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RSPS vs. GXPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPS vs. GXPS - 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 Global X PureCap MSCI Consumer Staples ETF (GXPS). 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 GXPS's 6.95% 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%

GXPS

1D
-0.18%
1M
-3.77%
YTD
6.95%
6M
6.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPS vs. GXPS - Yearly Performance Comparison


Correlation

The correlation between RSPS and GXPS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.79

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Return for Risk

RSPS vs. GXPS — 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

GXPS
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. GXPS - 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 Global X PureCap MSCI Consumer Staples ETF (GXPS). 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.


RSPSGXPSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.06

Martin ratioReturn relative to average drawdown

-0.12

RSPS vs. GXPS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RSPSGXPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.43

+0.14

Drawdowns

RSPS vs. GXPS - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for RSPS and GXPS.


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Drawdown Indicators


RSPSGXPSDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-9.20%

-26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-11.32%

-8.14%

-3.18%

Average Drawdown

Average peak-to-trough decline

-5.05%

-3.89%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

Volatility

RSPS vs. GXPS - Volatility Comparison


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Volatility by Period


RSPSGXPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

13.94%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.94%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

13.94%

+0.92%

RSPS vs. GXPS - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than GXPS's 0.25% expense ratio.


Dividends

RSPS vs. GXPS - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.87%, more than GXPS's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPS
Global X PureCap MSCI Consumer Staples ETF
0.56%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GXPS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPS is cheaper with a 0.25% expense ratio, compared with 0.40% for RSPS.

RSPS has the higher dividend yield at 2.87%, compared with 0.56% for GXPS.

RSPS tracks S&P 500 Equal Weighted / Consumer Staples -SEC, while GXPS tracks MSCI USA Consumer Staples Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.40% for RSPS and 0.25% for GXPS.

Portfolio Optimizer

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