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RSPF vs. IYF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RSPF vs. IYF

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P 500 Equal Weight Financials ETF (RSPF) and iShares U.S. Financials ETF (IYF).

RSPF and IYF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSPF is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Financials -SEC. It was launched on Nov 1, 2006. IYF is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financials Index. It was launched on May 31, 2000. Both RSPF and IYF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

RSPF vs. IYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Financials ETF (RSPF) and iShares U.S. Financials ETF (IYF). The values are adjusted to include any dividend payments, if applicable.

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RSPF vs. IYF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RSPF
Invesco S&P 500 Equal Weight Financials ETF		-8.56%10.23%25.75%6.43%-10.64%36.36%5.49%31.53%-15.81%21.57%
IYF
iShares U.S. Financials ETF		-8.29%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%

Returns By Period

The year-to-date returns for both investments are quite close, with RSPF having a -8.56% return and IYF slightly higher at -8.29%. Over the past 10 years, RSPF has underperformed IYF with an annualized return of 11.41%, while IYF has yielded a comparatively higher 12.58% annualized return.

RSPF

1D
2.10%
1M
-4.20%
YTD
-8.56%
6M
-7.38%
1Y
0.10%
3Y*
14.42%
5Y*
6.78%
10Y*
11.41%

IYF

1D
2.27%
1M
-3.56%
YTD
-8.29%
6M
-6.22%
1Y
5.91%
3Y*
20.12%
5Y*
10.92%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Invesco S&P 500 Equal Weight Financials ETF

iShares U.S. Financials ETF

Often compared with RSPF:
RSPF vs. XLFRSPF vs. SPYRSPF vs. VOORSPF vs. ^GSPCRSPF vs. XLKRSPF vs. XSFN.LRSPF vs. VGT
Often compared with IYF:
IYF vs. XLFIYF vs. VFHIYF vs. IYGIYF vs. KBWBIYF vs. KBEIYF vs. IXGIYF vs. FTXO

RSPF vs. IYF - Expense Ratio Comparison

RSPF has a 0.40% expense ratio, which is lower than IYF's 0.42% expense ratio.

IYF
iShares U.S. Financials ETF
RSPF
Invesco S&P 500 Equal Weight Financials ETF

Return for Risk

RSPF vs. IYF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RSPF
RSPF Risk / Return Rank: 1313
Overall Rank
RSPF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RSPF Sortino Ratio Rank: 1212
Sortino Ratio Rank
RSPF Omega Ratio Rank: 1212
Omega Ratio Rank
RSPF Calmar Ratio Rank: 1414
Calmar Ratio Rank
RSPF Martin Ratio Rank: 1414
Martin Ratio Rank
IYF
IYF Risk / Return Rank: 2323
Overall Rank
IYF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IYF Omega Ratio Rank: 2222
Omega Ratio Rank
IYF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYF Martin Ratio Rank: 2424
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.

RSPF vs. IYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Financials ETF (RSPF) and iShares U.S. Financials ETF (IYF). 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.

RSPFIYFDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.31

-0.30

Sortino ratio

Return per unit of downside risk

0.14

0.53

-0.39

Omega ratio

Gain probability vs. loss probability

1.02

1.08

-0.06

Calmar ratio

Return relative to maximum drawdown

0.10

0.51

-0.40

Martin ratio

Return relative to average drawdown

0.30

1.52

-1.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPF vs. IYF - Sharpe Ratio Comparison

The current RSPF Sharpe Ratio is 0.01, which is lower than the IYF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RSPF and IYF, 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

RSPFIYFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.31

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.60

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.22

-0.01

Correlation

The correlation between RSPF and IYF is 0.90, 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

RSPF vs. IYF - Dividend Comparison

RSPF's dividend yield for the trailing twelve months is around 1.77%, more than IYF's 1.62% yield.

TTM20252024202320222021202020192018201720162015
RSPF
Invesco S&P 500 Equal Weight Financials ETF		1.77%1.55%1.65%2.16%1.95%1.56%2.24%1.85%2.51%1.28%37.55%2.17%
IYF
iShares U.S. Financials ETF		1.62%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%

Drawdowns

RSPF vs. IYF - Drawdown Comparison

The maximum RSPF drawdown since its inception was -81.32%, roughly equal to the maximum IYF drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for RSPF and IYF.

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Drawdown Indicators

RSPFIYFDifference

Max Drawdown

Largest peak-to-trough decline

-81.32%

-79.09%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-13.88%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

-25.06%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.80%

-42.57%

-2.23%

Current Drawdown

Current decline from peak

-11.20%

-11.10%

-0.10%

Average Drawdown

Average peak-to-trough decline

-19.15%

-17.68%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

4.62%

+0.22%

Volatility

RSPF vs. IYF - Volatility Comparison

Invesco S&P 500 Equal Weight Financials ETF (RSPF) and iShares U.S. Financials ETF (IYF) have volatilities of 4.92% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RSPFIYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.71%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

11.36%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.11%

19.48%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

19.00%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

20.91%

+2.01%