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RSPG vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPG vs. GXPE - 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 Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with RSPG having a 35.64% return and GXPE slightly lower at 34.48%.


RSPG

1D
1.45%
1M
9.65%
6M
20.75%
YTD
35.64%
1Y
46.87%
3Y*
15.10%
5Y*
24.85%
10Y*
9.99%
ALL TIME*
6.10%

GXPE

1D
0.83%
1M
12.27%
6M
17.67%
YTD
34.48%
1Y
42.07%
3Y*
5Y*
10Y*
ALL TIME*
39.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.82K$19.84K$23.45K
$7.49M$8.09M$10.58M

RSPG vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between RSPG and GXPE is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.95

The correlation between RSPG and GXPE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

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Return for Risk

RSPG vs. GXPE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RSPG
RSPG Risk / Return Rank: 7878
Overall Rank
RSPG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 7979
Sortino Ratio Rank
RSPG Omega Ratio Rank: 7777
Omega Ratio Rank
RSPG Calmar Ratio Rank: 8484
Calmar Ratio Rank
RSPG Martin Ratio Rank: 6666
Martin Ratio Rank

GXPE
GXPE Risk / Return Rank: 7373
Overall Rank
GXPE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GXPE Sortino Ratio Rank: 7777
Sortino Ratio Rank
GXPE Omega Ratio Rank: 7575
Omega Ratio Rank
GXPE Calmar Ratio Rank: 7272
Calmar Ratio Rank
GXPE Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RSPG vs. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Global X PureCap MSCI Energy ETF (GXPE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSPGGXPEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.32

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.18

2.54

+0.64

Martin ratioReturn relative to average drawdown

8.07

6.75

+1.32

RSPG vs. GXPE - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 1.98, which is comparable to the GXPE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RSPG and GXPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSPG vs. GXPE - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than GXPE's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for RSPG and GXPE.


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Drawdown Indicators


RSPGGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-15.73%

-64.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-15.73%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.06%

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

-4.71%

-4.53%

-0.18%

Average Drawdown

Average peak-to-trough decline

-25.33%

-4.28%

-21.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

5.93%

-0.50%

Volatility

RSPG vs. GXPE - Volatility Comparison

Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Global X PureCap MSCI Energy ETF (GXPE) have volatilities of 6.13% and 5.85%, 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


RSPGGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

5.85%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.97%

16.76%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

20.77%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.93%

20.64%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.44%

20.64%

+12.80%

RSPG vs. GXPE - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

RSPG vs. GXPE - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 1.96%, less than GXPE's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPE
Global X PureCap MSCI Energy ETF
2.07%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.96%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%

Frequently Asked Questions


With a correlation of 0.95, RSPG and GXPE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RSPG has higher volatility (6.13%) compared to GXPE (5.85%). In terms of maximum drawdown, RSPG dropped -79.98% vs GXPE's -15.73%.

On 1-year performance, RSPG leads with 46.87% vs 42.07% for GXPE. On fees, GXPE is cheaper at 0.15% per year. On volatility, GXPE has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSPG has performed better with a 46.87% return vs 42.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXPE is cheaper with a 0.15% expense ratio, compared with 0.40% for RSPG.

GXPE has the higher dividend yield at 2.07%, compared with 1.96% for RSPG.

RSPG tracks S&P 500 Equal Weight Energy Plus Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.40% for RSPG and 0.15% for GXPE.

RSPG currently has the higher Sharpe Ratio (1.98 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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