RSPG vs. SCHG
Compare and contrast key facts about Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
RSPG and SCHG 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. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both RSPG and SCHG 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 SCHG.
Key characteristics
| RSPG | SCHG | |
|---|---|---|
| YTD Return | 13.35% | 34.22% |
| 1Y Return | 16.17% | 47.39% |
| 3Y Return (Ann) | 20.52% | 11.12% |
| 5Y Return (Ann) | 16.21% | 21.10% |
| 10Y Return (Ann) | 3.24% | 16.82% |
| Sharpe Ratio | 0.85 | 2.71 |
| Sortino Ratio | 1.24 | 3.48 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 1.16 | 3.74 |
| Martin Ratio | 2.67 | 14.90 |
| Ulcer Index | 5.90% | 3.10% |
| Daily Std Dev | 18.62% | 17.06% |
| Max Drawdown | -79.98% | -34.59% |
| Current Drawdown | -3.44% | 0.00% |
Correlation
The correlation between RSPG and SCHG is 0.48, 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. SCHG - Performance Comparison
In the year-to-date period, RSPG achieves a 13.35% return, which is significantly lower than SCHG's 34.22% return. Over the past 10 years, RSPG has underperformed SCHG with an annualized return of 3.24%, while SCHG has yielded a comparatively higher 16.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSPG vs. SCHG - Expense Ratio Comparison
RSPG has a 0.40% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
RSPG vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
RSPG's dividend yield for the trailing twelve months is around 2.52%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.52% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% | 1.97% | 0.98% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
RSPG vs. SCHG - Drawdown Comparison
The maximum RSPG drawdown since its inception was -79.98%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for RSPG and SCHG. For additional features, visit the drawdowns tool.
Volatility
RSPG vs. SCHG - Volatility Comparison
Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 6.82% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.35%. This indicates that RSPG's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.