RTSI vs. SPY
Compare and contrast key facts about RTS Index (RTSI) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTSI or SPY.
Correlation
The correlation between RTSI and SPY is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RTSI vs. SPY - Performance Comparison
Key characteristics
RTSI:
-0.16
SPY:
0.54
RTSI:
-0.02
SPY:
0.89
RTSI:
1.00
SPY:
1.13
RTSI:
-0.07
SPY:
0.58
RTSI:
-0.24
SPY:
2.39
RTSI:
20.70%
SPY:
4.51%
RTSI:
30.65%
SPY:
20.07%
RTSI:
-93.26%
SPY:
-55.19%
RTSI:
-55.00%
SPY:
-10.54%
Returns By Period
In the year-to-date period, RTSI achieves a 25.33% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, RTSI has underperformed SPY with an annualized return of 0.91%, while SPY has yielded a comparatively higher 11.95% annualized return.
RTSI
25.33%
-5.46%
26.46%
-4.47%
0.70%
0.91%
SPY
-6.44%
-5.00%
-5.02%
9.54%
15.80%
11.95%
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Risk-Adjusted Performance
RTSI vs. SPY — Risk-Adjusted Performance Rank
RTSI
SPY
RTSI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) and SPDR S&P 500 ETF (SPY). 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.
Drawdowns
RTSI vs. SPY - Drawdown Comparison
The maximum RTSI drawdown since its inception was -93.26%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RTSI and SPY. For additional features, visit the drawdowns tool.
Volatility
RTSI vs. SPY - Volatility Comparison
The current volatility for RTS Index (RTSI) is 11.09%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.09%. This indicates that RTSI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.