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RSPE vs. RSPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSPE and RSPT is 0.83, 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.


-0.50.00.51.00.8

Performance

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.89%
9.29%
RSPE
RSPT

Key characteristics

Sharpe Ratio

RSPE:

1.26

RSPT:

0.95

Sortino Ratio

RSPE:

1.79

RSPT:

1.36

Omega Ratio

RSPE:

1.22

RSPT:

1.17

Calmar Ratio

RSPE:

1.94

RSPT:

1.45

Martin Ratio

RSPE:

5.18

RSPT:

4.47

Ulcer Index

RSPE:

2.83%

RSPT:

4.17%

Daily Std Dev

RSPE:

11.66%

RSPT:

19.64%

Max Drawdown

RSPE:

-22.94%

RSPT:

-58.91%

Current Drawdown

RSPE:

-2.09%

RSPT:

-0.79%

Returns By Period

In the year-to-date period, RSPE achieves a 4.51% return, which is significantly lower than RSPT's 6.79% return.


RSPE

YTD

4.51%

1M

0.86%

6M

5.90%

1Y

14.74%

5Y*

N/A

10Y*

N/A

RSPT

YTD

6.79%

1M

2.30%

6M

9.29%

1Y

20.94%

5Y*

15.12%

10Y*

16.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RSPE vs. RSPT - Expense Ratio Comparison

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


RSPT
Invesco S&P 500 Equal Weight Technology ETF
Expense ratio chart for RSPT: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for RSPE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

RSPE vs. RSPT — Risk-Adjusted Performance Rank

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

RSPE
The Risk-Adjusted Performance Rank of RSPE is 5353
Overall Rank
The Sharpe Ratio Rank of RSPE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPE is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RSPE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of RSPE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of RSPE is 5050
Martin Ratio Rank

RSPT
The Risk-Adjusted Performance Rank of RSPT is 4141
Overall Rank
The Sharpe Ratio Rank of RSPT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPT is 3535
Sortino Ratio Rank
The Omega Ratio Rank of RSPT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of RSPT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of RSPT is 4646
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.

RSPE vs. RSPT - Risk-Adjusted Performance 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 Technology ETF (RSPT). 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.


Sharpe ratio
The chart of Sharpe ratio for RSPE, currently valued at 1.26, compared to the broader market0.002.004.001.260.95
The chart of Sortino ratio for RSPE, currently valued at 1.79, compared to the broader market0.005.0010.001.791.36
The chart of Omega ratio for RSPE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.17
The chart of Calmar ratio for RSPE, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.941.45
The chart of Martin ratio for RSPE, currently valued at 5.18, compared to the broader market0.0020.0040.0060.0080.00100.005.184.47
RSPE
RSPT

The current RSPE Sharpe Ratio is 1.26, which is higher than the RSPT Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of RSPE and RSPT, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.26
0.95
RSPE
RSPT

Dividends

RSPE vs. RSPT - Dividend Comparison

RSPE's dividend yield for the trailing twelve months is around 1.50%, more than RSPT's 0.41% yield.


TTM20242023202220212020201920182017201620152014
RSPE
Invesco ESG S&P 500 Equal Weight ETF
1.50%1.57%1.91%1.83%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.41%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%1.16%

Drawdowns

RSPE vs. RSPT - Drawdown Comparison

The maximum RSPE drawdown since its inception was -22.94%, smaller than the maximum RSPT drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for RSPE and RSPT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.09%
-0.79%
RSPE
RSPT

Volatility

RSPE vs. RSPT - Volatility Comparison

The current volatility for Invesco ESG S&P 500 Equal Weight ETF (RSPE) is 2.52%, while Invesco S&P 500 Equal Weight Technology ETF (RSPT) has a volatility of 5.49%. This indicates that RSPE experiences smaller price fluctuations and is considered to be less risky than RSPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.52%
5.49%
RSPE
RSPT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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