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RSPE vs. RSPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPE vs. RSPG - 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 Energy ETF (RSPG). The values are adjusted to include any dividend payments, if applicable.

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RSPE vs. RSPG - 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%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
38.21%7.01%6.09%4.49%57.97%-1.95%

Returns By Period

In the year-to-date period, RSPE achieves a -0.79% return, which is significantly lower than RSPG's 38.21% return.


RSPE

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

RSPG

1D
-1.17%
1M
10.24%
YTD
38.21%
6M
39.08%
1Y
37.07%
3Y*
20.00%
5Y*
24.76%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPE vs. RSPG - Expense Ratio Comparison

RSPE has a 0.20% expense ratio, which is lower than RSPG's 0.40% expense ratio.


Return for Risk

RSPE vs. RSPG — 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

RSPG
RSPG Risk / Return Rank: 7070
Overall Rank
RSPG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPG Omega Ratio Rank: 7474
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RSPG 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. RSPG - 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 Energy ETF (RSPG). 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.


RSPERSPGDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.36

-0.51

Sortino ratio

Return per unit of downside risk

1.31

1.76

-0.45

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.26

1.83

-0.57

Martin ratio

Return relative to average drawdown

5.41

5.12

+0.29

RSPE vs. RSPG - Sharpe Ratio Comparison

The current RSPE Sharpe Ratio is 0.85, which is lower than the RSPG Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RSPE and RSPG, 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


RSPERSPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.36

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.19

+0.16

Correlation

The correlation between RSPE and RSPG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSPE vs. RSPG - Dividend Comparison

RSPE's dividend yield for the trailing twelve months is around 1.66%, less than RSPG's 1.89% 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%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.89%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%

Drawdowns

RSPE vs. RSPG - Drawdown Comparison

The maximum RSPE drawdown since its inception was -22.93%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for RSPE and RSPG.


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Drawdown Indicators


RSPERSPGDifference

Max Drawdown

Largest peak-to-trough decline

-22.93%

-79.98%

+57.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-21.05%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-6.88%

-2.90%

-3.98%

Average Drawdown

Average peak-to-trough decline

-6.25%

-25.63%

+19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

7.54%

-4.58%

Volatility

RSPE vs. RSPG - Volatility Comparison

The current volatility for Invesco ESG S&P 500 Equal Weight ETF (RSPE) is 4.91%, while Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a volatility of 5.25%. This indicates that RSPE experiences smaller price fluctuations and is considered to be less risky than RSPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPERSPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

5.25%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

14.93%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

27.50%

-9.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

28.52%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

33.57%

-16.65%