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RSPG vs. BLOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSPG and BLOK is 0.34, 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.


-0.50.00.51.00.3

Performance

RSPG vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
3.68%
30.08%
RSPG
BLOK

Key characteristics

Sharpe Ratio

RSPG:

0.72

BLOK:

1.31

Sortino Ratio

RSPG:

1.05

BLOK:

1.90

Omega Ratio

RSPG:

1.13

BLOK:

1.23

Calmar Ratio

RSPG:

0.92

BLOK:

1.20

Martin Ratio

RSPG:

2.09

BLOK:

6.32

Ulcer Index

RSPG:

6.64%

BLOK:

8.33%

Daily Std Dev

RSPG:

19.22%

BLOK:

40.24%

Max Drawdown

RSPG:

-79.98%

BLOK:

-73.33%

Current Drawdown

RSPG:

-4.76%

BLOK:

-11.43%

Returns By Period

In the year-to-date period, RSPG achieves a 6.74% return, which is significantly higher than BLOK's 5.65% return.


RSPG

YTD

6.74%

1M

-2.27%

6M

3.67%

1Y

11.32%

5Y*

17.34%

10Y*

4.29%

BLOK

YTD

5.65%

1M

-6.63%

6M

30.08%

1Y

52.32%

5Y*

23.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RSPG vs. BLOK - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is lower than BLOK's 0.71% expense ratio.


BLOK
Amplify Transformational Data Sharing ETF
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for RSPG: 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%

Risk-Adjusted Performance

RSPG vs. BLOK — Risk-Adjusted Performance Rank

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

RSPG
The Risk-Adjusted Performance Rank of RSPG is 2929
Overall Rank
The Sharpe Ratio Rank of RSPG is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPG is 2626
Sortino Ratio Rank
The Omega Ratio Rank of RSPG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of RSPG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of RSPG is 2424
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 5454
Overall Rank
The Sharpe Ratio Rank of BLOK is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 5959
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.

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.


Sharpe ratio
The chart of Sharpe ratio for RSPG, currently valued at 0.72, compared to the broader market0.002.004.000.721.31
The chart of Sortino ratio for RSPG, currently valued at 1.05, compared to the broader market0.005.0010.001.051.90
The chart of Omega ratio for RSPG, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.23
The chart of Calmar ratio for RSPG, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.921.20
The chart of Martin ratio for RSPG, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.00100.002.096.32
RSPG
BLOK

The current RSPG Sharpe Ratio is 0.72, which is lower than the BLOK Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of RSPG and BLOK, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.72
1.31
RSPG
BLOK

Dividends

RSPG vs. BLOK - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 2.28%, less than BLOK's 5.68% yield.


TTM20242023202220212020201920182017201620152014
RSPG
Invesco S&P 500 Equal Weight Energy ETF
2.28%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%
BLOK
Amplify Transformational Data Sharing ETF
5.68%6.00%1.15%0.00%14.31%1.88%2.05%1.30%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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.76%
-11.43%
RSPG
BLOK

Volatility

RSPG vs. BLOK - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Energy ETF (RSPG) is 7.16%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 12.67%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.16%
12.67%
RSPG
BLOK
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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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