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RSPR vs. GQRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. GQRE - 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 FlexShares Global Quality Real Estate Index Fund (GQRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with RSPR having a 11.24% return and GQRE slightly lower at 10.81%. Over the past 10 years, RSPR has outperformed GQRE with an annualized return of 5.71%, while GQRE has yielded a comparatively lower 3.68% annualized return.


RSPR

1D
0.17%
1M
-1.07%
6M
10.58%
YTD
11.24%
1Y
7.22%
3Y*
7.35%
5Y*
2.39%
10Y*
5.71%

GQRE

1D
-0.07%
1M
0.04%
6M
8.27%
YTD
10.81%
1Y
13.30%
3Y*
9.61%
5Y*
2.16%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. GQRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
11.24%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%
GQRE
FlexShares Global Quality Real Estate Index Fund
10.81%8.27%6.09%9.21%-27.22%32.01%-9.17%21.84%-8.88%13.60%

Correlation

The correlation between RSPR and GQRE is 0.89, 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

0.89

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

0.90

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

0.93

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

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2015

0.84

The correlation between RSPR and GQRE has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

RSPR vs. GQRE — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 1919
Overall Rank
RSPR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 1717
Sortino Ratio Rank
RSPR Omega Ratio Rank: 1717
Omega Ratio Rank
RSPR Calmar Ratio Rank: 2222
Calmar Ratio Rank
RSPR Martin Ratio Rank: 2020
Martin Ratio Rank

GQRE
GQRE Risk / Return Rank: 3737
Overall Rank
GQRE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
GQRE Omega Ratio Rank: 3737
Omega Ratio Rank
GQRE Calmar Ratio Rank: 3232
Calmar Ratio Rank
GQRE Martin Ratio Rank: 4040
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. GQRE - 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 FlexShares Global Quality Real Estate Index Fund (GQRE). 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.


RSPRGQREDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratioReturn relative to maximum drawdown

0.83

1.32

-0.48

Martin ratioReturn relative to average drawdown

1.82

4.95

-3.13

RSPR vs. GQRE - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.49, which is lower than the GQRE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RSPR and GQRE, 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

RSPR vs. GQRE - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, roughly equal to the maximum GQRE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for RSPR and GQRE.


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Drawdown Indicators


RSPRGQREDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-41.87%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-10.15%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-16.17%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-35.08%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-41.87%

-0.09%

Current Drawdown

Current decline from peak

-1.94%

-0.68%

-1.26%

Average Drawdown

Average peak-to-trough decline

-9.33%

-9.17%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.69%

+1.28%

Volatility

RSPR vs. GQRE - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a higher volatility of 4.98% compared to FlexShares Global Quality Real Estate Index Fund (GQRE) at 3.63%. This indicates that RSPR's price experiences larger fluctuations and is considered to be riskier than GQRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPRGQREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

3.63%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

9.40%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

11.91%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

16.45%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

17.63%

+3.76%

RSPR vs. GQRE - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is lower than GQRE's 0.45% expense ratio.


Dividends

RSPR vs. GQRE - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.83%, less than GQRE's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GQRE
FlexShares Global Quality Real Estate Index Fund
4.24%4.75%3.77%2.91%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.83%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 GQRE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPR has higher volatility (4.98%) compared to GQRE (3.63%). In terms of maximum drawdown, RSPR dropped -41.96% vs GQRE's -41.87%.

On 10-year performance, RSPR leads with 5.71% vs 3.68% for GQRE. On fees, RSPR is cheaper at 0.40% per year. On volatility, GQRE has been the lower-risk option at 3.63%. 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 5.71% return vs 3.68%. 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 0.45% for GQRE.

GQRE has the higher dividend yield at 4.24%, compared with 2.83% for RSPR.

RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while GQRE tracks Northern Trust Global Quality Real Estate (NR). They also come from different issuers: Invesco and Northern Trust. Their fees differ too: 0.40% for RSPR and 0.45% for GQRE.

GQRE currently has the higher Sharpe Ratio (1.12 vs 0.49), 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 RSPR and GQRE

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