RSPU vs. ES
RSPU (Invesco S&P 500 Equal Weight Utilities ETF) is Utilities Equities fund tracking the S&P 500 Equal Weighted / Utilities Plus, while ES (Eversource Energy) is a stock. Over the past 10 years, RSPU returned 9.27%/yr vs 5.66%/yr for ES. Their 0.75 correlation means they have sometimes moved together and sometimes differently.
Performance
RSPU vs. ES - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RSPU achieves a 6.90% return, which is significantly lower than ES's 8.73% return. Over the past 10 years, RSPU has outperformed ES with an annualized return of 9.27%, while ES has yielded a comparatively lower 5.66% annualized return.
RSPU
- 1D
- -0.78%
- 1M
- -3.70%
- 6M
- 4.75%
- YTD
- 6.90%
- 1Y
- 7.59%
- 3Y*
- 15.03%
- 5Y*
- 10.97%
- 10Y*
- 9.27%
- ALL TIME*
- 8.99%
ES
- 1D
- -3.05%
- 1M
- -3.83%
- 6M
- 5.89%
- YTD
- 8.73%
- 1Y
- 14.21%
- 3Y*
- 5.30%
- 5Y*
- 0.25%
- 10Y*
- 5.66%
- ALL TIME*
- 6.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $180.84M | $165.57M | $185.98M | |
| $2.36M | $2.33M | $3.07M |
RSPU vs. ES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 6.90% | 16.82% | 23.57% | -3.45% | 4.37% | 17.13% | -2.70% | 22.94% | 6.89% | 9.43% |
ES Eversource Energy | 8.73% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
Correlation
The correlation between RSPU and ES is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2006 | 0.75 |
The correlation between RSPU and ES has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RSPU vs. ES — Risk / Return Rank
RSPU
ES
RSPU vs. ES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Utilities ETF (RSPU) and Eversource Energy (ES). 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.
| RSPU | ES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.88 | +0.08 |
| Martin ratioReturn relative to average drawdown | 2.06 | 2.10 | -0.04 |
Loading charts...
Drawdowns
RSPU vs. ES - Drawdown Comparison
The maximum RSPU drawdown since its inception was -48.08%, smaller than the maximum ES drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for RSPU and ES.
Loading charts...
Drawdown Indicators
| RSPU | ES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -73.04% | +24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -15.13% | +6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -11.77% | -21.21% | +9.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -41.69% | +19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.85% | -41.69% | +4.84% |
Current DrawdownCurrent decline from peak | -5.32% | -9.66% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -19.03% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 6.34% | -2.41% |
Volatility
RSPU vs. ES - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight Utilities ETF (RSPU) is 4.67%, while Eversource Energy (ES) has a volatility of 6.71%. This indicates that RSPU experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RSPU | ES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 6.71% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 16.35% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 25.12% | -10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 23.92% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 24.41% | -5.27% |
Dividends
RSPU vs. ES - Dividend Comparison
RSPU's dividend yield for the trailing twelve months is around 2.57%, less than ES's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.30% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 2.57% | 2.54% | 2.39% | 2.92% | 2.35% | 2.41% | 2.94% | 2.54% | 3.11% | 3.08% | 2.98% | 4.14% |
Frequently Asked Questions
RSPU and ES have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ES has higher volatility (6.71%) compared to RSPU (4.67%). In terms of maximum drawdown, RSPU dropped -48.08% vs ES's -73.04%.
RSPU currently has the higher Sharpe Ratio (0.56 vs 0.53), 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.
Find the right allocation for RSPU and ES
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer