SPLV vs. RSPT

Last updated Jun 4, 2026

SPLV (Invesco S&P 500 Low Volatility ETF) and RSPT (Invesco S&P 500 Equal Weight Technology ETF) are both exchange-traded funds - SPLV is a S&P 500 fund tracking the S&P 500 Low Volatility Index, while RSPT is a Technology Equities fund tracking the S&P 500® Information Technology Index. Both are passively managed. Over the past 10 years, SPLV returned 8.01%/yr vs 22.48%/yr for RSPT. A 0.55 correlation means they provide meaningful diversification when combined. SPLV charges 0.25%/yr vs 0.40%/yr for RSPT.

Performance

SPLV vs. RSPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Low Volatility ETF (SPLV) and Invesco S&P 500 Equal Weight Technology ETF (RSPT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPLV achieves a 1.32% return, which is significantly lower than RSPT's 47.30% return. Over the past 10 years, SPLV has underperformed RSPT with an annualized return of 8.01%, while RSPT has yielded a comparatively higher 22.48% annualized return.

SPLV

• 1D: 0.08%
• 1M: -2.50%
• YTD: 1.32%
• 6M: 1.06%
• 1Y: -0.03%
• 3Y*: 7.54%
• 5Y*: 5.33%
• 10Y*: 8.01%

RSPT

• 1D: -0.76%
• 1M: 22.88%
• YTD: 47.30%
• 6M: 46.37%
• 1Y: 75.62%
• 3Y*: 33.71%
• 5Y*: 19.46%
• 10Y*: 22.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLV vs. RSPT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPLV Invesco S&P 500 Low Volatility ETF	1.32%	4.10%	13.93%	0.53%	-4.88%	24.13%	-1.39%	27.87%	-0.19%	17.32%
RSPT Invesco S&P 500 Equal Weight Technology ETF	47.30%	22.15%	15.16%	35.18%	-24.50%	28.53%	30.21%	42.07%	-0.61%	32.98%

Correlation

The correlation between SPLV and RSPT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since May 6, 2011	0.55

Over the past year, the correlation between SPLV and RSPT has dropped to 0.01 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

SPLV vs. RSPT - Sectors Allocation Comparison

Sectors	SPLV	RSPT
Utilities	26.8%	-
Financial Services	16.6%	0.1%
Real Estate	14.8%	-
Consumer Defensive	10.8%	-
Industrials	10.1%	1.0%
Healthcare	6.8%	-
Consumer Cyclical	5.7%	-
Technology	4.6%	97.6%
Basic Materials	2.0%	-
Energy	0.9%	1.4%
Communication Services	0.9%	-

Return for Risk

SPLV vs. RSPT — Risk / Return Rank

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

SPLV

SPLV Risk / Return Rank: 8
SPLV Sharpe Ratio Rank: 8
SPLV Sortino Ratio Rank: 8
SPLV Omega Ratio Rank: 8
SPLV Calmar Ratio Rank: 8
SPLV Martin Ratio Rank: 8

RSPT

RSPT Risk / Return Rank: 91
RSPT Sharpe Ratio Rank: 93
RSPT Sortino Ratio Rank: 90
RSPT Omega Ratio Rank: 86
RSPT Calmar Ratio Rank: 94
RSPT Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPLV vs. RSPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility ETF (SPLV) 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.

	SPLV	RSPT	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	3.54	-3.54
Sortino ratio: Return per unit of downside risk	0.06	4.27	-4.21
Omega ratio: Gain probability vs. loss probability	1.01	1.55	-0.54
Calmar ratio: Return relative to maximum drawdown	-0.00	7.12	-7.13
Martin ratio: Return relative to average drawdown	-0.01	25.76	-25.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPLV vs. RSPT - Sharpe Ratio Comparison

The current SPLV Sharpe Ratio is -0.00, which is lower than the RSPT Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of SPLV and RSPT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SPLV	RSPT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	3.54	-3.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.81	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.95	-0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.65	+0.03

Drawdowns

SPLV vs. RSPT - Drawdown Comparison

The maximum SPLV drawdown since its inception was -36.26%, smaller than the maximum RSPT drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SPLV and RSPT.

Drawdown Indicators

	SPLV	RSPT	Difference
Max Drawdown Largest peak-to-trough decline	-36.26%	-58.91%	+22.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.41%	-10.67%	+3.26%
Max Drawdown (3Y) Largest decline over 3 years	-9.64%	-26.62%	+16.98%
Max Drawdown (5Y) Largest decline over 5 years	-17.26%	-32.49%	+15.23%
Max Drawdown (10Y) Largest decline over 10 years	-36.26%	-33.67%	-2.59%
Current Drawdown Current decline from peak	-6.91%	-0.76%	-6.15%
Average Drawdown Average peak-to-trough decline	-3.55%	-8.90%	+5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	2.95%	+0.10%

Volatility

SPLV vs. RSPT - Volatility Comparison

The current volatility for Invesco S&P 500 Low Volatility ETF (SPLV) is 2.97%, while Invesco S&P 500 Equal Weight Technology ETF (RSPT) has a volatility of 7.02%. This indicates that SPLV experiences smaller price fluctuations and is considered to be less risky than RSPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPLV	RSPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	7.02%	-4.05%
Volatility (6M) Calculated over the trailing 6-month period	6.78%	17.12%	-10.34%
Volatility (1Y) Calculated over the trailing 1-year period	9.78%	21.55%	-11.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.45%	24.08%	-11.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.36%	23.77%	-8.41%

SPLV vs. RSPT - Expense Ratio Comparison

SPLV has a 0.25% expense ratio, which is lower than RSPT's 0.40% expense ratio.

Dividends

SPLV vs. RSPT - Dividend Comparison

SPLV's dividend yield for the trailing twelve months is around 2.22%, more than RSPT's 0.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSPT Invesco S&P 500 Equal Weight Technology ETF	0.25%	0.39%	0.44%	0.56%	0.71%	0.50%	1.29%	0.92%	0.98%	0.84%	1.16%	1.18%
SPLV Invesco S&P 500 Low Volatility ETF	2.22%	2.04%	1.88%	2.45%	2.11%	1.51%	2.12%	2.08%	2.18%	2.03%	2.03%	2.28%

Frequently Asked Questions

Can I hold both SPLV and RSPT in my portfolio?

SPLV and RSPT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPLV or RSPT?

RSPT has higher volatility (7.02%) compared to SPLV (2.97%). In terms of maximum drawdown, SPLV dropped -36.26% vs RSPT's -58.91%.

Which ETF is better, SPLV or RSPT?

On 10-year performance, RSPT leads with 22.48% vs 8.01% for SPLV. On fees, SPLV is cheaper at 0.25% per year. On volatility, SPLV has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPLV or RSPT?

Over the 10-year period, RSPT has performed better with a 22.48% return vs 8.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPLV or RSPT?

SPLV is cheaper with a 0.25% expense ratio, compared with 0.40% for RSPT.

Which ETF pays a higher dividend yield, SPLV or RSPT?

SPLV has the higher dividend yield at 2.22%, compared with 0.25% for RSPT.

What is the main difference between SPLV and RSPT?

SPLV is categorized as S&P 500, while RSPT is Technology Equities. SPLV tracks S&P 500 Low Volatility Index, while RSPT tracks S&P 500® Information Technology Index. Their fees differ too: 0.25% for SPLV and 0.40% for RSPT.

Which has better risk-adjusted returns?

RSPT currently has the higher Sharpe Ratio (3.54 vs -0.00), 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.