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

Correlation

The correlation between RHS and USMV is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

RHS vs. USMV - 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 iShares Edge MSCI Min Vol USA ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-37.86%
363.23%
RHS
USMV

Key characteristics

Sharpe Ratio

RHS:

-0.21

USMV:

1.06

Sortino Ratio

RHS:

-0.20

USMV:

1.49

Omega Ratio

RHS:

0.98

USMV:

1.23

Calmar Ratio

RHS:

-0.06

USMV:

1.46

Martin Ratio

RHS:

-0.59

USMV:

5.66

Ulcer Index

RHS:

4.96%

USMV:

2.42%

Daily Std Dev

RHS:

13.91%

USMV:

12.93%

Max Drawdown

RHS:

-80.64%

USMV:

-33.10%

Current Drawdown

RHS:

-44.08%

USMV:

-3.64%

Returns By Period

In the year-to-date period, RHS achieves a 1.40% return, which is significantly lower than USMV's 2.63% return. Over the past 10 years, RHS has underperformed USMV with an annualized return of 5.12%, while USMV has yielded a comparatively higher 10.17% annualized return.


RHS

YTD

1.40%

1M

0.56%

6M

-2.28%

1Y

-3.22%

5Y*

5.13%

10Y*

5.12%

USMV

YTD

2.63%

1M

-2.50%

6M

0.60%

1Y

13.63%

5Y*

11.08%

10Y*

10.17%

*Annualized

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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.


Expense ratio chart for RHS: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RHS: 0.40%
Expense ratio chart for USMV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USMV: 0.15%

Risk-Adjusted Performance

RHS vs. USMV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RHS
The Risk-Adjusted Performance Rank of RHS is 1111
Overall Rank
The Sharpe Ratio Rank of RHS is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of RHS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of RHS is 1010
Omega Ratio Rank
The Calmar Ratio Rank of RHS is 1515
Calmar Ratio Rank
The Martin Ratio Rank of RHS is 1010
Martin Ratio Rank

USMV
The Risk-Adjusted Performance Rank of USMV is 8484
Overall Rank
The Sharpe Ratio Rank of USMV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of USMV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of USMV is 8383
Omega Ratio Rank
The Calmar Ratio Rank of USMV is 8989
Calmar Ratio Rank
The Martin Ratio Rank of USMV is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for RHS, currently valued at -0.23, compared to the broader market-1.000.001.002.003.004.00
RHS: -0.23
USMV: 1.06
The chart of Sortino ratio for RHS, currently valued at -0.23, compared to the broader market-2.000.002.004.006.008.00
RHS: -0.23
USMV: 1.49
The chart of Omega ratio for RHS, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
RHS: 0.97
USMV: 1.23
The chart of Calmar ratio for RHS, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00
RHS: -0.07
USMV: 1.46
The chart of Martin ratio for RHS, currently valued at -0.65, compared to the broader market0.0020.0040.0060.00
RHS: -0.65
USMV: 5.66

The current RHS Sharpe Ratio is -0.21, which is lower than the USMV Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RHS and USMV, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.23
1.06
RHS
USMV

Dividends

RHS vs. USMV - Dividend Comparison

RHS's dividend yield for the trailing twelve months is around 2.84%, more than USMV's 1.60% yield.


TTM20242023202220212020201920182017201620152014
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
2.84%2.86%2.78%2.31%2.07%2.14%2.12%0.59%0.00%0.00%0.00%1.74%
USMV
iShares Edge MSCI Min Vol USA ETF
1.60%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.08%
-3.64%
RHS
USMV

Volatility

RHS vs. USMV - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) is 7.43%, while iShares Edge MSCI Min Vol USA ETF (USMV) has a volatility of 9.39%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
7.43%
9.39%
RHS
USMV