Summary
RSPC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -1.48% Volatility 17.26% Sharpe 0.23
Official loaded data — not a live quote.

INVESCO S&P 500 (R) EQUAL WEIGHT COMMUNICATION SERVICES ETF

Symbol: RSPC

Exchange: NYSE

Sector: Communication_Services

Category: Communications

Inception date: 07/11/2018

Latest date: 16/07/2026

Current price: $36.49

Expense ratio: 0.40%

Assets under management
$59.0M
0.47% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

-0.21%

Ann. -38.90% (Sharpe / Sortino numerator)

Volatility

12.39%

Sharpe ratio

-3.433

VaR 95%

-1.49%

CVaR 95%: -1.73%
Max drawdown: -7.33%
Sortino ratio: -4.363
Calmar ratio: -5.31

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

-6.87%

Ann. -19.16% (Sharpe / Sortino numerator)

Volatility

14.33%

Sharpe ratio

-1.590

VaR 95%

-1.64%

CVaR 95%: -2.02%
Max drawdown: -8.35%
Sortino ratio: -2.149
Calmar ratio: -2.29

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

-5.76%

Ann. -12.55% (Sharpe / Sortino numerator)

Volatility

12.94%

Sharpe ratio

-1.250

VaR 95%

-1.45%

CVaR 95%: -1.83%
Max drawdown: -9.37%
Sortino ratio: -1.794
Calmar ratio: -1.34

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

-1.48%

Ann. 7.63% (Sharpe / Sortino numerator)

Volatility

17.26%

Sharpe ratio

0.232

VaR 95%

-1.47%

CVaR 95%: -2.47%
Max drawdown: -11.13%
Sortino ratio: 0.311
Calmar ratio: 0.69

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

21.50%

Ann. 14.42% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

0.700

VaR 95%

-1.58%

CVaR 95%: -2.22%
Max drawdown: -14.06%
Sortino ratio: 0.948
Calmar ratio: 1.03

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

31.43%

Ann. 12.52% (Sharpe / Sortino numerator)

Volatility

15.33%

Sharpe ratio

0.580

VaR 95%

-1.51%

CVaR 95%: -2.13%
Max drawdown: -14.06%
Sortino ratio: 0.849
Calmar ratio: 0.89

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

-0.002%

Best day

3.31%

13/08/2025
Worst day

-2.428%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $36.32 $36.64 $36.32 $36.49 8,800
15/07/2026 $36.19 $36.32 $36.19 $36.32 3,000
14/07/2026 $36.03 $36.04 $35.91 $35.91 3,500
13/07/2026 $36.50 $36.55 $36.28 $36.28 24,400
10/07/2026 $36.31 $36.31 $35.91 $36.08 10,800
09/07/2026 $35.42 $36.00 $35.42 $35.96 129,200
08/07/2026 $36.07 $36.07 $35.78 $35.81 4,200
07/07/2026 $36.51 $36.70 $36.30 $36.30 25,000
06/07/2026 $36.29 $36.29 $35.82 $36.10 10,000
02/07/2026 $36.02 $36.23 $35.86 $36.23 9,000