.47%
5.66%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| RHS | SPY | |
|---|---|---|
| Sharpe Ratio | 0.61 | 2.64 |
| Sortino Ratio | 0.94 | 3.53 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.14 | 3.81 |
| Martin Ratio | 2.18 | 17.21 |
| Ulcer Index | 3.13% | 1.86% |
| Daily Std Dev | 11.26% | 12.15% |
| Max Drawdown | -80.64% | -55.19% |
| Current Drawdown | -43.53% | -2.17% |
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RHS vs. SPY - Expense Ratio Comparison
RHS has a 0.40% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between RHS and SPY is 0.61, 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.
Risk-Adjusted Performance
RHS vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
RHS's dividend yield for the trailing twelve months is around 2.92%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
RHS vs. SPY - Drawdown Comparison
The maximum RHS drawdown since its inception was -80.64%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RHS and SPY. For additional features, visit the drawdowns tool.
Volatility
RHS vs. SPY - Volatility Comparison
The current volatility for Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) is 2.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that RHS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.