RSPG vs. VDE

Last updated Jun 4, 2026

RSPG (Invesco S&P 500 Equal Weight Energy ETF) and VDE (Vanguard Energy ETF) are both Energy Equities funds - RSPG tracks the S&P 500 Equal Weight Energy Plus Index while VDE tracks the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. Over the past 10 years, RSPG returned 9.73%/yr vs 9.70%/yr for VDE. Their correlation of 0.93 suggests significant overlap in exposure. RSPG charges 0.40%/yr vs 0.10%/yr for VDE.

Performance

RSPG vs. VDE - 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 Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSPG achieves a 34.27% return, which is significantly higher than VDE's 32.24% return. Both investments have delivered pretty close results over the past 10 years, with RSPG having a 9.73% annualized return and VDE not far behind at 9.70%.

RSPG

• 1D: 1.25%
• 1M: -2.65%
• YTD: 34.27%
• 6M: 28.95%
• 1Y: 47.49%
• 3Y*: 19.93%
• 5Y*: 21.10%
• 10Y*: 9.73%

VDE

• 1D: 1.13%
• 1M: -2.17%
• YTD: 32.24%
• 6M: 29.32%
• 1Y: 45.53%
• 3Y*: 17.97%
• 5Y*: 20.43%
• 10Y*: 9.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPG vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSPG Invesco S&P 500 Equal Weight Energy ETF	34.27%	7.01%	6.09%	4.49%	57.97%	57.73%	-32.44%	13.38%	-24.68%	-6.39%
VDE Vanguard Energy ETF	32.24%	7.11%	6.75%	0.03%	62.89%	56.31%	-33.02%	9.28%	-19.95%	-2.50%

Correlation

The correlation between RSPG and VDE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Nov 8, 2006	0.93

The correlation between RSPG and VDE has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

RSPG vs. VDE - Sectors Allocation Comparison

Sectors	RSPG	VDE
Energy	100.0%	99.5%
Financial Services	0.0%	-
Basic Materials	-	0.4%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Healthcare	-	-
Industrials	-	0.1%
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

RSPG vs. VDE — Risk / Return Rank

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

RSPG

RSPG Risk / Return Rank: 64
RSPG Sharpe Ratio Rank: 65
RSPG Sortino Ratio Rank: 58
RSPG Omega Ratio Rank: 56
RSPG Calmar Ratio Rank: 77
RSPG Martin Ratio Rank: 63

VDE

VDE Risk / Return Rank: 64
VDE Sharpe Ratio Rank: 66
VDE Sortino Ratio Rank: 60
VDE Omega Ratio Rank: 57
VDE Calmar Ratio Rank: 75
VDE Martin Ratio Rank: 62

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. VDE - 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 Vanguard Energy ETF (VDE). 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.

	RSPG	VDE	Difference
Sharpe ratio Return per unit of total volatility	2.20	2.25	-0.04
Sortino ratio Return per unit of downside risk	2.80	2.88	-0.08
Omega ratio Gain probability vs. loss probability	1.35	1.36	-0.01
Calmar ratio Return relative to maximum drawdown	3.92	3.88	+0.04
Martin ratio Return relative to average drawdown	11.59	11.42	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPG vs. VDE - Sharpe Ratio Comparison

The current RSPG Sharpe Ratio is 2.20, which is comparable to the VDE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RSPG and VDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSPG	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	2.25	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.78	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.33	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.28	-0.10

Drawdowns

RSPG vs. VDE - Drawdown Comparison

The maximum RSPG drawdown since its inception was -79.98%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for RSPG and VDE.

Drawdown Indicators

	RSPG	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-79.98%	-74.20%	-5.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.18%	-11.80%	-0.38%
Max Drawdown (3Y) Largest decline over 3 years	-23.06%	-21.41%	-1.65%
Max Drawdown (5Y) Largest decline over 5 years	-28.44%	-26.58%	-1.86%
Max Drawdown (10Y) Largest decline over 10 years	-73.17%	-69.29%	-3.88%
Current Drawdown Current decline from peak	-5.67%	-6.43%	+0.76%
Average Drawdown Average peak-to-trough decline	-25.47%	-19.96%	-5.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	4.00%	+0.11%

Volatility

RSPG vs. VDE - Volatility Comparison

Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Vanguard Energy ETF (VDE) have volatilities of 8.19% and 7.99%, 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.

Volatility by Period

	RSPG	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.19%	7.99%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	16.77%	16.33%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	21.69%	20.38%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.31%	26.40%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.57%	29.93%	+3.64%

RSPG vs. VDE - Expense Ratio Comparison

RSPG has a 0.40% expense ratio, which is higher than VDE's 0.10% expense ratio.

Dividends

RSPG vs. VDE - Dividend Comparison

RSPG's dividend yield for the trailing twelve months is around 1.94%, less than VDE's 2.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSPG Invesco S&P 500 Equal Weight Energy ETF	1.94%	2.60%	2.43%	2.84%	3.43%	2.37%	3.15%	2.15%	2.18%	2.55%	1.14%	2.80%
VDE Vanguard Energy ETF	2.37%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both RSPG and VDE in my portfolio?

With a correlation of 0.97, RSPG and VDE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RSPG or VDE?

RSPG has higher volatility (8.19%) compared to VDE (7.99%). In terms of maximum drawdown, RSPG dropped -79.98% vs VDE's -74.20%.

Which ETF is better, RSPG or VDE?

On 10-year performance, RSPG leads with 9.73% vs 9.70% for VDE. On fees, VDE is cheaper at 0.10% per year. On volatility, VDE has been the lower-risk option at 7.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSPG or VDE?

Over the 10-year period, RSPG has performed better with a 9.73% return vs 9.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSPG or VDE?

VDE is cheaper with a 0.10% expense ratio, compared with 0.40% for RSPG.

Which ETF pays a higher dividend yield, RSPG or VDE?

VDE has the higher dividend yield at 2.37%, compared with 1.94% for RSPG.

What is the main difference between RSPG and VDE?

RSPG tracks S&P 500 Equal Weight Energy Plus Index, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.40% for RSPG and 0.10% for VDE.

Which has better risk-adjusted returns?

VDE currently has the higher Sharpe Ratio (2.25 vs 2.20), 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.