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RSPG vs. USNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPG vs. USNG - 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 Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). 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 25.57% return, which is significantly lower than USNG's 36.17% return.


RSPG

1D
0.47%
1M
-7.91%
YTD
25.57%
6M
25.75%
1Y
34.94%
3Y*
17.99%
5Y*
19.92%
10Y*
8.92%

USNG

1D
-0.48%
1M
-0.64%
YTD
36.17%
6M
36.35%
1Y
47.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPG vs. USNG - Yearly Performance Comparison


Correlation

The correlation between RSPG and USNG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since May 20, 2025

0.47

RSPG vs. USNG - Sectors Allocation Comparison


Sectors
RSPG
USNG

Energy

100.0%
79.2%

Financial Services

0.0%
1.8%

Basic Materials

-

1.4%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Healthcare

-

-

Industrials

-

12.8%

Real Estate

-

-

Technology

-

-

Utilities

-

4.7%

Energy

RSPG
100.0%
USNG
79.2%

Financial Services

RSPG
0.0%
USNG
1.8%

Basic Materials

RSPG

-

USNG
1.4%

Communication Services

RSPG

-

USNG

-

Consumer Cyclical

RSPG

-

USNG

-

Consumer Defensive

RSPG

-

USNG

-

Healthcare

RSPG

-

USNG

-

Industrials

RSPG

-

USNG
12.8%

Real Estate

RSPG

-

USNG

-

Technology

RSPG

-

USNG

-

Utilities

RSPG

-

USNG
4.7%

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Return for Risk

RSPG vs. USNG — Risk / Return Rank

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

RSPG
RSPG Risk / Return Rank: 4848
Overall Rank
RSPG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 4444
Sortino Ratio Rank
RSPG Omega Ratio Rank: 4343
Omega Ratio Rank
RSPG Calmar Ratio Rank: 5555
Calmar Ratio Rank
RSPG Martin Ratio Rank: 4747
Martin Ratio Rank

USNG
USNG Risk / Return Rank: 9191
Overall Rank
USNG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USNG Sortino Ratio Rank: 9191
Sortino Ratio Rank
USNG Omega Ratio Rank: 8686
Omega Ratio Rank
USNG Calmar Ratio Rank: 9595
Calmar Ratio Rank
USNG Martin Ratio Rank: 9393
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. USNG - 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 Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). 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.


RSPGUSNGDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.26

1.48

-0.21

Calmar ratioReturn relative to maximum drawdown

2.56

6.99

-4.43

Martin ratioReturn relative to average drawdown

7.56

21.05

-13.48

RSPG vs. USNG - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 1.61, which is lower than the USNG Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of RSPG and USNG, 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. USNG - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than USNG's maximum drawdown of -6.82%. Use the drawdown chart below to compare losses from any high point for RSPG and USNG.


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Drawdown Indicators


RSPGUSNGDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-6.82%

-73.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-6.82%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-11.78%

-0.64%

-11.14%

Average Drawdown

Average peak-to-trough decline

-25.42%

-1.52%

-23.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.26%

+2.37%

Volatility

RSPG vs. USNG - Volatility Comparison

Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 7.22% compared to Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) at 6.29%. This indicates that RSPG's price experiences larger fluctuations and is considered to be riskier than USNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPGUSNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

6.29%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

12.47%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

16.68%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.25%

16.61%

+11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.53%

16.61%

+16.92%

RSPG vs. USNG - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is lower than USNG's 0.59% expense ratio.


Dividends

RSPG vs. USNG - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 2.11%, more than USNG's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
RSPG
Invesco S&P 500 Equal Weight Energy ETF
2.11%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%
USNG
Amplify Samsung U.S. Natural Gas Infrastructure ETF
1.09%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSPG and USNG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPG has higher volatility (7.22%) compared to USNG (6.29%). In terms of maximum drawdown, RSPG dropped -79.98% vs USNG's -6.82%.

On 1-year performance, USNG leads with 47.43% vs 34.94% for RSPG. On fees, RSPG is cheaper at 0.40% per year. On volatility, USNG has been the lower-risk option at 6.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USNG has performed better with a 47.43% return vs 34.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSPG is cheaper with a 0.40% expense ratio, compared with 0.59% for USNG.

RSPG has the higher dividend yield at 2.11%, compared with 1.09% for USNG.

They also come from different issuers: Invesco and Amplify. Their fees differ too: 0.40% for RSPG and 0.59% for USNG.

USNG currently has the higher Sharpe Ratio (2.86 vs 1.61), 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.

Portfolio Optimizer

Find the right allocation for RSPG and USNG

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