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

Correlation

The correlation between RSPS and SPYD 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.


Performance

RSPS vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
63.48%
114.51%
RSPS
SPYD

Key characteristics

Sharpe Ratio

RSPS:

-0.23

SPYD:

0.67

Sortino Ratio

RSPS:

-0.23

SPYD:

0.99

Omega Ratio

RSPS:

0.97

SPYD:

1.14

Calmar Ratio

RSPS:

-0.22

SPYD:

0.64

Martin Ratio

RSPS:

-0.62

SPYD:

2.11

Ulcer Index

RSPS:

5.06%

SPYD:

4.89%

Daily Std Dev

RSPS:

13.88%

SPYD:

15.49%

Max Drawdown

RSPS:

-35.93%

SPYD:

-46.42%

Current Drawdown

RSPS:

-10.07%

SPYD:

-9.32%

Returns By Period

In the year-to-date period, RSPS achieves a 0.53% return, which is significantly higher than SPYD's -2.03% return.


RSPS

YTD

0.53%

1M

1.21%

6M

-2.44%

1Y

-2.80%

5Y*

5.48%

10Y*

5.73%

SPYD

YTD

-2.03%

1M

3.91%

6M

-5.36%

1Y

9.13%

5Y*

15.08%

10Y*

N/A

*Annualized

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RSPS vs. SPYD - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Risk-Adjusted Performance

RSPS vs. SPYD — Risk-Adjusted Performance Rank

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

RSPS
The Risk-Adjusted Performance Rank of RSPS is 99
Overall Rank
The Sharpe Ratio Rank of RSPS is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of RSPS is 99
Sortino Ratio Rank
The Omega Ratio Rank of RSPS is 99
Omega Ratio Rank
The Calmar Ratio Rank of RSPS is 88
Calmar Ratio Rank
The Martin Ratio Rank of RSPS is 99
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 5959
Overall Rank
The Sharpe Ratio Rank of SPYD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSPS vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


The current RSPS Sharpe Ratio is -0.23, which is lower than the SPYD Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RSPS and SPYD, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.23
0.67
RSPS
SPYD

Dividends

RSPS vs. SPYD - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.86%, less than SPYD's 4.55% yield.


TTM20242023202220212020201920182017201620152014
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.86%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%1.74%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.55%4.31%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%

Drawdowns

RSPS vs. SPYD - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for RSPS and SPYD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.07%
-9.32%
RSPS
SPYD

Volatility

RSPS vs. SPYD - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 6.28%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 8.17%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.28%
8.17%
RSPS
SPYD