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RSPR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSPR and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
8.78%
7.91%
RSPR
VOO

Key characteristics

Sharpe Ratio

RSPR:

0.41

VOO:

2.00

Sortino Ratio

RSPR:

0.66

VOO:

2.68

Omega Ratio

RSPR:

1.08

VOO:

1.37

Calmar Ratio

RSPR:

0.28

VOO:

2.98

Martin Ratio

RSPR:

1.68

VOO:

13.18

Ulcer Index

RSPR:

3.91%

VOO:

1.91%

Daily Std Dev

RSPR:

15.99%

VOO:

12.60%

Max Drawdown

RSPR:

-41.96%

VOO:

-33.99%

Current Drawdown

RSPR:

-10.12%

VOO:

-2.88%

Returns By Period

In the year-to-date period, RSPR achieves a 7.83% return, which is significantly lower than VOO's 25.48% return.


RSPR

YTD

7.83%

1M

-8.89%

6M

8.88%

1Y

7.83%

5Y*

5.54%

10Y*

N/A

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*Annualized

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RSPR vs. VOO - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
Expense ratio chart for RSPR: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RSPR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for RSPR, currently valued at 0.41, compared to the broader market0.002.004.000.412.00
The chart of Sortino ratio for RSPR, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.662.68
The chart of Omega ratio for RSPR, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.37
The chart of Calmar ratio for RSPR, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.282.98
The chart of Martin ratio for RSPR, currently valued at 1.68, compared to the broader market0.0020.0040.0060.0080.00100.001.6813.18
RSPR
VOO

The current RSPR Sharpe Ratio is 0.41, which is lower than the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of RSPR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.41
2.00
RSPR
VOO

Dividends

RSPR vs. VOO - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.60%, more than VOO's 1.24% yield.


TTM2023202220212020201920182017201620152014
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.60%2.91%3.14%2.56%3.82%2.97%3.02%3.01%2.06%1.03%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RSPR vs. VOO - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RSPR and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-10.12%
-2.88%
RSPR
VOO

Volatility

RSPR vs. VOO - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a higher volatility of 5.77% compared to Vanguard S&P 500 ETF (VOO) at 4.14%. This indicates that RSPR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
5.77%
4.14%
RSPR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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