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RSPU vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPU vs. XMMO - 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 MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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RSPU vs. XMMO - 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%
XMMO
Invesco S&P MidCap Momentum ETF
4.93%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, RSPU achieves a 9.21% return, which is significantly higher than XMMO's 4.93% return. Over the past 10 years, RSPU has underperformed XMMO with an annualized return of 9.95%, while XMMO has yielded a comparatively higher 18.19% annualized return.


RSPU

1D
0.19%
1M
-3.28%
YTD
9.21%
6M
7.23%
1Y
19.59%
3Y*
15.81%
5Y*
12.36%
10Y*
9.95%

XMMO

1D
4.31%
1M
-3.18%
YTD
4.93%
6M
7.61%
1Y
28.46%
3Y*
25.08%
5Y*
12.21%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPU vs. XMMO - Expense Ratio Comparison

RSPU has a 0.40% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

RSPU vs. XMMO — 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

XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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. XMMO - 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 MidCap Momentum ETF (XMMO). 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.


RSPUXMMODifference

Sharpe ratio

Return per unit of total volatility

1.28

1.30

-0.02

Sortino ratio

Return per unit of downside risk

1.74

1.86

-0.12

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

2.50

2.28

+0.22

Martin ratio

Return relative to average drawdown

6.21

10.83

-4.63

RSPU vs. XMMO - Sharpe Ratio Comparison

The current RSPU Sharpe Ratio is 1.28, which is comparable to the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RSPU and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RSPUXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.30

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.58

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.83

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between RSPU and XMMO is 0.41, 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. XMMO - Dividend Comparison

RSPU's dividend yield for the trailing twelve months is around 2.43%, more than XMMO's 0.71% 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%
XMMO
Invesco S&P MidCap Momentum ETF
0.71%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

RSPU vs. XMMO - Drawdown Comparison

The maximum RSPU drawdown since its inception was -48.08%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for RSPU and XMMO.


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Drawdown Indicators


RSPUXMMODifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-55.37%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-12.81%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-27.91%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-36.74%

-0.11%

Current Drawdown

Current decline from peak

-3.28%

-4.39%

+1.11%

Average Drawdown

Average peak-to-trough decline

-7.88%

-9.52%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.69%

+0.67%

Volatility

RSPU vs. XMMO - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Utilities ETF (RSPU) is 4.71%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that RSPU experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPUXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

9.07%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

14.28%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

21.97%

-6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

21.26%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

22.11%

-3.07%