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

Correlation

The correlation between RTM and XLC 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. XLC - 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 Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
57.79%
101.20%
RTM
XLC

Key characteristics

Sharpe Ratio

RTM:

-0.45

XLC:

0.91

Sortino Ratio

RTM:

-0.53

XLC:

1.32

Omega Ratio

RTM:

0.93

XLC:

1.19

Calmar Ratio

RTM:

-0.35

XLC:

1.01

Martin Ratio

RTM:

-1.09

XLC:

3.97

Ulcer Index

RTM:

8.83%

XLC:

4.56%

Daily Std Dev

RTM:

21.23%

XLC:

20.01%

Max Drawdown

RTM:

-57.93%

XLC:

-46.65%

Current Drawdown

RTM:

-18.32%

XLC:

-10.13%

Returns By Period

In the year-to-date period, RTM achieves a -6.23% return, which is significantly lower than XLC's -2.24% return.


RTM

YTD

-6.23%

1M

-3.40%

6M

-15.37%

1Y

-10.90%

5Y*

12.09%

10Y*

6.97%

XLC

YTD

-2.24%

1M

-1.44%

6M

4.44%

1Y

19.12%

5Y*

15.51%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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RTM vs. XLC - Expense Ratio Comparison

RTM has a 0.40% expense ratio, which is higher than XLC's 0.13% expense ratio.


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%
Expense ratio chart for XLC: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLC: 0.13%

Risk-Adjusted Performance

RTM vs. XLC — 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 66
Sharpe Ratio Rank
The Sortino Ratio Rank of RTM is 55
Sortino Ratio Rank
The Omega Ratio Rank of RTM is 66
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

XLC
The Risk-Adjusted Performance Rank of XLC is 7979
Overall Rank
The Sharpe Ratio Rank of XLC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8181
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. XLC - 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 Communication Services Select Sector SPDR Fund (XLC). 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
XLC: 0.91
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
XLC: 1.32
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
XLC: 1.19
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
XLC: 1.01
The chart of Martin ratio for RTM, currently valued at -1.09, compared to the broader market0.0020.0040.0060.00
RTM: -1.09
XLC: 3.97

The current RTM Sharpe Ratio is -0.45, which is lower than the XLC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of RTM and XLC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.45
0.91
RTM
XLC

Dividends

RTM vs. XLC - Dividend Comparison

RTM's dividend yield for the trailing twelve months is around 2.25%, more than XLC's 1.10% 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%
XLC
Communication Services Select Sector SPDR Fund
1.10%0.99%0.82%1.11%0.74%0.68%0.81%0.64%0.00%0.00%0.00%0.00%

Drawdowns

RTM vs. XLC - Drawdown Comparison

The maximum RTM drawdown since its inception was -57.93%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for RTM and XLC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.32%
-10.13%
RTM
XLC

Volatility

RTM vs. XLC - Volatility Comparison

Invesco S&P 500® Equal Weight Materials ETF (RTM) has a higher volatility of 14.82% compared to Communication Services Select Sector SPDR Fund (XLC) at 13.68%. This indicates that RTM's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. 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%
13.68%
RTM
XLC