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RYU vs. PRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RYU vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Utilities ETF (RYU) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
66.00%
422.65%
RYU
PRF

Returns By Period


RYU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

PRF

YTD

19.65%

1M

0.53%

6M

8.69%

1Y

28.91%

5Y (annualized)

13.24%

10Y (annualized)

10.84%

Key characteristics


RYUPRF

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RYU vs. PRF - Expense Ratio Comparison

RYU has a 0.40% expense ratio, which is higher than PRF's 0.39% expense ratio.


RYU
Invesco S&P 500® Equal Weight Utilities ETF
Expense ratio chart for RYU: 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 PRF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Correlation

-0.50.00.51.00.5

The correlation between RYU and PRF is 0.49, 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.

Risk-Adjusted Performance

RYU vs. PRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Utilities ETF (RYU) and Invesco FTSE RAFI US 1000 ETF (PRF). 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 RYU, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.092.62
The chart of Sortino ratio for RYU, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.073.64
The chart of Omega ratio for RYU, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.48
The chart of Calmar ratio for RYU, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.014.89
The chart of Martin ratio for RYU, currently valued at -0.11, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.1117.15
RYU
PRF

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.09
2.62
RYU
PRF

Dividends

RYU vs. PRF - Dividend Comparison

RYU has not paid dividends to shareholders, while PRF's dividend yield for the trailing twelve months is around 1.69%.


TTM20232022202120202019201820172016201520142013
RYU
Invesco S&P 500® Equal Weight Utilities ETF
2.19%2.92%2.35%2.41%2.94%2.54%0.74%3.08%2.98%4.14%2.91%3.70%
PRF
Invesco FTSE RAFI US 1000 ETF
1.69%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%1.56%

Drawdowns

RYU vs. PRF - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-57.74%
-1.70%
RYU
PRF

Volatility

RYU vs. PRF - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Utilities ETF (RYU) is 0.00%, while Invesco FTSE RAFI US 1000 ETF (PRF) has a volatility of 4.01%. This indicates that RYU experiences smaller price fluctuations and is considered to be less risky than PRF 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%JuneJulyAugustSeptemberOctoberNovember0
4.01%
RYU
PRF