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RYE vs. VDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYE and VDE is 0.91, 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.


-0.50.00.51.00.9

Performance

RYE vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Energy ETF (RYE) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember20250
0.30%
RYE
VDE

Key characteristics

Returns By Period


RYE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VDE

YTD

6.47%

1M

3.58%

6M

1.08%

1Y

15.38%

5Y*

14.52%

10Y*

5.62%

*Annualized

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RYE vs. VDE - Expense Ratio Comparison

RYE has a 0.40% expense ratio, which is higher than VDE's 0.10% expense ratio.


RYE
Invesco S&P 500® Equal Weight Energy ETF
Expense ratio chart for RYE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VDE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

RYE vs. VDE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYE
The Risk-Adjusted Performance Rank of RYE is 1010
Overall Rank
The Sharpe Ratio Rank of RYE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of RYE is 99
Sortino Ratio Rank
The Omega Ratio Rank of RYE is 99
Omega Ratio Rank
The Calmar Ratio Rank of RYE is 99
Calmar Ratio Rank
The Martin Ratio Rank of RYE is 1313
Martin Ratio Rank

VDE
The Risk-Adjusted Performance Rank of VDE is 4646
Overall Rank
The Sharpe Ratio Rank of VDE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 3838
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.

RYE vs. VDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Energy ETF (RYE) and Vanguard Energy ETF (VDE). 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.


Sharpe ratio
The chart of Sharpe ratio for RYE, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.005.000.560.94
The chart of Sortino ratio for RYE, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.0012.000.821.34
The chart of Omega ratio for RYE, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.17
The chart of Calmar ratio for RYE, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.161.21
The chart of Martin ratio for RYE, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.882.71
RYE
VDE


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.56
0.94
RYE
VDE

Dividends

RYE vs. VDE - Dividend Comparison

RYE has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.04%.


TTM20242023202220212020201920182017201620152014
RYE
Invesco S&P 500® Equal Weight Energy ETF
1.21%1.21%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%
VDE
Vanguard Energy ETF
3.04%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

RYE vs. VDE - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.05%
-4.82%
RYE
VDE

Volatility

RYE vs. VDE - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Energy ETF (RYE) is 0.00%, while Vanguard Energy ETF (VDE) has a volatility of 5.39%. This indicates that RYE experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember20250
5.39%
RYE
VDE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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