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RSPS vs. FSTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPS vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPS achieves a 1.57% return, which is significantly lower than FSTA's 5.69% return. Over the past 10 years, RSPS has underperformed FSTA with an annualized return of 4.15%, while FSTA has yielded a comparatively higher 7.56% annualized return.


RSPS

1D
-0.07%
1M
-1.58%
YTD
1.57%
6M
0.92%
1Y
-0.75%
3Y*
-1.63%
5Y*
-0.02%
10Y*
4.15%

FSTA

1D
-0.10%
1M
-3.83%
YTD
5.69%
6M
4.82%
1Y
1.51%
3Y*
7.47%
5Y*
5.95%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPS vs. FSTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
1.57%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%
FSTA
Fidelity MSCI Consumer Staples Index ETF
5.69%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Correlation

The correlation between RSPS and FSTA is 0.86, 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

0.86

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

0.88

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2013

0.92

The correlation between RSPS and FSTA has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

RSPS vs. FSTA - Sectors Allocation Comparison


Sectors
RSPS
FSTA

Consumer Defensive

96.9%
97.3%

Consumer Cyclical

3.1%
1.8%

Financial Services

0.0%

-

Basic Materials

-

0.3%

Communication Services

-

-

Energy

-

-

Healthcare

-

0.0%

Industrials

-

0.3%

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

RSPS
96.9%
FSTA
97.3%

Consumer Cyclical

RSPS
3.1%
FSTA
1.8%

Financial Services

RSPS
0.0%
FSTA

-

Basic Materials

RSPS

-

FSTA
0.3%

Communication Services

RSPS

-

FSTA

-

Energy

RSPS

-

FSTA

-

Healthcare

RSPS

-

FSTA
0.0%

Industrials

RSPS

-

FSTA
0.3%

Real Estate

RSPS

-

FSTA

-

Technology

RSPS

-

FSTA

-

Utilities

RSPS

-

FSTA

-

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Return for Risk

RSPS vs. FSTA — Risk / Return Rank

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

RSPS
RSPS Risk / Return Rank: 88
Overall Rank
RSPS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 88
Sortino Ratio Rank
RSPS Omega Ratio Rank: 88
Omega Ratio Rank
RSPS Calmar Ratio Rank: 99
Calmar Ratio Rank
RSPS Martin Ratio Rank: 99
Martin Ratio Rank

FSTA
FSTA Risk / Return Rank: 1111
Overall Rank
FSTA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 1010
Sortino Ratio Rank
FSTA Omega Ratio Rank: 1010
Omega Ratio Rank
FSTA Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSTA Martin Ratio Rank: 1111
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.

RSPS vs. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


RSPSFSTADifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.06

0.16

-0.23

Martin ratioReturn relative to average drawdown

-0.12

0.34

-0.46

RSPS vs. FSTA - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is -0.06, which is lower than the FSTA Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of RSPS and FSTA, 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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Sharpe Ratios by Period


RSPSFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.12

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.46

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.52

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.61

-0.04

Drawdowns

RSPS vs. FSTA - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for RSPS and FSTA.


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Drawdown Indicators


RSPSFSTADifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-25.13%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-9.29%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-11.76%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-16.58%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-25.13%

-0.29%

Current Drawdown

Current decline from peak

-11.32%

-8.64%

-2.68%

Average Drawdown

Average peak-to-trough decline

-5.05%

-3.55%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

4.54%

+1.62%

Volatility

RSPS vs. FSTA - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 3.54%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 4.03%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.03%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

9.76%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

12.38%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.11%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

14.55%

+0.31%

RSPS vs. FSTA - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than FSTA's 0.08% expense ratio.


Dividends

RSPS vs. FSTA - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.87%, more than FSTA's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.25%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.87%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%

Frequently Asked Questions


RSPS and FSTA have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTA has higher volatility (4.03%) compared to RSPS (3.54%). In terms of maximum drawdown, RSPS dropped -35.93% vs FSTA's -25.13%.

On 10-year performance, FSTA leads with 7.56% vs 4.15% for RSPS. On fees, FSTA is cheaper at 0.08% per year. On volatility, RSPS has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FSTA has performed better with a 7.56% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FSTA is cheaper with a 0.08% expense ratio, compared with 0.40% for RSPS.

RSPS has the higher dividend yield at 2.87%, compared with 2.25% for FSTA.

RSPS tracks S&P 500 Equal Weighted / Consumer Staples -SEC, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: Invesco and Fidelity. Their fees differ too: 0.40% for RSPS and 0.08% for FSTA.

FSTA currently has the higher Sharpe Ratio (0.12 vs -0.06), 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

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