RSPC vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) and S&P 500 Index (^GSPC).

RSPC is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Communication Services Plus Index. It was launched on Nov 7, 2018.

Performance

RSPC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RSPC vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
RSPC Invesco S&P 500 Equal Weight Communication Services ETF	-5.79%	18.44%	17.98%	17.92%	-29.00%	14.55%	22.14%	21.35%	-11.38%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-7.21%

Returns By Period

In the year-to-date period, RSPC achieves a -5.79% return, which is significantly lower than ^GSPC's -3.95% return.

RSPC

• 1D: 0.10%
• 1M: -4.61%
• YTD: -5.79%
• 6M: -7.11%
• 1Y: 7.91%
• 3Y*: 12.38%
• 5Y*: 1.15%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RSPC vs. ^GSPC — Risk / Return Rank

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

RSPC

RSPC Risk / Return Rank: 25
RSPC Sharpe Ratio Rank: 24
RSPC Sortino Ratio Rank: 25
RSPC Omega Ratio Rank: 24
RSPC Calmar Ratio Rank: 27
RSPC Martin Ratio Rank: 23

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

RSPC vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) and S&P 500 Index (^GSPC). 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.

	RSPC	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.46	0.92	-0.46
Sortino ratio Return per unit of downside risk	0.77	1.41	-0.65
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.69	1.41	-0.73
Martin ratio Return relative to average drawdown	1.64	6.61	-4.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPC vs. ^GSPC - Sharpe Ratio Comparison

The current RSPC Sharpe Ratio is 0.46, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RSPC and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RSPC	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	0.92	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.61	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.46	-0.12

Correlation

The correlation between RSPC and ^GSPC 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.

Drawdowns

RSPC vs. ^GSPC - Drawdown Comparison

The maximum RSPC drawdown since its inception was -38.03%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RSPC and ^GSPC.

Drawdown Indicators

	RSPC	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-38.03%	-56.78%	+18.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-12.14%	+1.20%
Max Drawdown (5Y) Largest decline over 5 years	-37.96%	-25.43%	-12.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-8.69%	-5.78%	-2.91%
Average Drawdown Average peak-to-trough decline	-12.83%	-10.75%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.60%	2.60%	+2.00%

Volatility

RSPC vs. ^GSPC - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) is 3.70%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that RSPC experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSPC	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	5.37%	-1.67%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	9.55%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	17.27%	18.33%	-1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.57%	16.90%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.91%	18.05%	+2.86%