PortfoliosLab logoPortfoliosLab logo
RSPU vs. RSPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPU vs. RSPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Utilities ETF (RSPU) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RSPU vs. RSPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
9.21%16.82%23.57%-3.45%4.37%17.13%-2.70%22.94%6.89%9.43%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.40%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%

Returns By Period

In the year-to-date period, RSPU achieves a 9.21% return, which is significantly higher than RSPS's 2.40% return. Over the past 10 years, RSPU has outperformed RSPS with an annualized return of 9.95%, while RSPS has yielded a comparatively lower 4.26% annualized return.


RSPU

1D
0.19%
1M
-2.13%
YTD
9.21%
6M
6.59%
1Y
19.08%
3Y*
15.81%
5Y*
12.36%
10Y*
9.95%

RSPS

1D
0.08%
1M
-10.53%
YTD
2.40%
6M
2.50%
1Y
-1.52%
3Y*
-2.00%
5Y*
1.31%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RSPU vs. RSPS - Expense Ratio Comparison

Both RSPU and RSPS have an expense ratio of 0.40%.


Return for Risk

RSPU vs. RSPS — Risk / Return Rank

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

RSPU
RSPU Risk / Return Rank: 7272
Overall Rank
RSPU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RSPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPU Omega Ratio Rank: 6666
Omega Ratio Rank
RSPU Calmar Ratio Rank: 8686
Calmar Ratio Rank
RSPU Martin Ratio Rank: 6464
Martin Ratio Rank

RSPS
RSPS Risk / Return Rank: 1010
Overall Rank
RSPS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 99
Sortino Ratio Rank
RSPS Omega Ratio Rank: 99
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
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.

RSPU vs. RSPS - 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 Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). 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.


RSPURSPSDifference

Sharpe ratio

Return per unit of total volatility

1.28

-0.10

+1.39

Sortino ratio

Return per unit of downside risk

1.74

-0.04

+1.78

Omega ratio

Gain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratio

Return relative to maximum drawdown

2.50

-0.03

+2.53

Martin ratio

Return relative to average drawdown

6.21

-0.07

+6.28

RSPU vs. RSPS - Sharpe Ratio Comparison

The current RSPU Sharpe Ratio is 1.28, which is higher than the RSPS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of RSPU and RSPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RSPURSPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.10

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.10

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.29

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.57

-0.09

Correlation

The correlation between RSPU and RSPS is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSPU vs. RSPS - Dividend Comparison

RSPU's dividend yield for the trailing twelve months is around 2.43%, less than RSPS's 2.84% yield.


TTM20252024202320222021202020192018201720162015
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
2.43%2.54%2.39%2.92%2.35%2.41%2.94%2.54%3.11%3.08%2.98%4.14%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%

Drawdowns

RSPU vs. RSPS - Drawdown Comparison

The maximum RSPU drawdown since its inception was -48.08%, which is greater than RSPS's maximum drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for RSPU and RSPS.


Loading graphics...

Drawdown Indicators


RSPURSPSDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-35.93%

-12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-11.72%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-18.61%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-25.42%

-11.43%

Current Drawdown

Current decline from peak

-3.28%

-10.60%

+7.32%

Average Drawdown

Average peak-to-trough decline

-7.88%

-5.00%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

4.53%

-1.17%

Volatility

RSPU vs. RSPS - Volatility Comparison

Invesco S&P 500 Equal Weight Utilities ETF (RSPU) has a higher volatility of 4.71% compared to Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) at 4.02%. This indicates that RSPU's price experiences larger fluctuations and is considered to be riskier than RSPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RSPURSPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.02%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.11%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

14.76%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

13.52%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

14.84%

+4.20%