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

Correlation

The correlation between RYE and VDE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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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

-4.25%

1M

5.27%

6M

-10.81%

1Y

-9.14%

5Y*

23.20%

10Y*

3.80%

*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.


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 66
Overall Rank
The Sharpe Ratio Rank of VDE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 99
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 88
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 33
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 44
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.



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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 3.40%.


TTM20242023202220212020201920182017201620152014
RYE
Invesco S&P 500® Equal Weight Energy ETF
0.00%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
3.40%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


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Volatility

RYE vs. VDE - Volatility Comparison


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