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 0.22, 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:
-0.26
SPY:
0.32
RTSI:
-0.20
SPY:
0.51
RTSI:
0.98
SPY:
1.07
RTSI:
-0.11
SPY:
0.39
RTSI:
-0.37
SPY:
1.52
RTSI:
20.38%
SPY:
3.13%
RTSI:
29.06%
SPY:
14.74%
RTSI:
-93.26%
SPY:
-55.19%
RTSI:
-56.98%
SPY:
-12.17%
Returns By Period
In the year-to-date period, RTSI achieves a 19.81% return, which is significantly higher than SPY's -8.15% return. Over the past 10 years, RTSI has underperformed SPY with an annualized return of 0.98%, while SPY has yielded a comparatively higher 11.89% annualized return.
RTSI
19.81%
-6.47%
16.02%
-7.57%
0.39%
0.98%
SPY
-8.15%
-6.68%
-4.88%
4.64%
18.45%
11.89%
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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
RTS Index (RTSI) has a higher volatility of 9.11% compared to SPDR S&P 500 ETF (SPY) at 7.32%. This indicates that RTSI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.