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RSPG vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPG vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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RSPG vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RSPG
Invesco S&P 500 Equal Weight Energy ETF
33.74%7.01%6.09%4.49%57.97%57.73%36.72%
QQQM
Invesco NASDAQ 100 ETF
-4.75%20.85%25.68%55.01%-32.52%27.45%6.67%

Returns By Period

In the year-to-date period, RSPG achieves a 33.74% return, which is significantly higher than QQQM's -4.75% return.


RSPG

1D
-3.23%
1M
4.35%
YTD
33.74%
6M
33.64%
1Y
31.63%
3Y*
18.70%
5Y*
23.95%
10Y*
11.25%

QQQM

1D
1.24%
1M
-3.78%
YTD
-4.75%
6M
-2.87%
1Y
24.28%
3Y*
22.91%
5Y*
13.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPG vs. QQQM - Expense Ratio Comparison

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


Return for Risk

RSPG vs. QQQM — Risk / Return Rank

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

RSPG
RSPG Risk / Return Rank: 5656
Overall Rank
RSPG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 5757
Sortino Ratio Rank
RSPG Omega Ratio Rank: 6060
Omega Ratio Rank
RSPG Calmar Ratio Rank: 5757
Calmar Ratio Rank
RSPG Martin Ratio Rank: 4444
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
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.

RSPG vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). 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.


RSPGQQQMDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.09

+0.06

Sortino ratio

Return per unit of downside risk

1.54

1.68

-0.14

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.55

2.02

-0.47

Martin ratio

Return relative to average drawdown

4.32

7.35

-3.02

RSPG vs. QQQM - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 1.15, which is comparable to the QQQM Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of RSPG and QQQM, 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


RSPGQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.09

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.60

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.64

-0.46

Correlation

The correlation between RSPG and QQQM is 0.20, 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.


Dividends

RSPG vs. QQQM - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 1.95%, more than QQQM's 0.53% yield.


TTM20252024202320222021202020192018201720162015
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.95%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSPG vs. QQQM - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for RSPG and QQQM.


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Drawdown Indicators


RSPGQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-35.04%

-44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

-12.55%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-35.04%

+6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-6.04%

-7.86%

+1.82%

Average Drawdown

Average peak-to-trough decline

-25.63%

-8.47%

-17.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

3.44%

+4.11%

Volatility

RSPG vs. QQQM - Volatility Comparison

Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 6.30% and 6.58%, 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


RSPGQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.58%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.29%

12.79%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

27.69%

22.45%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.51%

22.24%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.58%

22.26%

+11.32%