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RSPS vs. RSPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPS vs. RSPU - 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 Invesco S&P 500 Equal Weight Utilities ETF (RSPU). The values are adjusted to include any dividend payments, if applicable.

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RSPS vs. RSPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.40%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
9.21%16.82%23.57%-3.45%4.37%17.13%-2.70%22.94%6.89%9.43%

Returns By Period

In the year-to-date period, RSPS achieves a 2.40% return, which is significantly lower than RSPU's 9.21% return. Over the past 10 years, RSPS has underperformed RSPU with an annualized return of 4.26%, while RSPU has yielded a comparatively higher 9.95% annualized return.


RSPS

1D
0.08%
1M
-10.53%
YTD
2.40%
6M
2.50%
1Y
-1.52%
3Y*
-2.00%
5Y*
1.31%
10Y*
4.26%

RSPU

1D
0.19%
1M
-3.28%
YTD
9.21%
6M
7.23%
1Y
19.59%
3Y*
15.81%
5Y*
12.36%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPS vs. RSPU - Expense Ratio Comparison

Both RSPS and RSPU have an expense ratio of 0.40%.


Return for Risk

RSPS vs. RSPU — Risk / Return Rank

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

RSPS
RSPS Risk / Return Rank: 1010
Overall Rank
RSPS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 99
Sortino Ratio Rank
RSPS Omega Ratio Rank: 99
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
Martin Ratio Rank

RSPU
RSPU Risk / Return Rank: 7272
Overall Rank
RSPU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RSPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPU Omega Ratio Rank: 6666
Omega Ratio Rank
RSPU Calmar Ratio Rank: 8686
Calmar Ratio Rank
RSPU Martin Ratio Rank: 6464
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. RSPU - 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 Invesco S&P 500 Equal Weight Utilities ETF (RSPU). 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.


RSPSRSPUDifference

Sharpe ratio

Return per unit of total volatility

-0.10

1.28

-1.39

Sortino ratio

Return per unit of downside risk

-0.04

1.74

-1.78

Omega ratio

Gain probability vs. loss probability

0.99

1.23

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.03

2.50

-2.53

Martin ratio

Return relative to average drawdown

-0.07

6.21

-6.28

RSPS vs. RSPU - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is -0.10, which is lower than the RSPU Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of RSPS and RSPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPSRSPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.28

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.74

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.52

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.48

+0.09

Correlation

The correlation between RSPS and RSPU is 0.56, 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.


Dividends

RSPS vs. RSPU - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.84%, more than RSPU's 2.43% yield.


TTM20252024202320222021202020192018201720162015
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
2.43%2.54%2.39%2.92%2.35%2.41%2.94%2.54%3.11%3.08%2.98%4.14%

Drawdowns

RSPS vs. RSPU - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, smaller than the maximum RSPU drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for RSPS and RSPU.


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Drawdown Indicators


RSPSRSPUDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-48.08%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-8.35%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-21.86%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-36.85%

+11.43%

Current Drawdown

Current decline from peak

-10.60%

-3.28%

-7.32%

Average Drawdown

Average peak-to-trough decline

-5.00%

-7.88%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.36%

+1.17%

Volatility

RSPS vs. RSPU - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 4.02%, while Invesco S&P 500 Equal Weight Utilities ETF (RSPU) has a volatility of 4.71%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than RSPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSRSPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.71%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

9.77%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

15.37%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

16.81%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

19.04%

-4.20%