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RSPT vs. RYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RSPT vs. RYT - 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 Invesco S&P 500® Equal Weight Technology ETF (RYT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.82%
0
RSPT
RYT

Returns By Period


RSPT

YTD

17.90%

1M

1.78%

6M

8.76%

1Y

29.20%

5Y (annualized)

16.10%

10Y (annualized)

16.75%

RYT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


RSPTRYT

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RSPT vs. RYT - Expense Ratio Comparison

Both RSPT and RYT have an expense ratio of 0.40%.


RSPT
Invesco S&P 500 Equal Weight Technology ETF
Expense ratio chart for RSPT: 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 RYT: 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%

Correlation

-0.50.00.51.01.0

The correlation between RSPT and RYT is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

RSPT vs. RYT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Technology ETF (RSPT) and Invesco S&P 500® Equal Weight Technology ETF (RYT). 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 RSPT, currently valued at 1.54, compared to the broader market0.002.004.001.54
The chart of Sortino ratio for RSPT, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.08
The chart of Omega ratio for RSPT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
The chart of Calmar ratio for RSPT, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.31
The chart of Martin ratio for RSPT, currently valued at 7.39, compared to the broader market0.0020.0040.0060.0080.00100.007.39
RSPT
RYT

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.54
1.00
RSPT
RYT

Dividends

RSPT vs. RYT - Dividend Comparison

RSPT's dividend yield for the trailing twelve months is around 0.45%, while RYT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.45%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%1.16%0.80%
RYT
Invesco S&P 500® Equal Weight Technology ETF
0.00%0.97%0.72%0.51%1.30%0.93%0.98%0.85%1.17%1.18%1.18%0.82%

Drawdowns

RSPT vs. RYT - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.62%
-13.15%
RSPT
RYT

Volatility

RSPT vs. RYT - Volatility Comparison

Invesco S&P 500 Equal Weight Technology ETF (RSPT) has a higher volatility of 6.35% compared to Invesco S&P 500® Equal Weight Technology ETF (RYT) at 0.00%. This indicates that RSPT's price experiences larger fluctuations and is considered to be riskier than RYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
0
RSPT
RYT