RSPD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) and S&P 500 Index (^GSPC).

RSPD is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Consumer Discretionary -SEC. It was launched on Nov 1, 2006.

Performance

RSPD vs. ^GSPC - Performance Comparison

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

RSPD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF	-5.55%	7.98%	13.37%	22.55%	-24.03%	28.75%	11.43%	25.88%	-8.79%	15.04%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, RSPD achieves a -5.55% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, RSPD has underperformed ^GSPC with an annualized return of 7.40%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

RSPD

• 1D: 0.40%
• 1M: -6.82%
• YTD: -5.55%
• 6M: -6.80%
• 1Y: 8.16%
• 3Y*: 9.16%
• 5Y*: 3.58%
• 10Y*: 7.40%

^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

RSPD vs. ^GSPC — Risk / Return Rank

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

RSPD

RSPD Risk / Return Rank: 23
RSPD Sharpe Ratio Rank: 21
RSPD Sortino Ratio Rank: 23
RSPD Omega Ratio Rank: 22
RSPD Calmar Ratio Rank: 27
RSPD Martin Ratio Rank: 24

^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.

RSPD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) 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.

	RSPD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.36	0.92	-0.55
Sortino ratio Return per unit of downside risk	0.71	1.41	-0.70
Omega ratio Gain probability vs. loss probability	1.09	1.21	-0.13
Calmar ratio Return relative to maximum drawdown	0.65	1.41	-0.77
Martin ratio Return relative to average drawdown	1.88	6.61	-4.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPD vs. ^GSPC - Sharpe Ratio Comparison

The current RSPD Sharpe Ratio is 0.36, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RSPD 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

	RSPD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	0.92	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.61	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.68	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.46	-0.13

Correlation

The correlation between RSPD and ^GSPC is 0.78, 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

RSPD vs. ^GSPC - Drawdown Comparison

The maximum RSPD drawdown since its inception was -68.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RSPD and ^GSPC.

Drawdown Indicators

	RSPD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-68.00%	-56.78%	-11.22%
Max Drawdown (1Y) Largest decline over 1 year	-13.57%	-12.14%	-1.43%
Max Drawdown (5Y) Largest decline over 5 years	-34.41%	-25.43%	-8.98%
Max Drawdown (10Y) Largest decline over 10 years	-48.00%	-33.92%	-14.08%
Current Drawdown Current decline from peak	-10.26%	-5.78%	-4.48%
Average Drawdown Average peak-to-trough decline	-10.72%	-10.75%	+0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	2.60%	+2.10%

Volatility

RSPD vs. ^GSPC - Volatility Comparison

Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) has a higher volatility of 6.41% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that RSPD'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.

Volatility by Period

	RSPD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	5.37%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	12.97%	9.55%	+3.42%
Volatility (1Y) Calculated over the trailing 1-year period	22.51%	18.33%	+4.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.01%	16.90%	+5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.01%	18.05%	+4.96%