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RSPG vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RSPG vs. SOXX

Last updated Jun 14, 2026

RSPG (Invesco S&P 500 Equal Weight Energy ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - RSPG is a Energy Equities fund tracking the S&P 500 Equal Weight Energy Plus Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, RSPG returned 9.46%/yr vs 35.55%/yr for SOXX. At a 0.42 correlation, their price movements are largely independent. RSPG charges 0.40%/yr vs 0.34%/yr for SOXX.

Performance

RSPG vs. SOXX - 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 iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPG achieves a 31.50% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, RSPG has underperformed SOXX with an annualized return of 9.46%, while SOXX has yielded a comparatively higher 35.55% annualized return.

RSPG

1D
0.93%
1M
-1.22%
YTD
31.50%
6M
28.78%
1Y
37.06%
3Y*
18.49%
5Y*
20.90%
10Y*
9.46%

SOXX

1D
1.59%
1M
12.49%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPG vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RSPG
Invesco S&P 500 Equal Weight Energy ETF		31.50%7.01%6.09%4.49%57.97%57.73%-32.44%13.38%-24.68%-6.39%
SOXX
iShares Semiconductor ETF		98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between RSPG and SOXX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2006

0.42

Over the past year, the correlation between RSPG and SOXX has dropped to 0.03 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

RSPG vs. SOXX - Sectors Allocation Comparison

Sectors
RSPG
SOXX

Energy

100.0%

-

Financial Services

0.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

100.0%

Utilities

-

-

Energy

RSPG
100.0%
SOXX

-

Financial Services

RSPG
0.0%
SOXX

-

Basic Materials

RSPG

-

SOXX

-

Communication Services

RSPG

-

SOXX

-

Consumer Cyclical

RSPG

-

SOXX

-

Consumer Defensive

RSPG

-

SOXX

-

Healthcare

RSPG

-

SOXX

-

Industrials

RSPG

-

SOXX

-

Real Estate

RSPG

-

SOXX

-

Technology

RSPG

-

SOXX
100.0%

Utilities

RSPG

-

SOXX

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P 500 Equal Weight Energy ETF

iShares Semiconductor ETF

Often compared with RSPG:
RSPG vs. XLERSPG vs. SCHGRSPG vs. SPYRSPG vs. VDERSPG vs. IUES.LRSPG vs. MLPXRSPG vs. CNRG
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

RSPG vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RSPG
RSPG Risk / Return Rank: 6262
Overall Rank
RSPG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 5858
Sortino Ratio Rank
RSPG Omega Ratio Rank: 5555
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7474
Calmar Ratio Rank
RSPG Martin Ratio Rank: 6060
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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. SOXX - 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 iShares Semiconductor ETF (SOXX). 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.

RSPGSOXXDifference
Sharpe ratioReturn per unit of total volatility
1.84
4.43

-2.59

Sortino ratioReturn per unit of downside risk
2.40
4.37

-1.98

Omega ratioGain probability vs. loss probability

1.30

1.62

-0.32

Calmar ratioReturn relative to maximum drawdown

3.30

10.50

-7.20

Martin ratioReturn relative to average drawdown

9.35

38.20

-28.86

RSPG vs. SOXX - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 1.84, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of RSPG and SOXX, 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. SOXX - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for RSPG and SOXX.

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Drawdown Indicators

RSPGSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-70.21%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-15.77%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.06%

-41.36%

+18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-45.75%

+17.31%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-45.75%

-27.42%

Current Drawdown

Current decline from peak

-7.62%

-3.16%

-4.46%

Average Drawdown

Average peak-to-trough decline

-25.44%

-19.95%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

4.33%

-0.04%

Volatility

RSPG vs. SOXX - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Energy ETF (RSPG) is 7.06%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that RSPG experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RSPGSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

19.42%

-12.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

31.46%

-14.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

37.35%

-15.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.36%

36.73%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.54%

33.77%

-0.23%

RSPG vs. SOXX - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

RSPG vs. SOXX - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 1.99%, more than SOXX's 0.28% yield.

PositionTTM20252024202320222021202020192018201720162015
RSPG
Invesco S&P 500 Equal Weight Energy ETF		1.99%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%
SOXX
iShares Semiconductor ETF		0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions

RSPG and SOXX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to RSPG (7.06%). In terms of maximum drawdown, RSPG dropped -79.98% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.55% vs 9.46% for RSPG. On fees, SOXX is cheaper at 0.34% per year. On volatility, RSPG has been the lower-risk option at 7.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.55% return vs 9.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.40% for RSPG.

RSPG has the higher dividend yield at 1.99%, compared with 0.28% for SOXX.

RSPG is categorized as Energy Equities, while SOXX is Semiconductors. RSPG tracks S&P 500 Equal Weight Energy Plus Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for RSPG and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.43 vs 1.84), 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.

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