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:
-0.06
SPY:
1.46
RTSI:
0.12
SPY:
1.99
RTSI:
1.01
SPY:
1.27
RTSI:
-0.02
SPY:
2.23
RTSI:
-0.08
SPY:
9.00
RTSI:
20.24%
SPY:
2.08%
RTSI:
27.70%
SPY:
12.83%
RTSI:
-93.26%
SPY:
-55.19%
RTSI:
-54.66%
SPY:
-3.06%
Returns By Period
In the year-to-date period, RTSI achieves a 26.29% return, which is significantly higher than SPY's 1.38% return. Over the past 10 years, RTSI has underperformed SPY with an annualized return of 2.16%, while SPY has yielded a comparatively higher 12.93% annualized return.
RTSI
26.29%
18.80%
23.22%
0.51%
-3.68%
2.16%
SPY
1.38%
-1.27%
6.09%
17.34%
16.45%
12.93%
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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 11.97% compared to SPDR S&P 500 ETF (SPY) at 3.60%. 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.