SATO vs. RSP
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and RSP (Invesco S&P 500 Equal Weight ETF) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while RSP is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, SATO returned 20.64%/yr vs 13.96%/yr for RSP. A 0.55 correlation means they provide meaningful diversification when combined. SATO charges 0.60%/yr vs 0.20%/yr for RSP.
Performance
SATO vs. RSP - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -11.75% return, which is significantly lower than RSP's 12.75% return.
SATO
- 1D
- -3.36%
- 1M
- -10.88%
- 6M
- -23.63%
- YTD
- -11.75%
- 1Y
- -22.30%
- 3Y*
- 20.64%
- 5Y*
- —
- 10Y*
- —
RSP
- 1D
- -0.03%
- 1M
- 1.61%
- 6M
- 9.20%
- YTD
- 12.75%
- 1Y
- 18.09%
- 3Y*
- 13.96%
- 5Y*
- 9.07%
- 10Y*
- 11.82%
SATO vs. RSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -11.75% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
RSP Invesco S&P 500 Equal Weight ETF | 12.75% | 11.21% | 12.79% | 13.70% | -11.62% | 7.26% |
Correlation
The correlation between SATO and RSP is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.55 |
The correlation between SATO and RSP has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
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Return for Risk
SATO vs. RSP — Risk / Return Rank
SATO
RSP
SATO vs. RSP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Invesco S&P 500 Equal Weight ETF (RSP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SATO | RSP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.27 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.31 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.70 | 8.76 | -9.46 |
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Drawdowns
SATO vs. RSP - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than RSP's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for SATO and RSP.
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Drawdown Indicators
| SATO | RSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -59.92% | -28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -7.85% | -45.64% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -17.81% | -35.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.04% | — |
Current DrawdownCurrent decline from peak | -45.92% | -0.36% | -45.56% |
Average DrawdownAverage peak-to-trough decline | -50.75% | -6.62% | -44.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.01% | 2.07% | +29.94% |
Volatility
SATO vs. RSP - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 12.67% compared to Invesco S&P 500 Equal Weight ETF (RSP) at 3.42%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SATO | RSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 3.42% | +9.25% |
Volatility (6M)Calculated over the trailing 6-month period | 38.10% | 8.63% | +29.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.01% | 11.82% | +40.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.99% | 16.19% | +46.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.99% | 18.28% | +44.71% |
SATO vs. RSP - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is higher than RSP's 0.20% expense ratio.
Dividends
SATO vs. RSP - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.60%, more than RSP's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSP Invesco S&P 500 Equal Weight ETF | 1.50% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.60% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SATO and RSP have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SATO has higher volatility (12.67%) compared to RSP (3.42%). In terms of maximum drawdown, SATO dropped -88.00% vs RSP's -59.92%.
On 3-year performance, SATO leads with 20.64% vs 13.96% for RSP. On fees, RSP is cheaper at 0.20% per year. On volatility, RSP has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 20.64% return vs 13.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSP is cheaper with a 0.20% expense ratio, compared with 0.60% for SATO.
SATO has the higher dividend yield at 7.60%, compared with 1.50% for RSP.
SATO is categorized as Cryptocurrency, while RSP is S&P 500. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while RSP tracks S&P 500 Equal Weight Index. Their fees differ too: 0.60% for SATO and 0.20% for RSP.
RSP currently has the higher Sharpe Ratio (1.54 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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