RSPR vs. IOO

Last updated Jun 3, 2026

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 6.22%/yr vs 16.85%/yr for IOO. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.

Performance

RSPR vs. IOO - 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 iShares Global 100 ETF (IOO). 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 IOO's 13.77% return. Over the past 10 years, RSPR has underperformed IOO with an annualized return of 6.22%, while IOO has yielded a comparatively higher 16.85% 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%

IOO

• 1D: 0.03%
• 1M: 6.03%
• YTD: 13.77%
• 6M: 13.90%
• 1Y: 40.81%
• 3Y*: 26.04%
• 5Y*: 17.21%
• 10Y*: 16.85%

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

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	7.82%	-1.88%	8.61%	11.59%	-25.16%	49.61%	-2.90%	24.62%	-4.11%	8.76%
IOO iShares Global 100 ETF	13.77%	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 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Aug 17, 2015	0.44

The correlation between RSPR and IOO shifts across timeframes, from 0.25 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

RSPR vs. IOO - Sectors Allocation Comparison

Sectors	RSPR	IOO
Real Estate	96.9%	0.2%
Basic Materials	3.1%	1.7%
Financial Services	0.0%	9.1%
Communication Services	-	11.0%
Consumer Cyclical	-	8.4%
Consumer Defensive	-	5.6%
Energy	-	3.6%
Healthcare	-	8.4%
Industrials	-	4.8%
Technology	-	46.2%
Utilities	-	0.5%

Return for Risk

RSPR vs. IOO — 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

IOO

IOO Risk / Return Rank: 86
IOO Sharpe Ratio Rank: 89
IOO Sortino Ratio Rank: 89
IOO Omega Ratio Rank: 87
IOO Calmar Ratio Rank: 80
IOO Martin Ratio Rank: 88

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. 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.

	RSPR	IOO	Difference
Sharpe ratio Return per unit of total volatility	0.39	3.05	-2.65
Sortino ratio Return per unit of downside risk	0.63	4.11	-3.48
Omega ratio Gain probability vs. loss probability	1.08	1.54	-0.47
Calmar ratio Return relative to maximum drawdown	0.61	4.19	-3.58
Martin ratio Return relative to average drawdown	1.34	19.49	-18.15
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. IOO - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.39, which is lower than the IOO Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of RSPR and IOO, 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	IOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	3.05	-2.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	1.02	-0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.95	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.40	-0.10

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.

Drawdown Indicators

	RSPR	IOO	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-4.24%	0.00%	-4.24%
Average Drawdown Average peak-to-trough decline	-9.40%	-11.27%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	2.14%	+1.80%

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 3.76% and 3.59%, 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	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.59%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	10.50%	-0.59%
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%	17.03%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.37%	17.77%	+3.60%

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 2.68%, more than IOO's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IOO iShares Global 100 ETF	0.81%	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	2.68%	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 IOO in my portfolio?

RSPR and IOO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSPR or IOO?

RSPR has higher volatility (3.76%) compared to IOO (3.59%). In terms of maximum drawdown, RSPR dropped -41.96% vs IOO's -55.85%.

Which ETF is better, RSPR or IOO?

On 10-year performance, IOO leads with 16.85% vs 6.22% for RSPR. Both ETFs have the same 0.40% expense ratio. On volatility, IOO has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSPR or IOO?

Over the 10-year period, IOO has performed better with a 16.85% return vs 6.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSPR or IOO?

RSPR and IOO have the same expense ratio: 0.40% per year.

Which ETF pays a higher dividend yield, RSPR or IOO?

RSPR has the higher dividend yield at 2.68%, compared with 0.81% for IOO.

What is the main difference between RSPR and 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.

Which has better risk-adjusted returns?

IOO currently has the higher Sharpe Ratio (3.05 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.