RSPR vs. IOO
RSPR (Invesco S&P 500 Equal Weight Real Estate ETF) and IOO (iShares Global 100 ETF) are both exchange-traded funds - RSPR is a REIT fund tracking the S&P 500 Equal Weighted / Real Estate - SEC, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Both are passively managed. Over the past 10 years, RSPR returned 5.63%/yr vs 16.41%/yr for IOO. Their 0.42 correlation means their historical movements had little consistent relationship. Both charge a 0.40% expense ratio.
Performance
RSPR vs. IOO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RSPR having a 12.19% return and IOO slightly lower at 12.18%. Over the past 10 years, RSPR has underperformed IOO with an annualized return of 5.63%, while IOO has yielded a comparatively higher 16.41% annualized return.
RSPR
- 1D
- -0.04%
- 1M
- 0.06%
- 6M
- 9.67%
- YTD
- 12.19%
- 1Y
- 10.49%
- 3Y*
- 8.06%
- 5Y*
- 2.39%
- 10Y*
- 5.63%
- ALL TIME*
- 6.62%
IOO
- 1D
- 1.15%
- 1M
- 3.02%
- 6M
- 10.29%
- YTD
- 12.18%
- 1Y
- 30.07%
- 3Y*
- 23.40%
- 5Y*
- 15.80%
- 10Y*
- 16.41%
- ALL TIME*
- 7.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $39.71M | $29.92M | $34.31M | |
| $510.77K | $450.22K | $625.86K |
RSPR vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 12.19% | -1.88% | 8.61% | 11.59% | -25.16% | 49.61% | -2.90% | 24.62% | -4.11% | 8.76% |
IOO iShares Global 100 ETF | 12.18% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Correlation
The correlation between RSPR and IOO is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2015 | 0.42 |
Over the past year, the correlation between RSPR and IOO has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
RSPR vs. IOO — Risk / Return Rank
RSPR
IOO
RSPR vs. IOO - 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 iShares Global 100 ETF (IOO). 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 | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.81 | -1.64 |
| Martin ratioReturn relative to average drawdown | 2.94 | 10.47 | -7.53 |
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Drawdowns
RSPR vs. IOO - Drawdown Comparison
The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for RSPR and IOO.
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Drawdown Indicators
| RSPR | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.96% | -55.85% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -9.94% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -19.19% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -33.03% | -23.52% | -9.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | -31.43% | -10.53% |
Current DrawdownCurrent decline from peak | -2.06% | -1.39% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -11.22% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.66% | +0.77% |
Volatility
RSPR vs. IOO - Volatility Comparison
Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and iShares Global 100 ETF (IOO) have volatilities of 4.39% and 4.30%, 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.
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Volatility by Period
| RSPR | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.30% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 11.83% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 14.73% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 17.21% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 17.73% | +3.67% |
RSPR vs. IOO - Expense Ratio Comparison
Both RSPR and IOO have an expense ratio of 0.40%.
Dividends
RSPR vs. IOO - Dividend Comparison
RSPR's dividend yield for the trailing twelve months is around 2.80%, more than IOO's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 0.83% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 2.80% | 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 IOO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSPR has higher volatility (4.39%) compared to IOO (4.30%). In terms of maximum drawdown, RSPR dropped -41.96% vs IOO's -55.85%.
On 10-year performance, IOO leads with 16.41% vs 5.63% for RSPR. Both ETFs have the same 0.40% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IOO has performed better with a 16.41% return vs 5.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSPR and IOO have the same expense ratio: 0.40% per year.
RSPR has the higher dividend yield at 2.80%, compared with 0.83% for IOO.
RSPR is categorized as REIT, while IOO is Global Equities. RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while IOO tracks S&P Global 100 Index (Net). They also come from different issuers: Invesco and iShares.
IOO currently has the higher Sharpe Ratio (1.89 vs 0.70), 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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