PortfoliosLab logoPortfoliosLab logo
RSPN vs. BIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPN vs. BIS - 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 ProShares UltraShort Nasdaq Biotechnology (BIS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RSPN achieves a 11.03% return, which is significantly higher than BIS's -16.48% return. Over the past 10 years, RSPN has outperformed BIS with an annualized return of 15.13%, while BIS has yielded a comparatively lower -25.94% annualized 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%

BIS

1D
-3.68%
1M
-8.41%
YTD
-16.48%
6M
-12.83%
1Y
-54.85%
3Y*
-24.54%
5Y*
-14.79%
10Y*
-25.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPN vs. BIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-13.23%23.22%
BIS
ProShares UltraShort Nasdaq Biotechnology
-16.48%-45.95%4.79%-6.54%-2.14%-14.74%-56.01%-41.01%5.14%-36.98%

Correlation

The correlation between RSPN and BIS is -0.46, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.46

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

-0.54

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

-0.54

Correlation (10Y)
Calculated over the trailing 10-year period

-0.50

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2010

-0.51

The correlation between RSPN and BIS has been stable across timeframes, ranging from -0.54 to -0.46 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RSPN vs. BIS — 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

BIS
BIS Risk / Return Rank: 11
Overall Rank
BIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BIS Sortino Ratio Rank: 00
Sortino Ratio Rank
BIS Omega Ratio Rank: 00
Omega Ratio Rank
BIS Calmar Ratio Rank: 00
Calmar Ratio Rank
BIS Martin Ratio Rank: 22
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. BIS - 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 ProShares UltraShort Nasdaq Biotechnology (BIS). 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.


RSPNBISDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+4.30

Omega ratioGain probability vs. loss probability

1.24

0.75

+0.49

Calmar ratioReturn relative to maximum drawdown

1.81

-1.00

+2.81

Martin ratioReturn relative to average drawdown

6.20

-1.33

+7.53

RSPN vs. BIS - Sharpe Ratio Comparison

The current RSPN Sharpe Ratio is 1.40, which is higher than the BIS Sharpe Ratio of -1.36. The chart below compares the historical Sharpe Ratios of RSPN and BIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RSPN vs. BIS - Drawdown Comparison

The maximum RSPN drawdown since its inception was -59.61%, smaller than the maximum BIS drawdown of -99.87%. Use the drawdown chart below to compare losses from any high point for RSPN and BIS.


Loading charts...

Drawdown Indicators


RSPNBISDifference

Max Drawdown

Largest peak-to-trough decline

-59.61%

-99.87%

+40.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-55.15%

+42.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.89%

-67.35%

+46.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-75.16%

+53.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

-95.32%

+53.30%

Current Drawdown

Current decline from peak

-1.65%

-99.87%

+98.22%

Average Drawdown

Average peak-to-trough decline

-7.66%

-90.04%

+82.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

41.17%

-37.57%

Volatility

RSPN vs. BIS - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Industrials ETF (RSPN) is 5.44%, while ProShares UltraShort Nasdaq Biotechnology (BIS) has a volatility of 13.78%. This indicates that RSPN experiences smaller price fluctuations and is considered to be less risky than BIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RSPNBISDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

13.78%

-8.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

32.11%

-19.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

40.56%

-24.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

43.79%

-25.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

46.37%

-25.96%

RSPN vs. BIS - Expense Ratio Comparison

RSPN has a 0.40% expense ratio, which is lower than BIS's 0.95% expense ratio.


Dividends

RSPN vs. BIS - Dividend Comparison

RSPN's dividend yield for the trailing twelve months is around 1.03%, less than BIS's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BIS
ProShares UltraShort Nasdaq Biotechnology
5.51%5.25%3.73%1.75%0.00%0.00%0.45%2.11%0.37%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 BIS have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIS has higher volatility (13.78%) compared to RSPN (5.44%). In terms of maximum drawdown, RSPN dropped -59.61% vs BIS's -99.87%.

On 10-year performance, RSPN leads with 15.13% vs -25.94% for BIS. On fees, RSPN is cheaper at 0.40% per year. On volatility, RSPN has been the lower-risk option at 5.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RSPN has performed better with a 15.13% return vs -25.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSPN is cheaper with a 0.40% expense ratio, compared with 0.95% for BIS.

BIS has the higher dividend yield at 5.51%, compared with 1.03% for RSPN.

RSPN is categorized as Industrials Equities, while BIS is Leveraged Equities. RSPN tracks S&P 500® Equal Weight Industrials Index, while BIS tracks NASDAQ Biotechnology Index (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.40% for RSPN and 0.95% for BIS.

RSPN currently has the higher Sharpe Ratio (1.40 vs -1.36), 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 BIS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer