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RSPS vs. VUAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPS vs. VUAA.DE - 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 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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RSPS vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
1.74%-0.88%-1.47%-5.39%2.88%14.68%6.11%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-4.23%18.18%24.76%26.39%-19.02%29.66%14.83%
Different Trading Currencies

RSPS is traded in USD, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RSPS achieves a 1.74% return, which is significantly higher than VUAA.DE's -4.23% return.


RSPS

1D
-0.64%
1M
-9.88%
YTD
1.74%
6M
1.51%
1Y
-2.28%
3Y*
-2.21%
5Y*
1.18%
10Y*
4.20%

VUAA.DE

1D
2.11%
1M
-3.89%
YTD
-4.23%
6M
-1.09%
1Y
18.41%
3Y*
18.71%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPS vs. VUAA.DE - Expense Ratio Comparison

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


Return for Risk

RSPS vs. VUAA.DE — 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: 88
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
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. VUAA.DE - 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.


RSPSVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.16

1.09

-1.24

Sortino ratio

Return per unit of downside risk

-0.12

1.59

-1.71

Omega ratio

Gain probability vs. loss probability

0.99

1.23

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.18

1.92

-2.10

Martin ratio

Return relative to average drawdown

-0.47

8.26

-8.73

RSPS vs. VUAA.DE - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is -0.16, which is lower than the VUAA.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of RSPS and VUAA.DE, 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


RSPSVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

1.09

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.73

-0.64

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

0.71

-0.14

Correlation

The correlation between RSPS and VUAA.DE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RSPS vs. VUAA.DE - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.86%, while VUAA.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.86%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSPS vs. VUAA.DE - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than VUAA.DE's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for RSPS and VUAA.DE.


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Drawdown Indicators


RSPSVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-33.67%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-13.45%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-23.33%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-11.17%

-5.19%

-5.98%

Average Drawdown

Average peak-to-trough decline

-5.00%

-5.18%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

2.31%

+2.27%

Volatility

RSPS vs. VUAA.DE - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 3.90%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 4.45%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.45%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

8.77%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

16.89%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

15.90%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

18.54%

-3.70%