Summary
RSPS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.56% Volatility 14.86% Sharpe -0.41
Official loaded data — not a live quote.

INVESCO S&P 500 EQUAL WEIGHT CONSUMER STAPLES ETF

Symbol: RSPS

Exchange: NYSE

Sector: Consumer_Defensive

Category: Consumer Defensive

Inception date: 01/11/2006

Latest date: 16/07/2026

Current price: $31.07

Expense ratio: 0.40%

Assets under management
$239.9M
2.07% 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

2.26%

Ann. -69.20% (Sharpe / Sortino numerator)

Volatility

14.40%

Sharpe ratio

-5.057

VaR 95%

-2.11%

CVaR 95%: -2.17%
Max drawdown: -9.16%
Sortino ratio: -6.586
Calmar ratio: -7.55

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

6.75%

Ann. 4.69% (Sharpe / Sortino numerator)

Volatility

16.52%

Sharpe ratio

0.064

VaR 95%

-1.61%

CVaR 95%: -1.90%
Max drawdown: -12.39%
Sortino ratio: 0.106
Calmar ratio: 0.38

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

3.33%

Ann. 2.58% (Sharpe / Sortino numerator)

Volatility

14.57%

Sharpe ratio

-0.072

VaR 95%

-1.54%

CVaR 95%: -1.96%
Max drawdown: -12.39%
Sortino ratio: -0.109
Calmar ratio: 0.21

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

6.56%

Ann. -2.50% (Sharpe / Sortino numerator)

Volatility

14.86%

Sharpe ratio

-0.413

VaR 95%

-1.40%

CVaR 95%: -2.00%
Max drawdown: -12.39%
Sortino ratio: -0.634
Calmar ratio: -0.20

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

6.03%

Ann. -2.70% (Sharpe / Sortino numerator)

Volatility

13.65%

Sharpe ratio

-0.463

VaR 95%

-1.35%

CVaR 95%: -1.85%
Max drawdown: -12.39%
Sortino ratio: -0.704
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

1.40%

Ann. -2.33% (Sharpe / Sortino numerator)

Volatility

12.86%

Sharpe ratio

-0.464

VaR 95%

-1.31%

CVaR 95%: -1.74%
Max drawdown: -18.61%
Sortino ratio: -0.721
Calmar ratio: -0.13

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

0.03%

Best day

2.745%

16/07/2026
Worst day

-2.921%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $30.44 $31.11 $30.44 $31.07 38,900
15/07/2026 $30.13 $30.54 $30.13 $30.24 44,200
14/07/2026 $30.54 $30.55 $30.18 $30.19 56,500
13/07/2026 $30.61 $31.03 $30.61 $30.63 36,300
10/07/2026 $30.12 $30.51 $30.12 $30.46 50,100
09/07/2026 $30.17 $30.24 $30.00 $30.06 53,000
08/07/2026 $30.71 $30.71 $30.38 $30.38 39,700
07/07/2026 $30.69 $31.00 $30.52 $30.61 43,200
06/07/2026 $30.68 $30.68 $30.09 $30.35 40,900
02/07/2026 $30.39 $30.79 $30.39 $30.78 321,500