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RSPR vs. RSPN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPR vs. RSPN - 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 S&P 500® Equal Weight Industrials ETF (RSPN). The values are adjusted to include any dividend payments, if applicable.

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RSPR vs. RSPN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
-0.36%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
1.89%13.84%17.63%22.32%-8.79%26.07%18.07%33.17%-13.23%23.22%

Returns By Period

In the year-to-date period, RSPR achieves a -0.36% return, which is significantly lower than RSPN's 1.89% return. Over the past 10 years, RSPR has underperformed RSPN with an annualized return of 5.36%, while RSPN has yielded a comparatively higher 13.90% annualized return.


RSPR

1D
1.38%
1M
-6.13%
YTD
-0.36%
6M
-4.86%
1Y
-4.41%
3Y*
5.81%
5Y*
2.97%
10Y*
5.36%

RSPN

1D
2.99%
1M
-9.20%
YTD
1.89%
6M
3.02%
1Y
18.74%
3Y*
16.50%
5Y*
11.11%
10Y*
13.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPR vs. RSPN - Expense Ratio Comparison

Both RSPR and RSPN have an expense ratio of 0.40%.


Return for Risk

RSPR vs. RSPN — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 77
Overall Rank
RSPR Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 77
Sortino Ratio Rank
RSPR Omega Ratio Rank: 66
Omega Ratio Rank
RSPR Calmar Ratio Rank: 77
Calmar Ratio Rank
RSPR Martin Ratio Rank: 55
Martin Ratio Rank

RSPN
RSPN Risk / Return Rank: 5858
Overall Rank
RSPN Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RSPN Sortino Ratio Rank: 5757
Sortino Ratio Rank
RSPN Omega Ratio Rank: 5353
Omega Ratio Rank
RSPN Calmar Ratio Rank: 6262
Calmar Ratio Rank
RSPN Martin Ratio Rank: 6161
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. RSPN - 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 S&P 500® Equal Weight Industrials ETF (RSPN). 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.


RSPRRSPNDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.94

-1.19

Sortino ratio

Return per unit of downside risk

-0.24

1.45

-1.69

Omega ratio

Gain probability vs. loss probability

0.97

1.19

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.29

1.51

-1.80

Martin ratio

Return relative to average drawdown

-0.83

5.88

-6.71

RSPR vs. RSPN - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is -0.26, which is lower than the RSPN Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of RSPR and RSPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPRRSPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.94

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.62

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.69

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.51

-0.25

Correlation

The correlation between RSPR and RSPN is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSPR vs. RSPN - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.90%, more than RSPN's 0.86% yield.


TTM20252024202320222021202020192018201720162015
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.90%2.70%2.58%2.91%3.14%2.56%3.82%2.48%3.02%3.01%2.06%1.03%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
0.86%0.86%0.98%1.06%1.09%0.70%0.96%1.33%1.49%1.12%1.31%1.51%

Drawdowns

RSPR vs. RSPN - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum RSPN drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for RSPR and RSPN.


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Drawdown Indicators


RSPRRSPNDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-59.61%

+17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-12.85%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-21.88%

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-42.02%

+0.06%

Current Drawdown

Current decline from peak

-11.51%

-9.74%

-1.77%

Average Drawdown

Average peak-to-trough decline

-9.47%

-7.69%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

3.30%

+1.09%

Volatility

RSPR vs. RSPN - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) is 4.86%, while Invesco S&P 500® Equal Weight Industrials ETF (RSPN) has a volatility of 5.96%. This indicates that RSPR experiences smaller price fluctuations and is considered to be less risky than RSPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPRRSPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.96%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

11.55%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

20.10%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

18.09%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

20.30%

+1.08%