SND.DE vs. RSPT
Compare and contrast key facts about Schneider Electric S.E. (SND.DE) and Invesco S&P 500 Equal Weight Technology ETF (RSPT).
RSPT is a passively managed fund by Invesco that tracks the performance of the S&P 500® Information Technology Index. It was launched on Jan 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SND.DE or RSPT.
Performance
SND.DE vs. RSPT - Performance Comparison
Returns By Period
In the year-to-date period, SND.DE achieves a 33.36% return, which is significantly higher than RSPT's 14.95% return. Over the past 10 years, SND.DE has outperformed RSPT with an annualized return of 17.96%, while RSPT has yielded a comparatively lower 16.55% annualized return.
SND.DE
33.36%
-2.68%
4.75%
46.41%
25.07%
17.96%
RSPT
14.95%
-1.71%
5.80%
27.03%
15.38%
16.55%
Key characteristics
| SND.DE | RSPT | |
|---|---|---|
| Sharpe Ratio | 2.01 | 1.44 |
| Sortino Ratio | 2.55 | 1.96 |
| Omega Ratio | 1.33 | 1.25 |
| Calmar Ratio | 3.20 | 2.16 |
| Martin Ratio | 11.91 | 6.93 |
| Ulcer Index | 3.95% | 4.00% |
| Daily Std Dev | 23.37% | 19.31% |
| Max Drawdown | -62.20% | -58.91% |
| Current Drawdown | -3.76% | -4.08% |
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Correlation
The correlation between SND.DE and RSPT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SND.DE vs. RSPT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). 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.
Dividends
SND.DE vs. RSPT - Dividend Comparison
SND.DE's dividend yield for the trailing twelve months is around 1.46%, more than RSPT's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SND.DE Schneider Electric S.E. | 1.46% | 1.73% | 2.20% | 1.50% | 2.12% | 2.56% | 3.78% | 2.85% | 3.04% | 3.56% | 3.82% | 2.97% |
RSPT Invesco S&P 500 Equal Weight Technology ETF | 0.46% | 0.56% | 0.71% | 0.50% | 1.29% | 0.92% | 0.98% | 0.84% | 1.16% | 1.18% | 1.16% | 0.80% |
Drawdowns
SND.DE vs. RSPT - Drawdown Comparison
The maximum SND.DE drawdown since its inception was -62.20%, which is greater than RSPT's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SND.DE and RSPT. For additional features, visit the drawdowns tool.
Volatility
SND.DE vs. RSPT - Volatility Comparison
Schneider Electric S.E. (SND.DE) has a higher volatility of 8.19% compared to Invesco S&P 500 Equal Weight Technology ETF (RSPT) at 6.18%. This indicates that SND.DE's price experiences larger fluctuations and is considered to be riskier than RSPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.