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RSP vs. EWSP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSP vs. EWSP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight ETF (RSP) and iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L). The values are adjusted to include any dividend payments, if applicable.

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RSP vs. EWSP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
RSP
Invesco S&P 500 Equal Weight ETF
0.94%11.21%12.79%13.70%-2.23%
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
0.24%11.81%12.23%13.40%-2.24%
Different Trading Currencies

RSP is traded in USD, while EWSP.L is traded in GBP. To make them comparable, the EWSP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RSP achieves a 0.94% return, which is significantly higher than EWSP.L's 0.24% return.


RSP

1D
0.32%
1M
-5.49%
YTD
0.94%
6M
2.11%
1Y
12.90%
3Y*
11.84%
5Y*
7.88%
10Y*
11.21%

EWSP.L

1D
1.53%
1M
-5.02%
YTD
0.24%
6M
2.25%
1Y
12.95%
3Y*
11.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSP vs. EWSP.L - Expense Ratio Comparison

Both RSP and EWSP.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

RSP vs. EWSP.L — Risk / Return Rank

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

RSP
RSP Risk / Return Rank: 4141
Overall Rank
RSP Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 3939
Sortino Ratio Rank
RSP Omega Ratio Rank: 4040
Omega Ratio Rank
RSP Calmar Ratio Rank: 3939
Calmar Ratio Rank
RSP Martin Ratio Rank: 4747
Martin Ratio Rank

EWSP.L
EWSP.L Risk / Return Rank: 3939
Overall Rank
EWSP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EWSP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
EWSP.L Omega Ratio Rank: 3333
Omega Ratio Rank
EWSP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
EWSP.L Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSP vs. EWSP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight ETF (RSP) and iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L). 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.


RSPEWSP.LDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.85

-0.10

Sortino ratio

Return per unit of downside risk

1.17

1.24

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.04

1.34

-0.30

Martin ratio

Return relative to average drawdown

4.64

5.46

-0.81

RSP vs. EWSP.L - Sharpe Ratio Comparison

The current RSP Sharpe Ratio is 0.75, which is comparable to the EWSP.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of RSP and EWSP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPEWSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.85

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.65

-0.10

Correlation

The correlation between RSP and EWSP.L is 0.69, 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.


Dividends

RSP vs. EWSP.L - Dividend Comparison

RSP's dividend yield for the trailing twelve months is around 1.62%, while EWSP.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSP vs. EWSP.L - Drawdown Comparison

The maximum RSP drawdown since its inception was -59.92%, which is greater than EWSP.L's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for RSP and EWSP.L.


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Drawdown Indicators


RSPEWSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.92%

-19.59%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-11.40%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

Current Drawdown

Current decline from peak

-5.66%

-4.30%

-1.36%

Average Drawdown

Average peak-to-trough decline

-6.69%

-4.84%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.09%

+0.71%

Volatility

RSP vs. EWSP.L - Volatility Comparison

Invesco S&P 500 Equal Weight ETF (RSP) has a higher volatility of 4.40% compared to iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) at 3.78%. This indicates that RSP's price experiences larger fluctuations and is considered to be riskier than EWSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPEWSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.78%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

7.40%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

15.15%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

14.63%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

14.63%

+3.73%