RSPG vs. IUES.L
Compare and contrast key facts about Invesco S&P 500 Equal Weight Energy ETF (RSPG) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L).
RSPG and IUES.L 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. IUES.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 20, 2015. Both RSPG and IUES.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSPG or IUES.L.
Key characteristics
| RSPG | IUES.L | |
|---|---|---|
| YTD Return | 12.62% | 13.19% |
| 1Y Return | 14.99% | 14.60% |
| 3Y Return (Ann) | 20.21% | 20.31% |
| 5Y Return (Ann) | 16.07% | 13.89% |
| Sharpe Ratio | 0.72 | 0.83 |
| Sortino Ratio | 1.09 | 1.19 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 0.99 | 1.08 |
| Martin Ratio | 2.29 | 2.74 |
| Ulcer Index | 5.90% | 5.50% |
| Daily Std Dev | 18.66% | 18.13% |
| Max Drawdown | -79.98% | -66.78% |
| Current Drawdown | -4.06% | -3.69% |
Correlation
The correlation between RSPG and IUES.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RSPG vs. IUES.L - Performance Comparison
The year-to-date returns for both investments are quite close, with RSPG having a 12.62% return and IUES.L slightly higher at 13.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. IUES.L - Expense Ratio Comparison
RSPG has a 0.40% expense ratio, which is higher than IUES.L's 0.15% expense ratio.
Risk-Adjusted Performance
RSPG vs. IUES.L - 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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). 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. IUES.L - Dividend Comparison
RSPG's dividend yield for the trailing twelve months is around 2.53%, while IUES.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.53% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% | 1.97% | 0.98% |
IUES.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RSPG vs. IUES.L - Drawdown Comparison
The maximum RSPG drawdown since its inception was -79.98%, which is greater than IUES.L's maximum drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for RSPG and IUES.L. For additional features, visit the drawdowns tool.
Volatility
RSPG vs. IUES.L - Volatility Comparison
Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 6.84% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) at 4.69%. This indicates that RSPG's price experiences larger fluctuations and is considered to be riskier than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.