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RTM vs. IYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RTM and IYM is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

RTM vs. IYM - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
385.58%
215.91%
RTM
IYM

Key characteristics

Sharpe Ratio

RTM:

-0.45

IYM:

-0.31

Sortino Ratio

RTM:

-0.53

IYM:

-0.31

Omega Ratio

RTM:

0.93

IYM:

0.96

Calmar Ratio

RTM:

-0.35

IYM:

-0.26

Martin Ratio

RTM:

-1.09

IYM:

-0.76

Ulcer Index

RTM:

8.83%

IYM:

8.12%

Daily Std Dev

RTM:

21.23%

IYM:

20.33%

Max Drawdown

RTM:

-57.93%

IYM:

-67.78%

Current Drawdown

RTM:

-18.32%

IYM:

-14.55%

Returns By Period

In the year-to-date period, RTM achieves a -6.23% return, which is significantly lower than IYM's 0.36% return. Over the past 10 years, RTM has outperformed IYM with an annualized return of 6.90%, while IYM has yielded a comparatively lower 6.14% annualized return.


RTM

YTD

-6.23%

1M

-5.33%

6M

-15.37%

1Y

-10.10%

5Y*

13.30%

10Y*

6.90%

IYM

YTD

0.36%

1M

-4.98%

6M

-11.40%

1Y

-6.83%

5Y*

12.64%

10Y*

6.14%

*Annualized

Compare stocks, funds, or ETFs

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


RTM vs. IYM - Expense Ratio Comparison

RTM has a 0.40% expense ratio, which is lower than IYM's 0.42% expense ratio.


Expense ratio chart for IYM: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYM: 0.42%
Expense ratio chart for RTM: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RTM: 0.40%

Risk-Adjusted Performance

RTM vs. IYM — Risk-Adjusted Performance Rank

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

RTM
The Risk-Adjusted Performance Rank of RTM is 55
Overall Rank
The Sharpe Ratio Rank of RTM is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RTM is 55
Sortino Ratio Rank
The Omega Ratio Rank of RTM is 55
Omega Ratio Rank
The Calmar Ratio Rank of RTM is 55
Calmar Ratio Rank
The Martin Ratio Rank of RTM is 55
Martin Ratio Rank

IYM
The Risk-Adjusted Performance Rank of IYM is 88
Overall Rank
The Sharpe Ratio Rank of IYM is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of IYM is 88
Sortino Ratio Rank
The Omega Ratio Rank of IYM is 88
Omega Ratio Rank
The Calmar Ratio Rank of IYM is 77
Calmar Ratio Rank
The Martin Ratio Rank of IYM is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RTM vs. IYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Materials ETF (RTM) and iShares U.S. Basic Materials ETF (IYM). 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.


The chart of Sharpe ratio for RTM, currently valued at -0.45, compared to the broader market-1.000.001.002.003.004.00
RTM: -0.45
IYM: -0.31
The chart of Sortino ratio for RTM, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.00
RTM: -0.53
IYM: -0.31
The chart of Omega ratio for RTM, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
RTM: 0.93
IYM: 0.96
The chart of Calmar ratio for RTM, currently valued at -0.35, compared to the broader market0.002.004.006.008.0010.0012.00
RTM: -0.35
IYM: -0.26
The chart of Martin ratio for RTM, currently valued at -1.09, compared to the broader market0.0020.0040.0060.00
RTM: -1.09
IYM: -0.76

The current RTM Sharpe Ratio is -0.45, which is lower than the IYM Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of RTM and IYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.31
RTM
IYM

Dividends

RTM vs. IYM - Dividend Comparison

RTM's dividend yield for the trailing twelve months is around 2.25%, more than IYM's 1.67% yield.


TTM20242023202220212020201920182017201620152014
RTM
Invesco S&P 500® Equal Weight Materials ETF
2.25%2.04%2.05%2.19%1.43%1.57%1.81%0.37%0.00%0.00%0.00%1.45%
IYM
iShares U.S. Basic Materials ETF
1.67%1.65%1.77%2.14%1.48%1.39%2.09%1.68%1.43%1.47%2.03%1.77%

Drawdowns

RTM vs. IYM - Drawdown Comparison

The maximum RTM drawdown since its inception was -57.93%, smaller than the maximum IYM drawdown of -67.78%. Use the drawdown chart below to compare losses from any high point for RTM and IYM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.32%
-14.55%
RTM
IYM

Volatility

RTM vs. IYM - Volatility Comparison

Invesco S&P 500® Equal Weight Materials ETF (RTM) and iShares U.S. Basic Materials ETF (IYM) have volatilities of 14.82% and 14.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.82%
14.42%
RTM
IYM