Summary
RSPD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.27% Volatility 22.38% Sharpe 0.09
Official loaded data — not a live quote.

INVESCO S&P 500 EQUAL WEIGHT CONSUMER DISCRETIONARY ETF

Symbol: RSPD

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 01/11/2006

Latest date: 16/07/2026

Current price: $56.32

Expense ratio: 0.40%

Assets under management
$308.2M
1.24% 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

-0.32%

Ann. -57.65% (Sharpe / Sortino numerator)

Volatility

21.41%

Sharpe ratio

-2.863

VaR 95%

-2.26%

CVaR 95%: -2.43%
Max drawdown: -9.24%
Sortino ratio: -4.775
Calmar ratio: -6.24

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

0.25%

Ann. -24.89% (Sharpe / Sortino numerator)

Volatility

19.60%

Sharpe ratio

-1.455

VaR 95%

-2.18%

CVaR 95%: -2.35%
Max drawdown: -13.35%
Sortino ratio: -2.484
Calmar ratio: -1.87

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

-4.06%

Ann. -15.22% (Sharpe / Sortino numerator)

Volatility

18.44%

Sharpe ratio

-1.022

VaR 95%

-2.01%

CVaR 95%: -2.22%
Max drawdown: -13.35%
Sortino ratio: -1.833
Calmar ratio: -1.14

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

4.27%

Ann. 5.65% (Sharpe / Sortino numerator)

Volatility

22.38%

Sharpe ratio

0.090

VaR 95%

-2.02%

CVaR 95%: -2.85%
Max drawdown: -13.35%
Sortino ratio: 0.138
Calmar ratio: 0.42

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

14.31%

Ann. 4.52% (Sharpe / Sortino numerator)

Volatility

19.87%

Sharpe ratio

0.045

VaR 95%

-2.00%

CVaR 95%: -2.67%
Max drawdown: -21.02%
Sortino ratio: 0.067
Calmar ratio: 0.22

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

23.78%

Ann. 8.92% (Sharpe / Sortino numerator)

Volatility

18.85%

Sharpe ratio

0.280

VaR 95%

-1.88%

CVaR 95%: -2.49%
Max drawdown: -21.02%
Sortino ratio: 0.431
Calmar ratio: 0.42

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

0.023%

Best day

3.873%

08/04/2026
Worst day

-2.546%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $55.63 $56.34 $55.63 $56.32 33,900
15/07/2026 $55.35 $55.97 $55.19 $55.49 72,000
14/07/2026 $55.37 $55.60 $54.99 $55.18 36,000
13/07/2026 $56.05 $56.41 $55.32 $55.40 35,400
10/07/2026 $55.74 $56.21 $55.74 $55.93 35,500
09/07/2026 $54.70 $55.64 $54.58 $55.46 28,100
08/07/2026 $55.40 $55.40 $54.38 $54.80 32,700
07/07/2026 $56.35 $56.49 $55.79 $55.94 89,500
06/07/2026 $56.44 $56.44 $55.43 $55.93 36,200
02/07/2026 $56.67 $56.67 $55.92 $56.42 108,600