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XMAG vs. RSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMAG vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Large Cap ex-Mag 7 ETF (XMAG) and Invesco S&P 500 Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

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XMAG vs. RSP - Yearly Performance Comparison


2026 (YTD)20252024
XMAG
Defiance Large Cap ex-Mag 7 ETF
-1.56%15.63%-1.67%
RSP
Invesco S&P 500 Equal Weight ETF
0.62%11.21%-2.04%

Returns By Period

In the year-to-date period, XMAG achieves a -1.56% return, which is significantly lower than RSP's 0.62% return.


XMAG

1D
2.57%
1M
-4.91%
YTD
-1.56%
6M
0.82%
1Y
13.36%
3Y*
5Y*
10Y*

RSP

1D
2.05%
1M
-5.97%
YTD
0.62%
6M
2.01%
1Y
12.65%
3Y*
11.72%
5Y*
7.81%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMAG vs. RSP - Expense Ratio Comparison

XMAG has a 0.35% expense ratio, which is higher than RSP's 0.20% expense ratio.


Return for Risk

XMAG vs. RSP — Risk / Return Rank

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

XMAG
XMAG Risk / Return Rank: 5454
Overall Rank
XMAG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XMAG Sortino Ratio Rank: 4949
Sortino Ratio Rank
XMAG Omega Ratio Rank: 5151
Omega Ratio Rank
XMAG Calmar Ratio Rank: 5555
Calmar Ratio Rank
XMAG Martin Ratio Rank: 6767
Martin Ratio Rank

RSP
RSP Risk / Return Rank: 4747
Overall Rank
RSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RSP Sortino Ratio Rank: 4545
Sortino Ratio Rank
RSP Omega Ratio Rank: 4646
Omega Ratio Rank
RSP Calmar Ratio Rank: 4747
Calmar Ratio Rank
RSP Martin Ratio Rank: 5555
Martin Ratio Rank
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.

XMAG vs. RSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Large Cap ex-Mag 7 ETF (XMAG) 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.


XMAGRSPDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.74

+0.08

Sortino ratio

Return per unit of downside risk

1.25

1.15

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.29

1.08

+0.21

Martin ratio

Return relative to average drawdown

6.26

4.89

+1.38

XMAG vs. RSP - Sharpe Ratio Comparison

The current XMAG Sharpe Ratio is 0.82, which is comparable to the RSP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XMAG 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.


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Sharpe Ratios by Period


XMAGRSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.74

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.55

-0.02

Correlation

The correlation between XMAG and RSP is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XMAG vs. RSP - Dividend Comparison

XMAG's dividend yield for the trailing twelve months is around 0.52%, less than RSP's 1.62% yield.


TTM20252024202320222021202020192018201720162015
XMAG
Defiance Large Cap ex-Mag 7 ETF
0.52%0.51%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSP
Invesco S&P 500 Equal Weight ETF
1.62%1.64%1.52%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%

Drawdowns

XMAG vs. RSP - Drawdown Comparison

The maximum XMAG drawdown since its inception was -16.17%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for XMAG and RSP.


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Drawdown Indicators


XMAGRSPDifference

Max Drawdown

Largest peak-to-trough decline

-16.17%

-59.92%

+43.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.54%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

Current Drawdown

Current decline from peak

-4.91%

-5.97%

+1.06%

Average Drawdown

Average peak-to-trough decline

-2.30%

-6.69%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.78%

-0.47%

Volatility

XMAG vs. RSP - Volatility Comparison

Defiance Large Cap ex-Mag 7 ETF (XMAG) and Invesco S&P 500 Equal Weight ETF (RSP) have volatilities of 4.64% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMAGRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.47%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.83%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

17.17%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

16.20%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

18.36%

-2.88%