RSP vs. SPY
Invesco S&P 500 Equal Weight ETF
SPDR S&P 500 ETF Trust
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Apr 30, 2003 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
2.9%
2.2%
1.4%
5.7%
+1.5%
-3.5%
1M Trailing Return:
3M Trailing Return:
2.9%
2.2%
1.4%
5.7%
+1.5%
-3.5%
Max Drawdown:
Standard Deviation:
-59.9%
19.9%
-55.2%
18.6%
-4.7%
+1.3%
Max Drawdown:
Standard Deviation:
-59.9%
19.9%
-55.2%
18.6%
-4.7%
+1.3%
Sharpe Ratio:
Calmar Ratio:
0.63
0.19
0.67
0.21
-0.04
-0.02
Sharpe Ratio:
Calmar Ratio:
0.63
0.19
0.67
0.21
-0.04
-0.02
What is RSP?
The Invesco S&P 500 Equal Weight ETF (Fund) is based on the S&P 500 Equal Weight Index (Index). The Fund will invest at least 90% of its total assets in securities that comprise the Index. The Index equally weights the stocks in the S&P 500 Index. The Fund and the Index are rebalanced quarterly.
What is SPY?
The SPDR S&P 500 ETF is a fund that before expenses generally corresponds to the price and yield performance of the S&P 500 Index.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toRSP
Michael B Meets Dalio w/ Pop Bots 2.1.0
Category
Multi-asset, trend-following, momentum, risk-managed, sector rotation, commodities, bonds, leveraged ETFs, volatility hedge
OOS Cumulative Return
123.99%
Trading Strategies
Related toSPY
Inside Nancy Pelosi's Chips- V3
Category
Semiconductors, mean reversion, momentum, trend filter, RSI, leveraged ETFs, tactical, energy, commodities
OOS Cumulative Return
1775.5%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.