RSPE vs. ^SPXEW

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco ESG S&P 500 Equal Weight ETF (RSPE) and S&P 500 Equal Weighted Index (^SPXEW).

RSPE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Nov 17, 2021.

Performance

RSPE vs. ^SPXEW - Performance Comparison

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

RSPE vs. ^SPXEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RSPE Invesco ESG S&P 500 Equal Weight ETF	-0.25%	14.58%	10.87%	13.97%	-12.21%	1.37%
^SPXEW S&P 500 Equal Weighted Index	0.50%	9.34%	10.90%	11.56%	-13.11%	1.01%

Returns By Period

In the year-to-date period, RSPE achieves a -0.25% return, which is significantly lower than ^SPXEW's 0.50% return.

RSPE

• 1D: 0.54%
• 1M: -5.84%
• YTD: -0.25%
• 6M: 2.89%
• 1Y: 15.78%
• 3Y*: 11.89%
• 5Y*: —
• 10Y*: —

^SPXEW

• 1D: 0.32%
• 1M: -5.69%
• YTD: 0.50%
• 6M: 1.23%
• 1Y: 10.97%
• 3Y*: 9.90%
• 5Y*: 6.06%
• 10Y*: 9.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RSPE vs. ^SPXEW — Risk / Return Rank

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

RSPE

RSPE Risk / Return Rank: 47
RSPE Sharpe Ratio Rank: 45
RSPE Sortino Ratio Rank: 48
RSPE Omega Ratio Rank: 46
RSPE Calmar Ratio Rank: 44
RSPE Martin Ratio Rank: 51

^SPXEW

^SPXEW Risk / Return Rank: 40
^SPXEW Sharpe Ratio Rank: 40
^SPXEW Sortino Ratio Rank: 39
^SPXEW Omega Ratio Rank: 42
^SPXEW Calmar Ratio Rank: 37
^SPXEW Martin Ratio Rank: 44

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.

RSPE vs. ^SPXEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG S&P 500 Equal Weight ETF (RSPE) and S&P 500 Equal Weighted Index (^SPXEW). 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.

	RSPE	^SPXEW	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.64	+0.25
Sortino ratio Return per unit of downside risk	1.36	1.02	+0.34
Omega ratio Gain probability vs. loss probability	1.19	1.14	+0.04
Calmar ratio Return relative to maximum drawdown	1.24	0.88	+0.36
Martin ratio Return relative to average drawdown	5.26	3.88	+1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPE vs. ^SPXEW - Sharpe Ratio Comparison

The current RSPE Sharpe Ratio is 0.89, which is higher than the ^SPXEW Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of RSPE and ^SPXEW, 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

	RSPE	^SPXEW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.64	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.48	-0.13

Correlation

The correlation between RSPE and ^SPXEW is 0.98, 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

RSPE vs. ^SPXEW - Drawdown Comparison

The maximum RSPE drawdown since its inception was -22.93%, smaller than the maximum ^SPXEW drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for RSPE and ^SPXEW.

Drawdown Indicators

	RSPE	^SPXEW	Difference
Max Drawdown Largest peak-to-trough decline	-22.93%	-60.83%	+37.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.68%	-12.61%	-0.07%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.21%	—
Current Drawdown Current decline from peak	-6.38%	-5.88%	-0.50%
Average Drawdown Average peak-to-trough decline	-6.25%	-7.05%	+0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.86%	+0.13%

Volatility

RSPE vs. ^SPXEW - Volatility Comparison

Invesco ESG S&P 500 Equal Weight ETF (RSPE) has a higher volatility of 4.85% compared to S&P 500 Equal Weighted Index (^SPXEW) at 4.39%. This indicates that RSPE's price experiences larger fluctuations and is considered to be riskier than ^SPXEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSPE	^SPXEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	4.39%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	8.87%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	17.86%	17.19%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	16.26%	+0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	18.43%	-1.51%