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RSPM vs. XVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPM vs. XVV - 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 iShares ESG Screened S&P 500 ETF (XVV). The values are adjusted to include any dividend payments, if applicable.

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RSPM vs. XVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RSPM
Invesco S&P 500® Equal Weight Materials ETF
13.67%6.90%-1.30%8.32%-9.95%31.21%23.67%
XVV
iShares ESG Screened S&P 500 ETF
-6.38%17.53%25.87%29.78%-21.46%29.19%16.13%

Returns By Period

In the year-to-date period, RSPM achieves a 13.67% return, which is significantly higher than XVV's -6.38% 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%

XVV

1D
2.93%
1M
-5.54%
YTD
-6.38%
6M
-3.96%
1Y
16.21%
3Y*
18.11%
5Y*
11.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPM vs. XVV - Expense Ratio Comparison

RSPM has a 0.40% expense ratio, which is higher than XVV's 0.08% expense ratio.


Return for Risk

RSPM vs. XVV — 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

XVV
XVV Risk / Return Rank: 5656
Overall Rank
XVV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
XVV Omega Ratio Rank: 5656
Omega Ratio Rank
XVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
XVV Martin Ratio Rank: 6363
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. XVV - 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 iShares ESG Screened S&P 500 ETF (XVV). 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.


RSPMXVVDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.86

+0.21

Sortino ratio

Return per unit of downside risk

1.62

1.35

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.61

1.36

+0.25

Martin ratio

Return relative to average drawdown

5.31

5.89

-0.58

RSPM vs. XVV - Sharpe Ratio Comparison

The current RSPM Sharpe Ratio is 1.06, which is comparable to the XVV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of RSPM and XVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPMXVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.86

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.64

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.84

-0.45

Correlation

The correlation between RSPM and XVV is 0.65, 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. XVV - Dividend Comparison

RSPM's dividend yield for the trailing twelve months is around 1.52%, more than XVV's 1.03% 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%
XVV
iShares ESG Screened S&P 500 ETF
1.03%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSPM vs. XVV - Drawdown Comparison

The maximum RSPM drawdown since its inception was -61.18%, which is greater than XVV's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for RSPM and XVV.


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Drawdown Indicators


RSPMXVVDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-27.20%

-33.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-12.41%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

-27.20%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

Current Drawdown

Current decline from peak

-5.87%

-7.97%

+2.10%

Average Drawdown

Average peak-to-trough decline

-8.83%

-6.02%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.86%

+1.88%

Volatility

RSPM vs. XVV - Volatility Comparison

Invesco S&P 500® Equal Weight Materials ETF (RSPM) has a higher volatility of 6.48% compared to iShares ESG Screened S&P 500 ETF (XVV) at 5.63%. This indicates that RSPM's price experiences larger fluctuations and is considered to be riskier than XVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPMXVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

5.63%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

10.05%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.71%

19.04%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

17.60%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

17.47%

+4.44%