Correlation
The correlation between RSPG and VDE is 0.57, 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.
RSPG vs. VDE
Compare and contrast key facts about Invesco S&P 500 Equal Weight Energy ETF (RSPG) and Vanguard Energy ETF (VDE).
RSPG and VDE 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. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both RSPG and VDE 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 VDE.
Performance
RSPG vs. VDE - Performance Comparison
Loading data...
Key characteristics
RSPG:
-0.30
VDE:
-0.30
RSPG:
-0.27
VDE:
-0.30
RSPG:
0.96
VDE:
0.96
RSPG:
-0.40
VDE:
-0.42
RSPG:
-1.11
VDE:
-1.07
RSPG:
8.37%
VDE:
8.29%
RSPG:
27.78%
VDE:
25.45%
RSPG:
-79.98%
VDE:
-74.16%
RSPG:
-15.72%
VDE:
-15.22%
Returns By Period
In the year-to-date period, RSPG achieves a -5.55% return, which is significantly lower than VDE's -5.16% return. Over the past 10 years, RSPG has underperformed VDE with an annualized return of 3.11%, while VDE has yielded a comparatively higher 3.89% annualized return.
RSPG
-5.55%
2.40%
-14.09%
-8.20%
0.79%
24.49%
3.11%
VDE
-5.16%
2.05%
-13.57%
-7.60%
1.57%
21.96%
3.89%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RSPG vs. VDE - Expense Ratio Comparison
RSPG has a 0.40% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
RSPG vs. VDE — Risk-Adjusted Performance Rank
RSPG
VDE
RSPG vs. VDE - 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 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.
Loading data...
Dividends
RSPG vs. VDE - Dividend Comparison
RSPG's dividend yield for the trailing twelve months is around 2.72%, less than VDE's 3.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.72% | 2.43% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% | 1.97% |
VDE Vanguard Energy ETF | 3.43% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% |
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 -74.16%. Use the drawdown chart below to compare losses from any high point for RSPG and VDE.
Loading data...
Volatility
RSPG vs. VDE - Volatility Comparison
Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 6.11% compared to Vanguard Energy ETF (VDE) at 5.37%. This indicates that RSPG's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...