Summary
RSPA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 18.63% Volatility 14.85% Sharpe 0.47
Official loaded data — not a live quote.

Invesco S&P 500 Equal Weight Income Advantage ETF

Symbol: RSPA

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 17/07/2024

Latest date: 16/07/2026

Current price: $53.99

Expense ratio: 0.29%

Assets under management
$907.3M
0.50% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.80%

Ann. -41.96% (Sharpe / Sortino numerator)

Volatility

13.77%

Sharpe ratio

-3.311

VaR 95%

-1.36%

CVaR 95%: -1.49%
Max drawdown: -5.80%
Sortino ratio: -5.840
Calmar ratio: -7.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.71%

Ann. -0.41% (Sharpe / Sortino numerator)

Volatility

11.39%

Sharpe ratio

-0.354

VaR 95%

-1.15%

CVaR 95%: -1.35%
Max drawdown: -6.93%
Sortino ratio: -0.540
Calmar ratio: -0.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.08%

Ann. 4.09% (Sharpe / Sortino numerator)

Volatility

10.91%

Sharpe ratio

0.043

VaR 95%

-1.14%

CVaR 95%: -1.44%
Max drawdown: -6.93%
Sortino ratio: 0.062
Calmar ratio: 0.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.63%

Ann. 10.66% (Sharpe / Sortino numerator)

Volatility

14.85%

Sharpe ratio

0.473

VaR 95%

-1.15%

CVaR 95%: -2.17%
Max drawdown: -7.71%
Sortino ratio: 0.569
Calmar ratio: 1.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.84%

Ann. 10.76% (Sharpe / Sortino numerator)

Volatility

13.24%

Sharpe ratio

0.541

VaR 95%

-1.16%

CVaR 95%: -1.89%
Max drawdown: -15.37%
Sortino ratio: 0.689
Calmar ratio: 0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

Best day

1.819%

20/10/2025
Worst day

-2.089%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $53.72 $54.04 $53.67 $53.99 114,800
15/07/2026 $53.73 $53.86 $53.49 $53.57 332,800
14/07/2026 $53.80 $53.86 $53.60 $53.62 222,800
13/07/2026 $53.91 $53.98 $53.70 $53.86 240,600
10/07/2026 $53.85 $53.92 $53.60 $53.88 178,300
09/07/2026 $53.55 $53.74 $53.44 $53.63 140,100
08/07/2026 $53.80 $53.80 $53.24 $53.46 180,700
07/07/2026 $54.05 $54.10 $53.73 $53.88 140,600
06/07/2026 $53.83 $53.93 $53.67 $53.86 429,500
02/07/2026 $53.80 $53.91 $53.49 $53.77 735,900