RSPG vs. BLOK
Compare and contrast key facts about Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Amplify Transformational Data Sharing ETF (BLOK).
RSPG and BLOK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSPG is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Energy Plus Index. It was launched on Nov 1, 2006. BLOK is an actively managed fund by Amplify Investments. It was launched on Jan 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSPG or BLOK.
Key characteristics
| RSPG | BLOK | |
|---|---|---|
| YTD Return | 13.35% | 52.56% |
| 1Y Return | 16.17% | 109.12% |
| 3Y Return (Ann) | 20.52% | -5.62% |
| 5Y Return (Ann) | 16.21% | 24.24% |
| Sharpe Ratio | 0.85 | 2.88 |
| Sortino Ratio | 1.24 | 3.50 |
| Omega Ratio | 1.16 | 1.41 |
| Calmar Ratio | 1.16 | 1.83 |
| Martin Ratio | 2.67 | 12.30 |
| Ulcer Index | 5.90% | 9.01% |
| Daily Std Dev | 18.62% | 38.47% |
| Max Drawdown | -79.98% | -73.33% |
| Current Drawdown | -3.44% | -16.47% |
Correlation
The correlation between RSPG and BLOK is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RSPG vs. BLOK - Performance Comparison
In the year-to-date period, RSPG achieves a 13.35% return, which is significantly lower than BLOK's 52.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSPG vs. BLOK - Expense Ratio Comparison
RSPG has a 0.40% expense ratio, which is lower than BLOK's 0.71% expense ratio.
Risk-Adjusted Performance
RSPG vs. BLOK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Amplify Transformational Data Sharing ETF (BLOK). 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.
Dividends
RSPG vs. BLOK - Dividend Comparison
RSPG's dividend yield for the trailing twelve months is around 2.52%, more than BLOK's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.52% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% | 1.97% | 0.98% |
BLOK Amplify Transformational Data Sharing ETF | 0.76% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RSPG vs. BLOK - Drawdown Comparison
The maximum RSPG drawdown since its inception was -79.98%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for RSPG and BLOK. For additional features, visit the drawdowns tool.
Volatility
RSPG vs. BLOK - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight Energy ETF (RSPG) is 6.82%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 13.02%. This indicates that RSPG experiences smaller price fluctuations and is considered to be less risky than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.