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RSPC vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, RSPC achieves a -8.48% return, which is significantly lower than ^GSPC's 9.79% return.


RSPC

1D
0.55%
1M
-1.00%
6M
-8.33%
YTD
-8.48%
1Y
-1.59%
3Y*
9.23%
5Y*
-0.13%
10Y*

^GSPC

1D
-0.79%
1M
1.13%
6M
7.71%
YTD
9.79%
1Y
20.06%
3Y*
18.60%
5Y*
11.43%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPC vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RSPC
Invesco S&P 500 Equal Weight Communication Services ETF
-8.48%18.44%17.98%17.92%-29.00%14.55%22.14%21.35%-11.38%
^GSPC
S&P 500 Index
9.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-7.91%

Correlation

The correlation between RSPC and ^GSPC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2018

0.73

Over the past year, the correlation between RSPC and ^GSPC has dropped to 0.40 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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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: 88
Overall Rank
RSPC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RSPC Sortino Ratio Rank: 77
Sortino Ratio Rank
RSPC Omega Ratio Rank: 77
Omega Ratio Rank
RSPC Calmar Ratio Rank: 88
Calmar Ratio Rank
RSPC Martin Ratio Rank: 88
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7171
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSPC^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.11

2.21

-2.32

Martin ratioReturn relative to average drawdown

-0.25

9.61

-9.85

RSPC vs. ^GSPC - Sharpe Ratio Comparison

The current RSPC Sharpe Ratio is -0.11, which is lower than the ^GSPC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of RSPC and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


RSPC^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-38.03%

-56.78%

+18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-9.10%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-18.90%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.73%

-25.43%

-12.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.30%

-1.24%

-10.06%

Average Drawdown

Average peak-to-trough decline

-12.69%

-10.71%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

2.09%

+4.41%

Volatility

RSPC vs. ^GSPC - Volatility Comparison

Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) has a higher volatility of 4.93% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that RSPC's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPC^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.96%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

9.99%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

12.57%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

17.01%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

18.05%

+2.66%

Frequently Asked Questions


RSPC and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPC has higher volatility (4.93%) compared to ^GSPC (3.96%). In terms of maximum drawdown, RSPC dropped -38.03% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RSPC and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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