RHS vs. USMV
Compare and contrast key facts about Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) and iShares Edge MSCI Min Vol USA ETF (USMV).
RHS and USMV 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. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. Both RHS and USMV 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 USMV.
Performance
RHS vs. USMV - Performance Comparison
Returns By Period
In the year-to-date period, RHS achieves a 0.66% return, which is significantly lower than USMV's 20.62% return. Over the past 10 years, RHS has underperformed USMV with an annualized return of 5.66%, while USMV has yielded a comparatively higher 10.83% annualized return.
RHS
0.66%
-2.64%
-1.06%
5.19%
4.41%
5.66%
USMV
20.62%
0.94%
13.07%
24.93%
9.64%
10.83%
Key characteristics
| RHS | USMV | |
|---|---|---|
| Sharpe Ratio | 0.53 | 3.02 |
| Sortino Ratio | 0.83 | 4.24 |
| Omega Ratio | 1.09 | 1.56 |
| Calmar Ratio | 0.13 | 5.89 |
| Martin Ratio | 1.86 | 19.59 |
| Ulcer Index | 3.22% | 1.32% |
| Daily Std Dev | 11.34% | 8.55% |
| Max Drawdown | -80.64% | -33.10% |
| Current Drawdown | -43.67% | -0.55% |
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RHS vs. USMV - Expense Ratio Comparison
RHS has a 0.40% expense ratio, which is higher than USMV's 0.15% expense ratio.
Correlation
The correlation between RHS and USMV is 0.75, 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. USMV - 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 iShares Edge MSCI Min Vol USA ETF (USMV). 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. USMV - Dividend Comparison
RHS's dividend yield for the trailing twelve months is around 2.92%, more than USMV's 1.61% 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% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
RHS vs. USMV - Drawdown Comparison
The maximum RHS drawdown since its inception was -80.64%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for RHS and USMV. For additional features, visit the drawdowns tool.
Volatility
RHS vs. USMV - Volatility Comparison
The current volatility for Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) is 3.00%, while iShares Edge MSCI Min Vol USA ETF (USMV) has a volatility of 3.32%. This indicates that RHS experiences smaller price fluctuations and is considered to be less risky than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.