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RSPD vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPD vs. TMH - 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 Toyota Motor Corporation ADRhedged (TMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RSPD

1D
-1.07%
1M
-0.38%
YTD
-3.92%
6M
-2.73%
1Y
6.90%
3Y*
9.93%
5Y*
3.29%
10Y*
8.01%

TMH

1D
-1.19%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPD vs. TMH - Yearly Performance Comparison


Correlation

The correlation between RSPD and TMH is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

RSPD vs. TMH — Risk / Return Rank

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

RSPD
RSPD Risk / Return Rank: 1414
Overall Rank
RSPD Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RSPD Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSPD Omega Ratio Rank: 1414
Omega Ratio Rank
RSPD Calmar Ratio Rank: 1515
Calmar Ratio Rank
RSPD Martin Ratio Rank: 1414
Martin Ratio Rank

TMH
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. TMH - 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 Toyota Motor Corporation ADRhedged (TMH). 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.


RSPDTMHDifference

Sharpe ratio

Return per unit of total volatility

0.38

Sortino ratio

Return per unit of downside risk

0.71

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

0.50

Martin ratio

Return relative to average drawdown

1.25

RSPD vs. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RSPDTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-6.75

+7.08

Drawdowns

RSPD vs. TMH - Drawdown Comparison

The maximum RSPD drawdown since its inception was -68.00%, which is greater than TMH's maximum drawdown of -5.57%. Use the drawdown chart below to compare losses from any high point for RSPD and TMH.


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Drawdown Indicators


RSPDTMHDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-5.57%

-62.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

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

-8.70%

-5.57%

-3.13%

Average Drawdown

Average peak-to-trough decline

-10.70%

-3.76%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

Volatility

RSPD vs. TMH - Volatility Comparison


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Volatility by Period


RSPDTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

18.01%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

18.01%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

18.01%

+5.10%

RSPD vs. TMH - Expense Ratio Comparison

RSPD has a 0.40% expense ratio, which is higher than TMH's 0.19% expense ratio.


Dividends

RSPD vs. TMH - Dividend Comparison

RSPD's dividend yield for the trailing twelve months is around 1.02%, while TMH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
1.02%1.08%0.84%1.09%0.99%0.53%0.81%1.59%1.67%1.45%1.27%1.37%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSPD and TMH have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.40% for RSPD.

RSPD has the higher dividend yield at 1.02%, compared with 0.00% for TMH.

RSPD tracks S&P 500 Equal Weighted / Consumer Discretionary -SEC, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: Invesco and ADRhedged. Their fees differ too: 0.40% for RSPD and 0.19% for TMH.

Portfolio Optimizer

Find the right allocation for RSPD and TMH

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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