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RSPR vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with RSPR having a 9.30% return and SPY slightly higher at 9.74%. Over the past 10 years, RSPR has underperformed SPY with an annualized return of 6.16%, while SPY has yielded a comparatively higher 15.70% annualized 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%

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-4.11%8.76%
SPY
State Street SPDR S&P 500 ETF
9.74%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between RSPR and SPY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.44

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

0.57

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

0.54

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

0.51

Over the past year, the correlation between RSPR and SPY has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

RSPR vs. SPY — 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

SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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.


RSPRSPYDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.09

1.39

-0.30

Calmar ratioReturn relative to maximum drawdown

0.75

3.01

-2.26

Martin ratioReturn relative to average drawdown

1.64

13.54

-11.89

RSPR vs. SPY - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.45, which is lower than the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RSPR and SPY, 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. SPY - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RSPR and SPY.


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Drawdown Indicators


RSPRSPYDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-55.19%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.88%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-18.76%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-24.50%

-8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-33.72%

-8.24%

Current Drawdown

Current decline from peak

-2.93%

-1.75%

-1.18%

Average Drawdown

Average peak-to-trough decline

-9.36%

-9.04%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

1.97%

+1.98%

Volatility

RSPR vs. SPY - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 4.77% and 4.64%, 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


RSPRSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.64%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

9.75%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

12.43%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

17.14%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

17.99%

+3.43%

RSPR vs. SPY - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

RSPR vs. SPY - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 3.45%, more than SPY's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


RSPR and SPY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPR has higher volatility (4.77%) compared to SPY (4.64%). In terms of maximum drawdown, RSPR dropped -41.96% vs SPY's -55.19%.

On 10-year performance, SPY leads with 15.70% vs 6.16% for RSPR. On fees, SPY is cheaper at 0.09% per year. On volatility, SPY has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPY has performed better with a 15.70% return vs 6.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPY is cheaper with a 0.09% expense ratio, compared with 0.40% for RSPR.

RSPR has the higher dividend yield at 3.45%, compared with 1.01% for SPY.

RSPR is categorized as REIT, while SPY is S&P 500. RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while SPY tracks S&P 500 Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.40% for RSPR and 0.09% for SPY.

SPY currently has the higher Sharpe Ratio (2.16 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 SPY

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