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RSPR vs. BBRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPR vs. BBRE - Performance Comparison

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

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RSPR vs. BBRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-0.56%
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
3.79%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.60%

Returns By Period

In the year-to-date period, RSPR achieves a -0.36% return, which is significantly lower than BBRE's 3.79% return.


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%

BBRE

1D
1.42%
1M
-5.95%
YTD
3.79%
6M
1.76%
1Y
4.97%
3Y*
8.39%
5Y*
4.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPR vs. BBRE - Expense Ratio Comparison

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


Return for Risk

RSPR vs. BBRE — Risk / Return Rank

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

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

BBRE
BBRE Risk / Return Rank: 2222
Overall Rank
BBRE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBRE Omega Ratio Rank: 2020
Omega Ratio Rank
BBRE Calmar Ratio Rank: 2323
Calmar Ratio Rank
BBRE Martin Ratio Rank: 2626
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.

RSPR vs. BBRE - Risk-Adjusted Trends Comparison

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


RSPRBBREDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.29

-0.55

Sortino ratio

Return per unit of downside risk

-0.24

0.52

-0.76

Omega ratio

Gain probability vs. loss probability

0.97

1.07

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.29

0.45

-0.74

Martin ratio

Return relative to average drawdown

-0.83

1.85

-2.68

RSPR vs. BBRE - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is -0.26, which is lower than the BBRE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of RSPR and BBRE, 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


RSPRBBREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.29

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.26

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.27

-0.01

Correlation

The correlation between RSPR and BBRE is 0.95, 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.


Dividends

RSPR vs. BBRE - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.90%, less than BBRE's 3.03% yield.


TTM20252024202320222021202020192018201720162015
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%
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
3.03%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%

Drawdowns

RSPR vs. BBRE - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, roughly equal to the maximum BBRE drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for RSPR and BBRE.


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Drawdown Indicators


RSPRBBREDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-43.61%

+1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-13.24%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-31.15%

-1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

Current Drawdown

Current decline from peak

-11.51%

-6.45%

-5.06%

Average Drawdown

Average peak-to-trough decline

-9.47%

-10.73%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

3.19%

+1.20%

Volatility

RSPR vs. BBRE - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a higher volatility of 4.86% compared to JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) at 4.53%. This indicates that RSPR'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


RSPRBBREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.53%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.29%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

17.06%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

18.79%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

22.72%

-1.34%