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RSPR vs. VNQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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 VNQ's 10.32% return. Over the past 10 years, RSPR has outperformed VNQ with an annualized return of 6.16%, while VNQ has yielded a comparatively lower 5.31% 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%

VNQ

1D
1.08%
1M
-0.19%
YTD
10.32%
6M
10.63%
1Y
11.80%
3Y*
10.81%
5Y*
2.52%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. VNQ - 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%
VNQ
Vanguard Real Estate ETF
10.32%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%

Correlation

The correlation between RSPR and VNQ is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.97

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

0.95

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

0.90

The correlation between RSPR and VNQ has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

RSPR vs. VNQ — 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

VNQ
VNQ Risk / Return Rank: 2626
Overall Rank
VNQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2323
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2323
Omega Ratio Rank
VNQ Calmar Ratio Rank: 2929
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3232
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. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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.


RSPRVNQDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

0.75

1.42

-0.67

Martin ratioReturn relative to average drawdown

1.64

4.45

-2.80

RSPR vs. VNQ - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.45, which is lower than the VNQ Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of RSPR and VNQ, 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. VNQ - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RSPR and VNQ.


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Drawdown Indicators


RSPRVNQDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-73.07%

+31.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.34%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-17.46%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-34.48%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-42.40%

+0.44%

Current Drawdown

Current decline from peak

-2.93%

-1.95%

-0.98%

Average Drawdown

Average peak-to-trough decline

-9.36%

-13.60%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.66%

+1.29%

Volatility

RSPR vs. VNQ - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) is 4.77%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.03%. This indicates that RSPR experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPRVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

5.03%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

10.15%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

13.81%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

18.85%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

20.75%

+0.67%

RSPR vs. VNQ - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than VNQ's 0.13% expense ratio.


Dividends

RSPR vs. VNQ - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 3.45%, less than VNQ's 3.61% 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%
VNQ
Vanguard Real Estate ETF
3.61%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


With a correlation of 0.95, RSPR and VNQ 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.

VNQ has higher volatility (5.03%) compared to RSPR (4.77%). In terms of maximum drawdown, RSPR dropped -41.96% vs VNQ's -73.07%.

On 10-year performance, RSPR leads with 6.16% vs 5.31% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, RSPR has been the lower-risk option at 4.77%. 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 6.16% return vs 5.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VNQ is cheaper with a 0.13% expense ratio, compared with 0.40% for RSPR.

VNQ has the higher dividend yield at 3.61%, compared with 3.45% for RSPR.

RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.40% for RSPR and 0.13% for VNQ.

VNQ currently has the higher Sharpe Ratio (0.86 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 VNQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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