Summary
RSPR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 9.11% Volatility 17.34% Sharpe -0.46
Official loaded data — not a live quote.

INVESCO S&P 500 (R) EQUAL WEIGHT REAL ESTATE ETF

Symbol: RSPR

Exchange: NYSE

Sector: Realestate

Category: Real Estate

Inception date: 13/08/2015

Latest date: 16/07/2026

Current price: $37.40

Expense ratio: 0.40%

Assets under management
$107.2M
1.30% 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

1.97%

Ann. -47.13% (Sharpe / Sortino numerator)

Volatility

17.81%

Sharpe ratio

-2.850

VaR 95%

-1.62%

CVaR 95%: -2.41%
Max drawdown: -8.65%
Sortino ratio: -3.791
Calmar ratio: -5.45

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

6.98%

Ann. 0.97% (Sharpe / Sortino numerator)

Volatility

15.46%

Sharpe ratio

-0.172

VaR 95%

-1.48%

CVaR 95%: -1.95%
Max drawdown: -9.60%
Sortino ratio: -0.248
Calmar ratio: 0.10

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

8.46%

Ann. -7.26% (Sharpe / Sortino numerator)

Volatility

14.44%

Sharpe ratio

-0.754

VaR 95%

-1.47%

CVaR 95%: -2.12%
Max drawdown: -9.60%
Sortino ratio: -1.015
Calmar ratio: -0.76

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

9.11%

Ann. -4.43% (Sharpe / Sortino numerator)

Volatility

17.34%

Sharpe ratio

-0.465

VaR 95%

-1.77%

CVaR 95%: -2.75%
Max drawdown: -9.60%
Sortino ratio: -0.606
Calmar ratio: -0.46

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

14.65%

Ann. 5.07% (Sharpe / Sortino numerator)

Volatility

16.72%

Sharpe ratio

0.086

VaR 95%

-1.74%

CVaR 95%: -2.55%
Max drawdown: -17.78%
Sortino ratio: 0.115
Calmar ratio: 0.29

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

26.58%

Ann. 6.07% (Sharpe / Sortino numerator)

Volatility

17.21%

Sharpe ratio

0.142

VaR 95%

-1.78%

CVaR 95%: -2.47%
Max drawdown: -17.78%
Sortino ratio: 0.206
Calmar ratio: 0.34

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.

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

0.039%

Best day

2.125%

26/06/2026
Worst day

-3.106%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $36.92 $37.40 $36.92 $37.40 12,600
15/07/2026 $36.68 $36.88 $36.55 $36.65 8,200
14/07/2026 $36.51 $36.69 $36.51 $36.63 1,500
13/07/2026 $36.74 $36.83 $36.62 $36.75 19,400
10/07/2026 $36.48 $36.69 $36.34 $36.69 9,400
09/07/2026 $36.45 $36.52 $36.29 $36.40 5,400
08/07/2026 $36.98 $36.98 $36.40 $36.40 5,100
07/07/2026 $36.87 $37.26 $36.87 $36.95 20,600
06/07/2026 $37.04 $37.04 $36.56 $36.66 12,300
02/07/2026 $36.89 $37.08 $36.84 $37.05 7,500