RTM vs. NANR
Compare and contrast key facts about Invesco S&P 500® Equal Weight Materials ETF (RTM) and SPDR S&P North American Natural Resources ETF (NANR).
RTM and NANR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTM is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Materials -SEC. It was launched on Nov 1, 2006. NANR is a passively managed fund by State Street that tracks the performance of the S&P BMI North American Natural Resources Index. It was launched on Dec 15, 2015. Both RTM and NANR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTM or NANR.
Performance
RTM vs. NANR - Performance Comparison
Returns By Period
In the year-to-date period, RTM achieves a 9.72% return, which is significantly lower than NANR's 14.69% return.
RTM
9.72%
-1.31%
2.46%
18.78%
12.63%
9.13%
NANR
14.69%
0.62%
4.06%
18.19%
16.01%
N/A
Key characteristics
| RTM | NANR | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.01 |
| Sortino Ratio | 1.80 | 1.44 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 0.32 | 0.91 |
| Martin Ratio | 5.91 | 3.87 |
| Ulcer Index | 3.23% | 4.65% |
| Daily Std Dev | 15.20% | 17.86% |
| Max Drawdown | -84.51% | -49.15% |
| Current Drawdown | -51.06% | -0.34% |
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RTM vs. NANR - Expense Ratio Comparison
RTM has a 0.40% expense ratio, which is higher than NANR's 0.35% expense ratio.
Correlation
The correlation between RTM and NANR is 0.71, 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
RTM vs. NANR - 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 SPDR S&P North American Natural Resources ETF (NANR). 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.
Dividends
RTM vs. NANR - Dividend Comparison
RTM's dividend yield for the trailing twelve months is around 1.86%, less than NANR's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTM Invesco S&P 500® Equal Weight Materials ETF | 1.86% | 2.05% | 2.19% | 1.43% | 1.57% | 1.81% | 0.37% | 0.00% | 0.00% | 0.00% | 1.45% | 1.36% |
NANR SPDR S&P North American Natural Resources ETF | 2.06% | 2.78% | 2.70% | 2.61% | 2.73% | 2.02% | 1.95% | 1.83% | 5.01% | 0.01% | 0.00% | 0.00% |
Drawdowns
RTM vs. NANR - Drawdown Comparison
The maximum RTM drawdown since its inception was -84.51%, which is greater than NANR's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for RTM and NANR. For additional features, visit the drawdowns tool.
Volatility
RTM vs. NANR - Volatility Comparison
Invesco S&P 500® Equal Weight Materials ETF (RTM) and SPDR S&P North American Natural Resources ETF (NANR) have volatilities of 4.24% and 4.20%, 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.