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RSPR vs. PPTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. PPTY - 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 US Diversified Real Estate ETF (PPTY). 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 9.30% return, which is significantly lower than PPTY's 12.29% return.


RSPR

1D
0.79%
1M
0.30%
YTD
9.30%
6M
10.15%
1Y
6.48%
3Y*
9.90%
5Y*
2.56%
10Y*
6.16%

PPTY

1D
0.66%
1M
1.48%
YTD
12.29%
6M
12.58%
1Y
12.90%
3Y*
10.79%
5Y*
2.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. PPTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
9.30%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%5.40%
PPTY
US Diversified Real Estate ETF
12.29%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.86%

Correlation

The correlation between RSPR and PPTY is 0.92, 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

0.92

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.95

The correlation between RSPR and PPTY has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

RSPR vs. PPTY — Risk / Return Rank

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

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

PPTY
PPTY Risk / Return Rank: 2828
Overall Rank
PPTY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2525
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2424
Omega Ratio Rank
PPTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
PPTY Martin Ratio Rank: 3333
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. PPTY - 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 US Diversified Real Estate ETF (PPTY). 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.


RSPRPPTYDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

0.75

1.60

-0.85

Martin ratioReturn relative to average drawdown

1.64

4.63

-2.99

RSPR vs. PPTY - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.45, which is lower than the PPTY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RSPR and PPTY, 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. PPTY - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, roughly equal to the maximum PPTY drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for RSPR and PPTY.


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Drawdown Indicators


RSPRPPTYDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-41.69%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.09%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-21.06%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-32.37%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

Current Drawdown

Current decline from peak

-2.93%

-2.05%

-0.88%

Average Drawdown

Average peak-to-trough decline

-9.36%

-11.28%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.79%

+1.16%

Volatility

RSPR vs. PPTY - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and US Diversified Real Estate ETF (PPTY) have volatilities of 4.77% and 4.76%, 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


RSPRPPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.76%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

10.03%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

14.13%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

18.59%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

21.90%

-0.48%

RSPR vs. PPTY - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is lower than PPTY's 0.49% expense ratio.


Dividends

RSPR vs. PPTY - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 3.45%, more than PPTY's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF
2.59%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
3.45%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


With a correlation of 0.92, RSPR and PPTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RSPR has higher volatility (4.77%) compared to PPTY (4.76%). In terms of maximum drawdown, RSPR dropped -41.96% vs PPTY's -41.69%.

On 5-year performance, PPTY leads with 2.74% vs 2.56% for RSPR. On fees, RSPR is cheaper at 0.40% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PPTY has performed better with a 2.74% return vs 2.56%. 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 0.49% for PPTY.

RSPR has the higher dividend yield at 3.45%, compared with 2.59% for PPTY.

RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while PPTY tracks USREX - U.S. Diversified Real Estate Index. They also come from different issuers: Invesco and Vident. Their fees differ too: 0.40% for RSPR and 0.49% for PPTY.

PPTY currently has the higher Sharpe Ratio (0.92 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.

Portfolio Optimizer

Find the right allocation for RSPR and PPTY

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