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RSPD vs. GXPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPD vs. GXPD - 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 Global X PureCap MSCI Consumer Discretionary ETF (GXPD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPD achieves a 1.19% return, which is significantly lower than GXPD's 2.35% return.


RSPD

1D
1.06%
1M
1.79%
6M
-2.22%
YTD
1.19%
1Y
6.06%
3Y*
8.79%
5Y*
4.22%
10Y*
8.14%
ALL TIME*
8.32%

GXPD

1D
2.58%
1M
3.48%
6M
-0.02%
YTD
2.35%
1Y
13.18%
3Y*
5Y*
10Y*
ALL TIME*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.93M$2.16M$1.74M
$3.23M$2.98M$3.50M

RSPD vs. GXPD - Yearly Performance Comparison


Correlation

The correlation between RSPD and GXPD is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.67

The correlation between RSPD and GXPD has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.

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Return for Risk

RSPD vs. GXPD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSPD
RSPD Risk / Return Rank: 1818
Overall Rank
RSPD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RSPD Sortino Ratio Rank: 1919
Sortino Ratio Rank
RSPD Omega Ratio Rank: 1717
Omega Ratio Rank
RSPD Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSPD Martin Ratio Rank: 1818
Martin Ratio Rank

GXPD
GXPD Risk / Return Rank: 2525
Overall Rank
GXPD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GXPD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GXPD Omega Ratio Rank: 2525
Omega Ratio Rank
GXPD Calmar Ratio Rank: 2525
Calmar Ratio Rank
GXPD Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSPD vs. GXPD - 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 Global X PureCap MSCI Consumer Discretionary ETF (GXPD). 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.


RSPDGXPDDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.44

0.80

-0.36

Martin ratioReturn relative to average drawdown

0.99

2.15

-1.16

RSPD vs. GXPD - Sharpe Ratio Comparison

The current RSPD Sharpe Ratio is 0.32, which is lower than the GXPD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of RSPD and GXPD, 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

RSPD vs. GXPD - Drawdown Comparison

The maximum RSPD drawdown since its inception was -68.00%, which is greater than GXPD's maximum drawdown of -16.61%. Use the drawdown chart below to compare losses from any high point for RSPD and GXPD.


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Drawdown Indicators


RSPDGXPDDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-16.61%

-51.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-16.61%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

Max Drawdown (10Y)

Largest decline over 10 years

-48.00%

Current Drawdown

Current decline from peak

-3.85%

-2.41%

-1.44%

Average Drawdown

Average peak-to-trough decline

-10.67%

-4.70%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

6.14%

0.00%

Volatility

RSPD vs. GXPD - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) is 6.00%, while Global X PureCap MSCI Consumer Discretionary ETF (GXPD) has a volatility of 9.39%. This indicates that RSPD experiences smaller price fluctuations and is considered to be less risky than GXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPDGXPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

9.39%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

16.95%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

21.66%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.19%

21.66%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.13%

21.66%

+1.47%

RSPD vs. GXPD - Expense Ratio Comparison

RSPD has a 0.40% expense ratio, which is higher than GXPD's 0.15% expense ratio.


Dividends

RSPD vs. GXPD - Dividend Comparison

RSPD's dividend yield for the trailing twelve months is around 0.86%, more than GXPD's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPD
Global X PureCap MSCI Consumer Discretionary ETF
0.33%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
0.86%1.08%0.84%1.09%0.99%0.53%0.81%1.59%1.67%1.45%1.27%1.37%

Frequently Asked Questions


RSPD and GXPD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXPD has higher volatility (9.39%) compared to RSPD (6.00%). In terms of maximum drawdown, RSPD dropped -68.00% vs GXPD's -16.61%.

On 1-year performance, GXPD leads with 13.18% vs 6.06% for RSPD. On fees, GXPD is cheaper at 0.15% per year. On volatility, RSPD has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GXPD has performed better with a 13.18% return vs 6.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXPD is cheaper with a 0.15% expense ratio, compared with 0.40% for RSPD.

RSPD has the higher dividend yield at 0.86%, compared with 0.33% for GXPD.

RSPD tracks S&P 500 Equal Weighted / Consumer Discretionary -SEC, while GXPD tracks MSCI USA Consumer Discretionary PureCap Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.40% for RSPD and 0.15% for GXPD.

GXPD currently has the higher Sharpe Ratio (0.61 vs 0.32), 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

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