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RSPG vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPG vs. RSP - 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 S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

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RSPG vs. RSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPG
Invesco S&P 500 Equal Weight Energy ETF
38.21%7.01%6.09%4.49%57.97%57.73%-32.44%13.38%-24.68%-6.39%
RSP
Invesco S&P 500 Equal Weight ETF
0.62%11.21%12.79%13.70%-11.62%29.41%12.66%28.91%-7.84%18.52%

Returns By Period

In the year-to-date period, RSPG achieves a 38.21% return, which is significantly higher than RSP's 0.62% return. Both investments have delivered pretty close results over the past 10 years, with RSPG having a 11.62% annualized return and RSP not far behind at 11.17%.


RSPG

1D
-1.17%
1M
10.24%
YTD
38.21%
6M
39.08%
1Y
37.07%
3Y*
20.00%
5Y*
24.76%
10Y*
11.62%

RSP

1D
2.05%
1M
-5.97%
YTD
0.62%
6M
2.01%
1Y
12.65%
3Y*
11.72%
5Y*
7.81%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPG vs. RSP - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is higher than RSP's 0.20% expense ratio.


Return for Risk

RSPG vs. RSP — Risk / Return Rank

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

RSPG
RSPG Risk / Return Rank: 7070
Overall Rank
RSPG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPG Omega Ratio Rank: 7474
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RSPG Martin Ratio Rank: 5555
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4747
Overall Rank
RSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 4545
Sortino Ratio Rank
RSP Omega Ratio Rank: 4646
Omega Ratio Rank
RSP Calmar Ratio Rank: 4747
Calmar Ratio Rank
RSP Martin Ratio Rank: 5555
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. RSP - 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 S&P 500 Equal Weight ETF (RSP). 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.


RSPGRSPDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.74

+0.61

Sortino ratio

Return per unit of downside risk

1.76

1.15

+0.60

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.10

Calmar ratio

Return relative to maximum drawdown

1.83

1.08

+0.75

Martin ratio

Return relative to average drawdown

5.12

4.89

+0.23

RSPG vs. RSP - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 1.36, which is higher than the RSP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RSPG and RSP, 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


RSPGRSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.74

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.48

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.61

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.55

-0.36

Correlation

The correlation between RSPG and RSP is 0.63, 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.


Dividends

RSPG vs. RSP - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 1.89%, more than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.89%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

RSPG vs. RSP - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than RSP's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for RSPG and RSP.


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Drawdown Indicators


RSPGRSPDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-59.92%

-20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

-12.54%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-21.38%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-39.04%

-34.13%

Current Drawdown

Current decline from peak

-2.90%

-5.97%

+3.07%

Average Drawdown

Average peak-to-trough decline

-25.63%

-6.69%

-18.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

2.78%

+4.76%

Volatility

RSPG vs. RSP - Volatility Comparison

Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 5.25% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 4.47%. This indicates that RSPG's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPGRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.47%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

8.83%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.50%

17.17%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.52%

16.20%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

18.36%

+15.21%