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RSPD vs. BJK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPD vs. BJK - 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 VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

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RSPD vs. BJK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
-5.92%7.98%13.37%22.55%-24.03%28.75%11.43%25.88%-8.79%15.04%
BJK
VanEck Vectors Gaming ETF
-15.50%4.15%-1.39%11.52%-12.83%-4.30%12.72%30.17%-26.79%41.11%

Returns By Period

In the year-to-date period, RSPD achieves a -5.92% return, which is significantly higher than BJK's -15.50% return. Over the past 10 years, RSPD has outperformed BJK with an annualized return of 7.36%, while BJK has yielded a comparatively lower 2.30% annualized return.


RSPD

1D
2.92%
1M
-9.04%
YTD
-5.92%
6M
-6.83%
1Y
8.38%
3Y*
9.02%
5Y*
3.50%
10Y*
7.36%

BJK

1D
2.82%
1M
-5.85%
YTD
-15.50%
6M
-20.33%
1Y
-4.61%
3Y*
-5.58%
5Y*
-6.99%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPD vs. BJK - Expense Ratio Comparison

RSPD has a 0.40% expense ratio, which is lower than BJK's 0.66% expense ratio.


Return for Risk

RSPD vs. BJK — Risk / Return Rank

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

RSPD
RSPD Risk / Return Rank: 2626
Overall Rank
RSPD Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RSPD Sortino Ratio Rank: 2626
Sortino Ratio Rank
RSPD Omega Ratio Rank: 2424
Omega Ratio Rank
RSPD Calmar Ratio Rank: 2929
Calmar Ratio Rank
RSPD Martin Ratio Rank: 2626
Martin Ratio Rank

BJK
BJK Risk / Return Rank: 88
Overall Rank
BJK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BJK Sortino Ratio Rank: 88
Sortino Ratio Rank
BJK Omega Ratio Rank: 88
Omega Ratio Rank
BJK Calmar Ratio Rank: 88
Calmar Ratio Rank
BJK Martin Ratio Rank: 88
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.

RSPD vs. BJK - 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 VanEck Vectors Gaming ETF (BJK). 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.


RSPDBJKDifference

Sharpe ratio

Return per unit of total volatility

0.37

-0.21

+0.59

Sortino ratio

Return per unit of downside risk

0.73

-0.17

+0.89

Omega ratio

Gain probability vs. loss probability

1.09

0.98

+0.11

Calmar ratio

Return relative to maximum drawdown

0.68

-0.23

+0.91

Martin ratio

Return relative to average drawdown

1.98

-0.56

+2.53

RSPD vs. BJK - Sharpe Ratio Comparison

The current RSPD Sharpe Ratio is 0.37, which is higher than the BJK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RSPD and BJK, 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


RSPDBJKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-0.21

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.29

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.09

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.05

+0.28

Correlation

The correlation between RSPD and BJK is 0.63, 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

RSPD vs. BJK - Dividend Comparison

RSPD's dividend yield for the trailing twelve months is around 1.05%, less than BJK's 3.95% yield.


TTM20252024202320222021202020192018201720162015
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
1.05%1.08%0.84%1.09%0.99%0.53%0.81%1.59%1.67%1.45%1.27%1.37%
BJK
VanEck Vectors Gaming ETF
3.95%3.34%2.88%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%

Drawdowns

RSPD vs. BJK - Drawdown Comparison

The maximum RSPD drawdown since its inception was -68.00%, roughly equal to the maximum BJK drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for RSPD and BJK.


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Drawdown Indicators


RSPDBJKDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-71.12%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-26.40%

+12.83%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-43.48%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-48.00%

-56.43%

+8.43%

Current Drawdown

Current decline from peak

-10.61%

-33.66%

+23.05%

Average Drawdown

Average peak-to-trough decline

-10.72%

-24.48%

+13.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

11.13%

-6.48%

Volatility

RSPD vs. BJK - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) is 6.40%, while VanEck Vectors Gaming ETF (BJK) has a volatility of 7.04%. This indicates that RSPD experiences smaller price fluctuations and is considered to be less risky than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPDBJKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

7.04%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

13.39%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

22.52%

21.82%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

24.49%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

25.03%

-2.01%