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.
Key characteristics
| RSPG | VDE | |
|---|---|---|
| YTD Return | 14.90% | 15.48% |
| 1Y Return | 16.46% | 16.77% |
| 3Y Return (Ann) | 22.30% | 22.21% |
| 5Y Return (Ann) | 17.10% | 15.80% |
| 10Y Return (Ann) | 3.52% | 4.38% |
| Sharpe Ratio | 0.95 | 0.99 |
| Sortino Ratio | 1.37 | 1.42 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.31 | 1.33 |
| Martin Ratio | 3.01 | 3.22 |
| Ulcer Index | 5.90% | 5.56% |
| Daily Std Dev | 18.66% | 18.14% |
| Max Drawdown | -79.98% | -74.16% |
| Current Drawdown | -2.12% | -1.65% |
Correlation
The correlation between RSPG and VDE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RSPG vs. VDE - Performance Comparison
The year-to-date returns for both investments are quite close, with RSPG having a 14.90% return and VDE slightly higher at 15.48%. Over the past 10 years, RSPG has underperformed VDE with an annualized return of 3.52%, while VDE has yielded a comparatively higher 4.38% 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. 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 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.
Dividends
RSPG vs. VDE - Dividend Comparison
RSPG's dividend yield for the trailing twelve months is around 2.48%, less than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPG Invesco S&P 500 Equal Weight Energy ETF | 2.48% | 2.84% | 3.43% | 2.37% | 3.15% | 2.15% | 2.18% | 2.55% | 1.14% | 2.80% | 1.97% | 0.98% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
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. For additional features, visit the drawdowns tool.
Volatility
RSPG vs. VDE - Volatility Comparison
Invesco S&P 500 Equal Weight Energy ETF (RSPG) has a higher volatility of 6.92% compared to Vanguard Energy ETF (VDE) at 6.07%. 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.