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RSPE vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPE vs. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

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RSPE vs. RSP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RSPE
Invesco ESG S&P 500 Equal Weight ETF
-0.79%14.58%10.87%13.97%-12.21%1.37%
RSP
Invesco S&P 500 Equal Weight ETF
0.62%11.21%12.79%13.70%-11.62%1.20%

Returns By Period

In the year-to-date period, RSPE achieves a -0.79% return, which is significantly lower than RSP's 0.62% return.


RSPE

1D
2.26%
1M
-6.88%
YTD
-0.79%
6M
2.62%
1Y
15.08%
3Y*
11.69%
5Y*
10Y*

RSP

1D
2.05%
1M
-5.97%
YTD
0.62%
6M
2.01%
1Y
12.65%
3Y*
11.72%
5Y*
7.81%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPE vs. RSP - Expense Ratio Comparison

Both RSPE and RSP have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

RSPE vs. RSP — Risk / Return Rank

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

RSPE
RSPE Risk / Return Rank: 5050
Overall Rank
RSPE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RSPE Sortino Ratio Rank: 4949
Sortino Ratio Rank
RSPE Omega Ratio Rank: 4747
Omega Ratio Rank
RSPE Calmar Ratio Rank: 4949
Calmar Ratio Rank
RSPE Martin Ratio Rank: 5555
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4747
Overall Rank
RSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 4545
Sortino Ratio Rank
RSP Omega Ratio Rank: 4646
Omega Ratio Rank
RSP Calmar Ratio Rank: 4747
Calmar Ratio Rank
RSP Martin Ratio Rank: 5555
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.

RSPE vs. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). 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.


RSPERSPDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.74

+0.11

Sortino ratio

Return per unit of downside risk

1.31

1.15

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.26

1.08

+0.18

Martin ratio

Return relative to average drawdown

5.41

4.89

+0.52

RSPE vs. RSP - Sharpe Ratio Comparison

The current RSPE Sharpe Ratio is 0.85, which is comparable to the RSP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RSPE and RSP, 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


RSPERSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.74

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.55

-0.20

Correlation

The correlation between RSPE and RSP 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.


Dividends

RSPE vs. RSP - Dividend Comparison

RSPE's dividend yield for the trailing twelve months is around 1.66%, more than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
RSPE
Invesco ESG S&P 500 Equal Weight ETF
1.66%1.63%1.57%1.91%1.83%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

RSPE vs. RSP - Drawdown Comparison

The maximum RSPE drawdown since its inception was -22.93%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for RSPE and RSP.


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Drawdown Indicators


RSPERSPDifference

Max Drawdown

Largest peak-to-trough decline

-22.93%

-59.92%

+36.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-12.54%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

Current Drawdown

Current decline from peak

-6.88%

-5.97%

-0.91%

Average Drawdown

Average peak-to-trough decline

-6.25%

-6.69%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.78%

+0.18%

Volatility

RSPE vs. RSP - Volatility Comparison

Invesco ESG S&P 500 Equal Weight ETF (RSPE) has a higher volatility of 4.91% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.47%. This indicates that RSPE's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPERSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.47%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

8.83%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

17.17%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

16.20%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

18.36%

-1.44%