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RSPN vs. BBRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPN vs. BBRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Industrials ETF (RSPN) and JPMorgan BetaBuilders MSCI US REIT ETF (BBRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPN achieves a 11.03% return, which is significantly lower than BBRE's 15.29% return.


RSPN

1D
0.31%
1M
4.48%
YTD
11.03%
6M
9.28%
1Y
22.27%
3Y*
18.21%
5Y*
12.23%
10Y*
15.13%

BBRE

1D
1.19%
1M
0.51%
YTD
15.29%
6M
15.60%
1Y
17.50%
3Y*
13.13%
5Y*
4.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPN vs. BBRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
11.03%13.84%17.63%22.32%-8.79%26.07%18.07%33.17%-13.05%
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
15.29%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.41%

Correlation

The correlation between RSPN and BBRE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.62

The correlation between RSPN and BBRE shifts across timeframes, from 0.54 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RSPN vs. BBRE — Risk / Return Rank

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

RSPN
RSPN Risk / Return Rank: 3939
Overall Rank
RSPN Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RSPN Sortino Ratio Rank: 4141
Sortino Ratio Rank
RSPN Omega Ratio Rank: 3737
Omega Ratio Rank
RSPN Calmar Ratio Rank: 3737
Calmar Ratio Rank
RSPN Martin Ratio Rank: 4040
Martin Ratio Rank

BBRE
BBRE Risk / Return Rank: 3838
Overall Rank
BBRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 3434
Sortino Ratio Rank
BBRE Omega Ratio Rank: 3434
Omega Ratio Rank
BBRE Calmar Ratio Rank: 4545
Calmar Ratio Rank
BBRE Martin Ratio Rank: 4343
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.

RSPN vs. BBRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RSPN) and JPMorgan BetaBuilders MSCI US REIT ETF (BBRE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSPNBBREDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.81

2.18

-0.37

Martin ratioReturn relative to average drawdown

6.20

6.84

-0.64

RSPN vs. BBRE - Sharpe Ratio Comparison

The current RSPN Sharpe Ratio is 1.40, which is comparable to the BBRE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RSPN and BBRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSPN vs. BBRE - Drawdown Comparison

The maximum RSPN drawdown since its inception was -59.61%, which is greater than BBRE's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for RSPN and BBRE.


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Drawdown Indicators


RSPNBBREDifference

Max Drawdown

Largest peak-to-trough decline

-59.61%

-43.61%

-16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-8.07%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.89%

-18.92%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-31.15%

+9.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-1.65%

-1.64%

-0.01%

Average Drawdown

Average peak-to-trough decline

-7.66%

-10.46%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.57%

+1.03%

Volatility

RSPN vs. BBRE - Volatility Comparison

Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a higher volatility of 5.44% compared to JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) at 5.15%. This indicates that RSPN's price experiences larger fluctuations and is considered to be riskier than BBRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPNBBREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.15%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

10.23%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

13.99%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

18.81%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

22.54%

-2.13%

RSPN vs. BBRE - Expense Ratio Comparison

RSPN has a 0.40% expense ratio, which is higher than BBRE's 0.11% expense ratio.


Dividends

RSPN vs. BBRE - Dividend Comparison

RSPN's dividend yield for the trailing twelve months is around 1.03%, less than BBRE's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
2.72%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
1.03%0.86%0.98%1.06%1.09%0.70%0.96%1.33%1.49%1.12%1.31%1.51%

Frequently Asked Questions


RSPN and BBRE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPN has higher volatility (5.44%) compared to BBRE (5.15%). In terms of maximum drawdown, RSPN dropped -59.61% vs BBRE's -43.61%.

On 5-year performance, RSPN leads with 12.23% vs 4.88% for BBRE. On fees, BBRE is cheaper at 0.11% per year. On volatility, BBRE has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RSPN has performed better with a 12.23% return vs 4.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBRE is cheaper with a 0.11% expense ratio, compared with 0.40% for RSPN.

BBRE has the higher dividend yield at 2.72%, compared with 1.03% for RSPN.

RSPN is categorized as Industrials Equities, while BBRE is REIT. RSPN tracks S&P 500® Equal Weight Industrials Index, while BBRE tracks MSCI US REIT Index. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.40% for RSPN and 0.11% for BBRE.

RSPN currently has the higher Sharpe Ratio (1.40 vs 1.26), 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.

Portfolio Optimizer

Find the right allocation for RSPN and BBRE

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