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RSPR vs. KBWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. KBWY - 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 Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPR achieves a 10.69% return, which is significantly lower than KBWY's 23.12% return. Over the past 10 years, RSPR has outperformed KBWY with an annualized return of 6.30%, while KBWY has yielded a comparatively lower 1.51% annualized return.


RSPR

1D
0.01%
1M
1.58%
YTD
10.69%
6M
10.49%
1Y
6.24%
3Y*
10.36%
5Y*
2.76%
10Y*
6.30%

KBWY

1D
0.46%
1M
5.21%
YTD
23.12%
6M
23.78%
1Y
26.05%
3Y*
12.15%
5Y*
2.95%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. KBWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
10.69%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
23.12%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%

Correlation

The correlation between RSPR and KBWY is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

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

0.82

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

0.83

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

0.80

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

0.77

The correlation between RSPR and KBWY has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

RSPR vs. KBWY — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 1616
Overall Rank
RSPR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSPR Omega Ratio Rank: 1414
Omega Ratio Rank
RSPR Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSPR Martin Ratio Rank: 1717
Martin Ratio Rank

KBWY
KBWY Risk / Return Rank: 5151
Overall Rank
KBWY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 5050
Sortino Ratio Rank
KBWY Omega Ratio Rank: 4545
Omega Ratio Rank
KBWY Calmar Ratio Rank: 6464
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4545
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. KBWY - 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 Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


RSPRKBWYDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.72

2.83

-2.11

Martin ratioReturn relative to average drawdown

1.59

6.73

-5.15

RSPR vs. KBWY - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.43, which is lower than the KBWY Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of RSPR and KBWY, 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. KBWY - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for RSPR and KBWY.


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Drawdown Indicators


RSPRKBWYDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-57.68%

+15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.24%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-29.93%

+12.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-32.29%

-0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-57.68%

+15.72%

Current Drawdown

Current decline from peak

-1.69%

-6.21%

+4.52%

Average Drawdown

Average peak-to-trough decline

-9.36%

-14.15%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.88%

+0.08%

Volatility

RSPR vs. KBWY - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and Invesco KBW Premium Yield Equity REIT ETF (KBWY) have volatilities of 4.91% and 4.86%, 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


RSPRKBWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.86%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

12.07%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

16.76%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

21.61%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

27.07%

-5.66%

RSPR vs. KBWY - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than KBWY's 0.35% expense ratio.


Dividends

RSPR vs. KBWY - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.84%, less than KBWY's 8.24% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.24%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
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 KBWY have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPR has higher volatility (4.91%) compared to KBWY (4.86%). In terms of maximum drawdown, RSPR dropped -41.96% vs KBWY's -57.68%.

On 10-year performance, RSPR leads with 6.30% vs 1.51% for KBWY. On fees, KBWY is cheaper at 0.35% per year. 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, RSPR has performed better with a 6.30% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWY is cheaper with a 0.35% expense ratio, compared with 0.40% for RSPR.

KBWY has the higher dividend yield at 8.24%, compared with 2.84% for RSPR.

RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while KBWY tracks KBW Nasdaq Premium Yield Equity REIT Index. Their fees differ too: 0.40% for RSPR and 0.35% for KBWY.

KBWY currently has the higher Sharpe Ratio (1.56 vs 0.43), 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

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