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RSPS vs. XLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPS vs. XLG - 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 Top 50 ETF (XLG). 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 6.59% return, which is significantly higher than XLG's 4.93% return. Over the past 10 years, RSPS has underperformed XLG with an annualized return of 4.16%, while XLG has yielded a comparatively higher 16.68% annualized return.


RSPS

1D
1.33%
1M
-0.66%
6M
4.68%
YTD
6.59%
1Y
3.58%
3Y*
-0.19%
5Y*
1.65%
10Y*
4.16%

XLG

1D
0.57%
1M
1.27%
6M
4.39%
YTD
4.93%
1Y
18.75%
3Y*
22.42%
5Y*
14.26%
10Y*
16.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPS vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
6.59%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%
XLG
Invesco S&P 500 Top 50 ETF
4.93%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%

Correlation

The correlation between RSPS and XLG is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2006

0.50

The correlation between RSPS and XLG shifts across timeframes, from -0.13 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

RSPS vs. XLG - Sectors Allocation Comparison


Sectors
RSPS
XLG

Consumer Defensive

97.1%
5.0%

Consumer Cyclical

2.9%
10.1%

Financial Services

0.0%
9.9%

Basic Materials

-

0.6%

Communication Services

-

13.9%

Energy

-

2.2%

Healthcare

-

6.7%

Industrials

-

2.1%

Real Estate

-

-

Technology

-

48.7%

Utilities

-

0.8%

Consumer Defensive

RSPS
97.1%
XLG
5.0%

Consumer Cyclical

RSPS
2.9%
XLG
10.1%

Financial Services

RSPS
0.0%
XLG
9.9%

Basic Materials

RSPS

-

XLG
0.6%

Communication Services

RSPS

-

XLG
13.9%

Energy

RSPS

-

XLG
2.2%

Healthcare

RSPS

-

XLG
6.7%

Industrials

RSPS

-

XLG
2.1%

Real Estate

RSPS

-

XLG

-

Technology

RSPS

-

XLG
48.7%

Utilities

RSPS

-

XLG
0.8%

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Return for Risk

RSPS vs. XLG — Risk / Return Rank

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

RSPS
RSPS Risk / Return Rank: 1313
Overall Rank
RSPS Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 1212
Sortino Ratio Rank
RSPS Omega Ratio Rank: 1212
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1313
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 4343
Overall Rank
XLG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
XLG Omega Ratio Rank: 4545
Omega Ratio Rank
XLG Calmar Ratio Rank: 3737
Calmar Ratio Rank
XLG Martin Ratio Rank: 4040
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. XLG - 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 Top 50 ETF (XLG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSPSXLGDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratioReturn relative to maximum drawdown

0.29

1.50

-1.22

Martin ratioReturn relative to average drawdown

0.51

5.04

-4.53

RSPS vs. XLG - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is 0.23, which is lower than the XLG Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of RSPS and XLG, 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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Drawdowns

RSPS vs. XLG - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for RSPS and XLG.


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Drawdown Indicators


RSPSXLGDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-52.39%

+16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-12.41%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-20.70%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-28.02%

+9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-30.46%

+5.04%

Current Drawdown

Current decline from peak

-6.94%

-3.86%

-3.08%

Average Drawdown

Average peak-to-trough decline

-5.06%

-7.63%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

3.69%

+2.92%

Volatility

RSPS vs. XLG - Volatility Comparison

Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) has a higher volatility of 5.79% compared to Invesco S&P 500 Top 50 ETF (XLG) at 5.00%. This indicates that RSPS's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.00%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

11.00%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

14.06%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

18.81%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

18.86%

-3.93%

RSPS vs. XLG - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than XLG's 0.20% expense ratio.


Dividends

RSPS vs. XLG - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.92%, more than XLG's 0.64% yield.


PositionTTM20252024202320222021202020192018201720162015
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.92%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%
XLG
Invesco S&P 500 Top 50 ETF
0.64%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


RSPS and XLG have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPS has higher volatility (5.79%) compared to XLG (5.00%). In terms of maximum drawdown, RSPS dropped -35.93% vs XLG's -52.39%.

On 10-year performance, XLG leads with 16.68% vs 4.16% for RSPS. On fees, XLG is cheaper at 0.20% per year. On volatility, XLG has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLG has performed better with a 16.68% return vs 4.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLG is cheaper with a 0.20% expense ratio, compared with 0.40% for RSPS.

RSPS has the higher dividend yield at 2.92%, compared with 0.64% for XLG.

RSPS is categorized as Consumer Staples Equities, while XLG is S&P 500. RSPS tracks S&P 500 Equal Weighted / Consumer Staples -SEC, while XLG tracks S&P 500 Top 50 Index. Their fees differ too: 0.40% for RSPS and 0.20% for XLG.

XLG currently has the higher Sharpe Ratio (1.33 vs 0.23), 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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