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

Correlation

The correlation between RSPS and VOO is 0.62, 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.


-0.50.00.51.00.6

Performance

RSPS vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
293.89%
615.25%
RSPS
VOO

Key characteristics

Sharpe Ratio

RSPS:

0.02

VOO:

2.30

Sortino Ratio

RSPS:

0.11

VOO:

3.05

Omega Ratio

RSPS:

1.01

VOO:

1.43

Calmar Ratio

RSPS:

0.02

VOO:

3.39

Martin Ratio

RSPS:

0.08

VOO:

15.10

Ulcer Index

RSPS:

3.40%

VOO:

1.90%

Daily Std Dev

RSPS:

10.98%

VOO:

12.48%

Max Drawdown

RSPS:

-35.93%

VOO:

-33.99%

Current Drawdown

RSPS:

-10.04%

VOO:

-0.76%

Returns By Period

In the year-to-date period, RSPS achieves a -0.91% return, which is significantly lower than VOO's 28.23% return. Over the past 10 years, RSPS has underperformed VOO with an annualized return of 5.98%, while VOO has yielded a comparatively higher 13.23% annualized return.


RSPS

YTD

-0.91%

1M

-2.37%

6M

-1.02%

1Y

0.27%

5Y*

3.34%

10Y*

5.98%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

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RSPS vs. VOO - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RSPS vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 0.02, compared to the broader market0.002.004.000.022.30
The chart of Sortino ratio for RSPS, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.113.05
The chart of Omega ratio for RSPS, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.43
The chart of Calmar ratio for RSPS, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.023.39
The chart of Martin ratio for RSPS, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.00100.000.0815.10
RSPS
VOO

The current RSPS Sharpe Ratio is 0.02, which is lower than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of RSPS and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.02
2.30
RSPS
VOO

Dividends

RSPS vs. VOO - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.84%, more than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%1.74%1.54%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RSPS vs. VOO - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RSPS and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.04%
-0.76%
RSPS
VOO

Volatility

RSPS vs. VOO - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 3.29%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.90%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
3.90%
RSPS
VOO
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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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