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RSPS vs. UTEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPS vs. UTEN - 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 US Treasury 10 Year Note ETF (UTEN). 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 1.64% return, which is significantly higher than UTEN's -0.69% return.


RSPS

1D
-0.24%
1M
-0.54%
YTD
1.64%
6M
0.96%
1Y
-1.56%
3Y*
-1.72%
5Y*
-0.01%
10Y*
4.15%

UTEN

1D
-0.26%
1M
0.01%
YTD
-0.69%
6M
-1.30%
1Y
4.26%
3Y*
1.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPS vs. UTEN - Yearly Performance Comparison


2026 (YTD)2025202420232022
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
1.64%-0.88%-1.47%-5.39%1.10%
UTEN
US Treasury 10 Year Note ETF
-0.69%7.82%-1.67%3.18%-7.79%

Correlation

The correlation between RSPS and UTEN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

0.19

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Return for Risk

RSPS vs. UTEN — Risk / Return Rank

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

RSPS
RSPS Risk / Return Rank: 77
Overall Rank
RSPS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 77
Sortino Ratio Rank
RSPS Omega Ratio Rank: 77
Omega Ratio Rank
RSPS Calmar Ratio Rank: 77
Calmar Ratio Rank
RSPS Martin Ratio Rank: 77
Martin Ratio Rank

UTEN
UTEN Risk / Return Rank: 2222
Overall Rank
UTEN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2222
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2121
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2121
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2323
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. UTEN - 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 US Treasury 10 Year Note ETF (UTEN). 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.


RSPSUTENDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

0.99

1.14

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.13

0.94

-1.07

Martin ratioReturn relative to average drawdown

-0.26

2.82

-3.08

RSPS vs. UTEN - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is -0.12, which is lower than the UTEN Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RSPS and UTEN, 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


RSPSUTENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.82

-0.93

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

0.01

+0.56

Drawdowns

RSPS vs. UTEN - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than UTEN's maximum drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for RSPS and UTEN.


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Drawdown Indicators


RSPSUTENDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-13.36%

-22.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-4.57%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-8.60%

-7.93%

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

-11.26%

-3.05%

-8.21%

Average Drawdown

Average peak-to-trough decline

-5.05%

-4.82%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

1.51%

+4.62%

Volatility

RSPS vs. UTEN - Volatility Comparison

Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) has a higher volatility of 3.69% compared to US Treasury 10 Year Note ETF (UTEN) at 1.71%. This indicates that RSPS's price experiences larger fluctuations and is considered to be riskier than UTEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSUTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

1.71%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

3.65%

+6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

5.24%

+8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

8.05%

+5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

8.05%

+6.82%

RSPS vs. UTEN - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than UTEN's 0.15% expense ratio.


Dividends

RSPS vs. UTEN - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.87%, less than UTEN's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UTEN
US Treasury 10 Year Note ETF
4.05%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSPS and UTEN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPS has higher volatility (3.69%) compared to UTEN (1.71%). In terms of maximum drawdown, RSPS dropped -35.93% vs UTEN's -13.36%.

On 3-year performance, UTEN leads with 1.86% vs -1.72% for RSPS. On fees, UTEN is cheaper at 0.15% per year. On volatility, UTEN has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UTEN has performed better with a 1.86% return vs -1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTEN is cheaper with a 0.15% expense ratio, compared with 0.40% for RSPS.

UTEN has the higher dividend yield at 4.05%, compared with 2.87% for RSPS.

RSPS is categorized as Consumer Staples Equities, while UTEN is Government Bonds. RSPS tracks S&P 500 Equal Weighted / Consumer Staples -SEC, while UTEN tracks ICE BofA Current 10 Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: Invesco and US Benchmark Series. Their fees differ too: 0.40% for RSPS and 0.15% for UTEN.

UTEN currently has the higher Sharpe Ratio (0.82 vs -0.12), 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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