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RSPS vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSPS and FSTA is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

120.00%130.00%140.00%150.00%160.00%170.00%JulyAugustSeptemberOctoberNovemberDecember
120.27%
162.57%
RSPS
FSTA

Key characteristics

Sharpe Ratio

RSPS:

0.15

FSTA:

1.82

Sortino Ratio

RSPS:

0.29

FSTA:

2.68

Omega Ratio

RSPS:

1.03

FSTA:

1.32

Calmar Ratio

RSPS:

0.14

FSTA:

3.07

Martin Ratio

RSPS:

0.49

FSTA:

10.88

Ulcer Index

RSPS:

3.35%

FSTA:

1.60%

Daily Std Dev

RSPS:

11.02%

FSTA:

9.55%

Max Drawdown

RSPS:

-35.93%

FSTA:

-25.13%

Current Drawdown

RSPS:

-10.04%

FSTA:

-3.91%

Returns By Period

In the year-to-date period, RSPS achieves a -0.90% return, which is significantly lower than FSTA's 14.54% return. Over the past 10 years, RSPS has underperformed FSTA with an annualized return of 5.96%, while FSTA has yielded a comparatively higher 7.99% annualized return.


RSPS

YTD

-0.90%

1M

-0.59%

6M

-0.90%

1Y

0.99%

5Y*

3.25%

10Y*

5.96%

FSTA

YTD

14.54%

1M

-0.09%

6M

5.92%

1Y

16.57%

5Y*

8.43%

10Y*

7.99%

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RSPS vs. FSTA - Expense Ratio Comparison

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


RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
Expense ratio chart for RSPS: 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 FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

RSPS vs. FSTA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RSPS, currently valued at 0.15, compared to the broader market0.002.004.000.151.82
The chart of Sortino ratio for RSPS, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.292.68
The chart of Omega ratio for RSPS, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.32
The chart of Calmar ratio for RSPS, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.07
The chart of Martin ratio for RSPS, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.00100.000.4910.88
RSPS
FSTA

The current RSPS Sharpe Ratio is 0.15, which is lower than the FSTA Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of RSPS and FSTA, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.82
RSPS
FSTA

Dividends

RSPS vs. FSTA - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.08%, less than FSTA's 2.42% yield.


TTM20232022202120202019201820172016201520142013
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.08%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%1.74%1.54%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.42%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.04%
-3.91%
RSPS
FSTA

Volatility

RSPS vs. FSTA - Volatility Comparison

Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) has a higher volatility of 3.55% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 2.89%. This indicates that RSPS's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
2.89%
RSPS
FSTA
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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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