RSPR vs. FAAR
RSPR (Invesco S&P 500 Equal Weight Real Estate ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - RSPR is a REIT fund tracking the S&P 500 Equal Weighted / Real Estate - SEC, while FAAR is a Commodities fund actively managed by First Trust. RSPR is passively managed, while FAAR is actively managed. Over the past 10 years, RSPR returned 6.30%/yr vs 4.69%/yr for FAAR. At a 0.01 correlation, their price movements are largely independent. RSPR charges 0.40%/yr vs 0.95%/yr for FAAR.
Performance
RSPR vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, RSPR achieves a 10.68% return, which is significantly lower than FAAR's 19.14% return. Over the past 10 years, RSPR has outperformed FAAR with an annualized return of 6.30%, while FAAR has yielded a comparatively lower 4.69% annualized return.
RSPR
- 1D
- 1.27%
- 1M
- 1.57%
- YTD
- 10.68%
- 6M
- 11.84%
- 1Y
- 6.50%
- 3Y*
- 10.36%
- 5Y*
- 2.90%
- 10Y*
- 6.30%
FAAR
- 1D
- -0.91%
- 1M
- -5.21%
- YTD
- 19.14%
- 6M
- 18.06%
- 1Y
- 28.33%
- 3Y*
- 10.57%
- 5Y*
- 7.72%
- 10Y*
- 4.69%
RSPR vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 10.68% | -1.88% | 8.61% | 11.59% | -25.16% | 49.61% | -2.90% | 24.62% | -4.11% | 8.76% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 19.14% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -1.28% | -9.17% | 5.00% |
Correlation
The correlation between RSPR and FAAR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 23, 2016 | 0.01 |
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Return for Risk
RSPR vs. FAAR — Risk / Return Rank
RSPR
FAAR
RSPR vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| RSPR | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 4.52 | -3.77 |
| Martin ratioReturn relative to average drawdown | 1.65 | 15.18 | -13.53 |
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Drawdowns
RSPR vs. FAAR - Drawdown Comparison
The maximum RSPR drawdown since its inception was -41.96%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for RSPR and FAAR.
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Drawdown Indicators
| RSPR | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.96% | -18.03% | -23.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -6.29% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -11.54% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.03% | -18.03% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | -18.03% | -23.93% |
Current DrawdownCurrent decline from peak | -1.70% | -6.29% | +4.59% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -7.82% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 1.87% | +2.08% |
Volatility
RSPR vs. FAAR - Volatility Comparison
Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a higher volatility of 4.92% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that RSPR's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSPR | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 2.55% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 9.68% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 13.38% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 12.96% | +6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.42% | 11.54% | +9.88% |
RSPR vs. FAAR - Expense Ratio Comparison
RSPR has a 0.40% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
RSPR vs. FAAR - Dividend Comparison
RSPR's dividend yield for the trailing twelve months is around 2.84%, less than FAAR's 9.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.66% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% | 0.00% | 0.00% |
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 2.84% | 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
RSPR and FAAR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSPR has higher volatility (4.92%) compared to FAAR (2.55%). In terms of maximum drawdown, RSPR dropped -41.96% vs FAAR's -18.03%.
On 10-year performance, RSPR leads with 6.30% vs 4.69% for FAAR. On fees, RSPR is cheaper at 0.40% per year. On volatility, FAAR has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RSPR has performed better with a 6.30% return vs 4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSPR is cheaper with a 0.40% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.66%, compared with 2.84% for RSPR.
RSPR is categorized as REIT, while FAAR is Commodities. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.40% for RSPR and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.15 vs 0.45), 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.
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