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SP2D.DE vs. RSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SP2D.DE and RSP is 0.69, 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.


-0.50.00.51.00.7

Performance

SP2D.DE vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) and Invesco S&P 500® Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.64%
7.71%
SP2D.DE
RSP

Key characteristics

Sharpe Ratio

SP2D.DE:

1.75

RSP:

1.30

Sortino Ratio

SP2D.DE:

2.55

RSP:

1.84

Omega Ratio

SP2D.DE:

1.34

RSP:

1.23

Calmar Ratio

SP2D.DE:

3.22

RSP:

2.02

Martin Ratio

SP2D.DE:

8.62

RSP:

5.46

Ulcer Index

SP2D.DE:

2.35%

RSP:

2.72%

Daily Std Dev

SP2D.DE:

11.67%

RSP:

11.47%

Max Drawdown

SP2D.DE:

-15.08%

RSP:

-59.92%

Current Drawdown

SP2D.DE:

-2.15%

RSP:

-3.88%

Returns By Period

In the year-to-date period, SP2D.DE achieves a 3.52% return, which is significantly higher than RSP's 2.55% return.


SP2D.DE

YTD

3.52%

1M

2.56%

6M

15.08%

1Y

20.27%

5Y*

N/A

10Y*

N/A

RSP

YTD

2.55%

1M

2.88%

6M

7.71%

1Y

16.00%

5Y*

10.62%

10Y*

10.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SP2D.DE vs. RSP - Expense Ratio Comparison

Both SP2D.DE and RSP have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
Expense ratio chart for SP2D.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SP2D.DE vs. RSP — Risk-Adjusted Performance Rank

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

SP2D.DE
The Risk-Adjusted Performance Rank of SP2D.DE is 7777
Overall Rank
The Sharpe Ratio Rank of SP2D.DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SP2D.DE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SP2D.DE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SP2D.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SP2D.DE is 7070
Martin Ratio Rank

RSP
The Risk-Adjusted Performance Rank of RSP is 5555
Overall Rank
The Sharpe Ratio Rank of RSP is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of RSP is 5353
Sortino Ratio Rank
The Omega Ratio Rank of RSP is 5151
Omega Ratio Rank
The Calmar Ratio Rank of RSP is 6565
Calmar Ratio Rank
The Martin Ratio Rank of RSP is 5353
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.

SP2D.DE vs. RSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for SP2D.DE, currently valued at 1.25, compared to the broader market0.002.004.001.251.26
The chart of Sortino ratio for SP2D.DE, currently valued at 1.78, compared to the broader market0.005.0010.001.781.80
The chart of Omega ratio for SP2D.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.23
The chart of Calmar ratio for SP2D.DE, currently valued at 1.91, compared to the broader market0.005.0010.0015.0020.001.911.92
The chart of Martin ratio for SP2D.DE, currently valued at 5.01, compared to the broader market0.0020.0040.0060.0080.00100.005.015.10
SP2D.DE
RSP

The current SP2D.DE Sharpe Ratio is 1.75, which is higher than the RSP Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SP2D.DE and RSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.25
1.26
SP2D.DE
RSP

Dividends

SP2D.DE vs. RSP - Dividend Comparison

SP2D.DE's dividend yield for the trailing twelve months is around 1.30%, less than RSP's 1.48% yield.


TTM20242023202220212020201920182017201620152014
SP2D.DE
Invesco S&P 500 Equal Weight UCITS ETF Dist
1.30%1.34%1.49%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSP
Invesco S&P 500® Equal Weight ETF
1.48%1.52%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.46%

Drawdowns

SP2D.DE vs. RSP - Drawdown Comparison

The maximum SP2D.DE drawdown since its inception was -15.08%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for SP2D.DE and RSP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.29%
-3.88%
SP2D.DE
RSP

Volatility

SP2D.DE vs. RSP - Volatility Comparison

Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) has a higher volatility of 3.38% compared to Invesco S&P 500® Equal Weight ETF (RSP) at 2.64%. This indicates that SP2D.DE'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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.38%
2.64%
SP2D.DE
RSP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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