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RSPD vs. XLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSPD and XLY 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.


Performance

RSPD vs. XLY - 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 Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
309.37%
576.27%
RSPD
XLY

Key characteristics

Sharpe Ratio

RSPD:

0.26

XLY:

0.51

Sortino Ratio

RSPD:

0.53

XLY:

0.89

Omega Ratio

RSPD:

1.07

XLY:

1.11

Calmar Ratio

RSPD:

0.27

XLY:

0.49

Martin Ratio

RSPD:

0.96

XLY:

1.48

Ulcer Index

RSPD:

5.95%

XLY:

8.61%

Daily Std Dev

RSPD:

21.68%

XLY:

25.06%

Max Drawdown

RSPD:

-68.00%

XLY:

-59.05%

Current Drawdown

RSPD:

-11.50%

XLY:

-17.11%

Returns By Period

In the year-to-date period, RSPD achieves a -7.21% return, which is significantly higher than XLY's -11.70% return. Over the past 10 years, RSPD has underperformed XLY with an annualized return of 6.30%, while XLY has yielded a comparatively higher 11.22% annualized return.


RSPD

YTD

-7.21%

1M

7.00%

6M

-4.58%

1Y

4.06%

5Y*

14.78%

10Y*

6.30%

XLY

YTD

-11.70%

1M

8.07%

6M

-2.20%

1Y

10.84%

5Y*

12.39%

10Y*

11.22%

*Annualized

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RSPD vs. XLY - Expense Ratio Comparison

RSPD has a 0.40% expense ratio, which is higher than XLY's 0.13% expense ratio.


Risk-Adjusted Performance

RSPD vs. XLY — Risk-Adjusted Performance Rank

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

RSPD
The Risk-Adjusted Performance Rank of RSPD is 3636
Overall Rank
The Sharpe Ratio Rank of RSPD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of RSPD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of RSPD is 3939
Calmar Ratio Rank
The Martin Ratio Rank of RSPD is 3737
Martin Ratio Rank

XLY
The Risk-Adjusted Performance Rank of XLY is 5050
Overall Rank
The Sharpe Ratio Rank of XLY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of XLY is 4949
Omega Ratio Rank
The Calmar Ratio Rank of XLY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of XLY is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSPD vs. XLY - Risk-Adjusted Performance Comparison

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


The current RSPD Sharpe Ratio is 0.26, which is lower than the XLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of RSPD and XLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.26
0.51
RSPD
XLY

Dividends

RSPD vs. XLY - Dividend Comparison

RSPD's dividend yield for the trailing twelve months is around 1.00%, more than XLY's 0.90% yield.


TTM20242023202220212020201920182017201620152014
RSPD
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
1.00%0.84%1.09%0.99%0.53%0.81%1.59%1.67%1.45%1.27%1.37%1.05%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.90%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%

Drawdowns

RSPD vs. XLY - Drawdown Comparison

The maximum RSPD drawdown since its inception was -68.00%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for RSPD and XLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.50%
-17.11%
RSPD
XLY

Volatility

RSPD vs. XLY - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) is 12.01%, while Consumer Discretionary Select Sector SPDR Fund (XLY) has a volatility of 13.36%. This indicates that RSPD experiences smaller price fluctuations and is considered to be less risky than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.01%
13.36%
RSPD
XLY