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RSPT vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPT vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Technology ETF (RSPT) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSPT achieves a 47.30% return, which is significantly higher than IYW's 29.03% return. Over the past 10 years, RSPT has underperformed IYW with an annualized return of 22.48%, while IYW has yielded a comparatively higher 26.11% annualized return.


RSPT

1D
-0.76%
1M
22.88%
YTD
47.30%
6M
46.37%
1Y
75.62%
3Y*
33.71%
5Y*
19.46%
10Y*
22.48%

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPT vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPT
Invesco S&P 500 Equal Weight Technology ETF
47.30%22.15%15.16%35.18%-24.50%28.53%30.21%42.07%-0.61%32.98%
IYW
iShares U.S. Technology ETF
29.03%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between RSPT and IYW is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.87

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2006

0.88

The correlation between RSPT and IYW has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

RSPT vs. IYW — Risk / Return Rank

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

RSPT
RSPT Risk / Return Rank: 9191
Overall Rank
RSPT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 9090
Sortino Ratio Rank
RSPT Omega Ratio Rank: 8686
Omega Ratio Rank
RSPT Calmar Ratio Rank: 9494
Calmar Ratio Rank
RSPT Martin Ratio Rank: 9393
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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.

RSPT vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Technology ETF (RSPT) and iShares U.S. Technology ETF (IYW). 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.


RSPTIYWDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.55

1.48

+0.06

Calmar ratioReturn relative to maximum drawdown

7.12

3.36

+3.76

Martin ratioReturn relative to average drawdown

25.76

11.00

+14.76

RSPT vs. IYW - Sharpe Ratio Comparison

The current RSPT Sharpe Ratio is 3.54, which is comparable to the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of RSPT and IYW, 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


RSPTIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

2.98

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.89

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.04

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.35

+0.30

Drawdowns

RSPT vs. IYW - Drawdown Comparison

The maximum RSPT drawdown since its inception was -58.91%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for RSPT and IYW.


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Drawdown Indicators


RSPTIYWDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-81.90%

+22.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-17.81%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-26.47%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-39.44%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-39.44%

+5.77%

Current Drawdown

Current decline from peak

-0.76%

-0.92%

+0.16%

Average Drawdown

Average peak-to-trough decline

-8.90%

-34.66%

+25.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

5.43%

-2.48%

Volatility

RSPT vs. IYW - Volatility Comparison

Invesco S&P 500 Equal Weight Technology ETF (RSPT) has a higher volatility of 7.02% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that RSPT's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPTIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.30%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

15.85%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

20.09%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

25.87%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

25.09%

-1.32%

RSPT vs. IYW - Expense Ratio Comparison

RSPT has a 0.40% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

RSPT vs. IYW - Dividend Comparison

RSPT's dividend yield for the trailing twelve months is around 0.25%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.25%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%

Frequently Asked Questions


RSPT and IYW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSPT has higher volatility (7.02%) compared to IYW (6.30%). In terms of maximum drawdown, RSPT dropped -58.91% vs IYW's -81.90%.

On 10-year performance, IYW leads with 26.11% vs 22.48% for RSPT. On fees, IYW is cheaper at 0.38% per year. On volatility, IYW has been the lower-risk option at 6.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 26.11% return vs 22.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW is cheaper with a 0.38% expense ratio, compared with 0.40% for RSPT.

RSPT has the higher dividend yield at 0.25%, compared with 0.11% for IYW.

RSPT tracks S&P 500® Information Technology Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for RSPT and 0.38% for IYW.

RSPT currently has the higher Sharpe Ratio (3.54 vs 2.98), 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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