PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RSPM vs. RSPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RSPM vs. RSPR

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P 500® Equal Weight Materials ETF (RSPM) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR).

RSPM and RSPR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSPM is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Materials Index. It was launched on Nov 1, 2006. RSPR is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Real Estate - SEC. It was launched on Aug 12, 2015. Both RSPM and RSPR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

RSPM vs. RSPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Materials ETF (RSPM) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RSPM vs. RSPR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RSPM
Invesco S&P 500® Equal Weight Materials ETF		13.67%6.90%-1.30%8.32%-9.95%31.21%22.77%25.11%-14.75%25.87%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF		-0.36%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%

Returns By Period

In the year-to-date period, RSPM achieves a 13.67% return, which is significantly higher than RSPR's -0.36% return. Over the past 10 years, RSPM has outperformed RSPR with an annualized return of 11.14%, while RSPR has yielded a comparatively lower 5.36% annualized return.

RSPM

1D
1.80%
1M
-4.12%
YTD
13.67%
6M
18.88%
1Y
23.99%
3Y*
7.99%
5Y*
6.34%
10Y*
11.14%

RSPR

1D
1.38%
1M
-6.13%
YTD
-0.36%
6M
-4.86%
1Y
-4.41%
3Y*
5.81%
5Y*
2.97%
10Y*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 Materials ETF

Invesco S&P 500 Equal Weight Real Estate ETF

Often compared with RSPM:
RSPM vs. VTVRSPM vs. VOORSPM vs. ^GSPCRSPM vs. QQQRSPM vs. XLBRSPM vs. PHORSPM vs. SPX5.L
Often compared with RSPR:
RSPR vs. VOORSPR vs. XLRERSPR vs. VNQRSPR vs. SPYRSPR vs. PPTYRSPR vs. SCHHRSPR vs. FREL

RSPM vs. RSPR - Expense Ratio Comparison

Both RSPM and RSPR have an expense ratio of 0.40%.

RSPM
Invesco S&P 500® Equal Weight Materials ETF
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF

Return for Risk

RSPM vs. RSPR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RSPM
RSPM Risk / Return Rank: 6060
Overall Rank
RSPM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RSPM Sortino Ratio Rank: 6565
Sortino Ratio Rank
RSPM Omega Ratio Rank: 5757
Omega Ratio Rank
RSPM Calmar Ratio Rank: 6464
Calmar Ratio Rank
RSPM Martin Ratio Rank: 5555
Martin Ratio Rank
RSPR
RSPR Risk / Return Rank: 77
Overall Rank
RSPR Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 77
Sortino Ratio Rank
RSPR Omega Ratio Rank: 66
Omega Ratio Rank
RSPR Calmar Ratio Rank: 77
Calmar Ratio Rank
RSPR Martin Ratio Rank: 55
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.

RSPM vs. RSPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Materials ETF (RSPM) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR). 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.

RSPMRSPRDifference

Sharpe ratio

Return per unit of total volatility

1.06

-0.26

+1.32

Sortino ratio

Return per unit of downside risk

1.62

-0.24

+1.87

Omega ratio

Gain probability vs. loss probability

1.21

0.97

+0.24

Calmar ratio

Return relative to maximum drawdown

1.61

-0.29

+1.90

Martin ratio

Return relative to average drawdown

5.31

-0.83

+6.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPM vs. RSPR - Sharpe Ratio Comparison

The current RSPM Sharpe Ratio is 1.06, which is higher than the RSPR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of RSPM and RSPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

RSPMRSPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-0.26

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.16

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.25

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.26

+0.13

Correlation

The correlation between RSPM and RSPR is 0.50, 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.

Dividends

RSPM vs. RSPR - Dividend Comparison

RSPM's dividend yield for the trailing twelve months is around 1.52%, less than RSPR's 2.90% yield.

TTM20252024202320222021202020192018201720162015
RSPM
Invesco S&P 500® Equal Weight Materials ETF		1.52%2.06%2.04%2.05%2.19%1.43%1.57%1.81%1.83%1.50%1.28%1.57%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF		2.90%2.70%2.58%2.91%3.14%2.56%3.82%2.48%3.02%3.01%2.06%1.03%

Drawdowns

RSPM vs. RSPR - Drawdown Comparison

The maximum RSPM drawdown since its inception was -61.18%, which is greater than RSPR's maximum drawdown of -41.96%. Use the drawdown chart below to compare losses from any high point for RSPM and RSPR.

Loading graphics...

Drawdown Indicators

RSPMRSPRDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-41.96%

-19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-12.54%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

-33.03%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-41.96%

+2.12%

Current Drawdown

Current decline from peak

-5.87%

-11.51%

+5.64%

Average Drawdown

Average peak-to-trough decline

-8.83%

-9.47%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

4.39%

+0.35%

Volatility

RSPM vs. RSPR - Volatility Comparison

Invesco S&P 500® Equal Weight Materials ETF (RSPM) has a higher volatility of 6.48% compared to Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) at 4.86%. This indicates that RSPM's price experiences larger fluctuations and is considered to be riskier than RSPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

RSPMRSPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

4.86%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

9.96%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.71%

17.19%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

19.11%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

21.38%

+0.53%