RSPR vs. CSRIX

Last updated Jun 3, 2026

RSPR (Invesco S&P 500 Equal Weight Real Estate ETF) and CSRIX (Cohen & Steers Institutional Realty Shares) are both REIT funds. Over the past 10 years, RSPR returned 6.22%/yr vs 7.25%/yr for CSRIX. Their correlation of 0.89 suggests significant overlap in exposure. RSPR charges 0.40%/yr vs 0.76%/yr for CSRIX.

Performance

RSPR vs. CSRIX - 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 Cohen & Steers Institutional Realty Shares (CSRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSPR achieves a 7.82% return, which is significantly lower than CSRIX's 11.17% return. Over the past 10 years, RSPR has underperformed CSRIX with an annualized return of 6.22%, while CSRIX has yielded a comparatively higher 7.25% annualized return.

RSPR

• 1D: 0.79%
• 1M: 0.48%
• YTD: 7.82%
• 6M: 7.98%
• 1Y: 5.47%
• 3Y*: 8.88%
• 5Y*: 2.37%
• 10Y*: 6.22%

CSRIX

• 1D: -1.78%
• 1M: -1.91%
• YTD: 11.17%
• 6M: 10.24%
• 1Y: 10.34%
• 3Y*: 10.33%
• 5Y*: 3.73%
• 10Y*: 7.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. CSRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSPR Invesco S&P 500 Equal Weight Real Estate ETF	7.82%	-1.88%	8.61%	11.59%	-25.16%	49.61%	-2.90%	24.62%	-4.11%	8.76%
CSRIX Cohen & Steers Institutional Realty Shares	11.17%	3.10%	6.26%	12.75%	-25.15%	42.40%	-2.55%	36.11%	-4.68%	6.71%

Correlation

The correlation between RSPR and CSRIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Aug 17, 2015	0.89

The correlation between RSPR and CSRIX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

Return for Risk

RSPR vs. CSRIX — Risk / Return Rank

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

RSPR

RSPR Risk / Return Rank: 15
RSPR Sharpe Ratio Rank: 15
RSPR Sortino Ratio Rank: 14
RSPR Omega Ratio Rank: 14
RSPR Calmar Ratio Rank: 16
RSPR Martin Ratio Rank: 15

CSRIX

CSRIX Risk / Return Rank: 11
CSRIX Sharpe Ratio Rank: 9
CSRIX Sortino Ratio Rank: 9
CSRIX Omega Ratio Rank: 9
CSRIX Calmar Ratio Rank: 16
CSRIX Martin Ratio Rank: 13

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. CSRIX - 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 Cohen & Steers Institutional Realty Shares (CSRIX). 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.

	RSPR	CSRIX	Difference
Sharpe ratio Return per unit of total volatility	0.39	0.79	-0.39
Sortino ratio Return per unit of downside risk	0.63	1.13	-0.50
Omega ratio Gain probability vs. loss probability	1.08	1.14	-0.07
Calmar ratio Return relative to maximum drawdown	0.61	1.51	-0.91
Martin ratio Return relative to average drawdown	1.34	4.02	-2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPR vs. CSRIX - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.39, which is lower than the CSRIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of RSPR and CSRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RSPR	CSRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	0.79	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.20	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.36	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.35	-0.05

Drawdowns

RSPR vs. CSRIX - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, roughly equal to the maximum CSRIX drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for RSPR and CSRIX.

Drawdown Indicators

	RSPR	CSRIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.96%	-41.45%	-0.51%
Max Drawdown (1Y) Largest decline over 1 year	-8.71%	-7.74%	-0.97%
Max Drawdown (3Y) Largest decline over 3 years	-17.78%	-16.89%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-33.03%	-31.79%	-1.24%
Max Drawdown (10Y) Largest decline over 10 years	-41.96%	-41.45%	-0.51%
Current Drawdown Current decline from peak	-4.24%	-3.27%	-0.97%
Average Drawdown Average peak-to-trough decline	-9.40%	-8.80%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	2.92%	+1.02%

Volatility

RSPR vs. CSRIX - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and Cohen & Steers Institutional Realty Shares (CSRIX) have volatilities of 3.76% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSPR	CSRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.68%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	10.14%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	13.47%	+0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.09%	18.59%	+0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.37%	20.49%	+0.88%

RSPR vs. CSRIX - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is lower than CSRIX's 0.76% expense ratio.

Dividends

RSPR vs. CSRIX - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.68%, less than CSRIX's 2.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSRIX Cohen & Steers Institutional Realty Shares	2.88%	3.14%	2.97%	3.04%	4.28%	3.87%	4.91%	12.97%	5.45%	6.28%	12.61%	13.63%
RSPR Invesco S&P 500 Equal Weight Real Estate ETF	2.68%	2.70%	2.58%	2.91%	3.14%	2.56%	3.82%	2.48%	3.02%	3.01%	2.06%	1.03%

Frequently Asked Questions

Can I hold both RSPR and CSRIX in my portfolio?

With a correlation of 0.91, RSPR and CSRIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RSPR or CSRIX?

RSPR has higher volatility (3.76%) compared to CSRIX (3.68%). In terms of maximum drawdown, RSPR dropped -41.96% vs CSRIX's -41.45%.

Which has better risk-adjusted returns?

CSRIX currently has the higher Sharpe Ratio (0.79 vs 0.39), 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.