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

Correlation

The correlation between RYU and VOO is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RYU vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
61.71%
557.08%
RYU
VOO

Key characteristics

Returns By Period


RYU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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RYU vs. VOO - Expense Ratio Comparison

RYU has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for RYU: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYU: 0.40%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

RYU vs. VOO — Risk-Adjusted Performance Rank

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

RYU
The Risk-Adjusted Performance Rank of RYU is 66
Overall Rank
The Sharpe Ratio Rank of RYU is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RYU is 66
Sortino Ratio Rank
The Omega Ratio Rank of RYU is 55
Omega Ratio Rank
The Calmar Ratio Rank of RYU is 1111
Calmar Ratio Rank
The Martin Ratio Rank of RYU is 00
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

RYU vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The chart of Calmar ratio for RYU, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
RYU: 0.00
VOO: 0.55


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
0.54
RYU
VOO

Dividends

RYU vs. VOO - Dividend Comparison

RYU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
RYU
Invesco S&P 500® Equal Weight Utilities ETF
0.00%1.32%2.92%2.35%2.41%2.94%2.54%0.74%3.08%2.98%4.14%2.91%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RYU vs. VOO - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.74%
-9.90%
RYU
VOO

Volatility

RYU vs. VOO - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Utilities ETF (RYU) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that RYU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril0
13.96%
RYU
VOO