Invesco S&P 500® Equal Weight ETF (RSP): Historical Returns

Data Source: from May 2003 to January 2024 (~21 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 23 2024
Category: Stocks
Invesco S&P 500® Equal Weight ETF (RSP) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.27%
1 Day
Feb 23 2024
3.54%
Current Month
February 2024

In the last 20 Years, the Invesco S&P 500® Equal Weight ETF (RSP) ETF obtained a 9.50% compound annual return, with a 17.08% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The Invesco S&P 500® Equal Weight ETF (RSP) ETF is part of the following Lazy Portfolios:

Portfolio Name Author RSP Weight Currency
US Stocks Equal Weight 100.00% USD

Investment Returns as of Jan 31, 2024

The Invesco S&P 500® Equal Weight ETF (RSP) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 23 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~21Y)
Invesco S&P 500® Equal Weight ETF (RSP) ETF 0.27 3.54 -0.85 1.86 4.94 11.27 10.36 9.50 10.87
US Inflation Adjusted return -1.15 0.19 1.78 6.83 7.37 6.76 8.10
Returns over 1 year are annualized | Available data source: since May 2003
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 20Y: 2.57%

In 2023, the Invesco S&P 500® Equal Weight ETF (RSP) ETF granted a 1.84% dividend yield. If you are interested in getting periodic income, please refer to the Invesco S&P 500® Equal Weight ETF (RSP) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2004, now would be worth 6.15$, with a total return of 514.67% (9.50% annualized).

The Inflation Adjusted Capital now would be 3.70$, with a net total return of 269.77% (6.76% annualized).
An investment of 1$, since May 2003, now would be worth 8.51$, with a total return of 750.53% (10.87% annualized).

The Inflation Adjusted Capital now would be 5.03$, with a net total return of 403.15% (8.10% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Invesco S&P 500® Equal Weight ETF (RSP) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Advanced Metrics
Data Source: 1 May 2003 - 31 January 2024 (~21 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~21Y)
Investment Return (%) -0.85 15.64 1.86 4.94 9.14 11.27 10.36 9.50 10.87
Infl. Adjusted Return (%) details -1.15 14.83 0.19 1.78 3.29 6.83 7.37 6.76 8.10
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.56
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -11.92 -20.69 -26.65 -26.65 -55.58 -55.58
Start to Recovery (# months) details 5 24 11 11 45 45
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 15 8 8 24 24
End (yyyy mm) 2023 12 2023 12 2020 11 2020 11 2011 02 2011 02
Longest Drawdown Depth (%) -7.53
same as
deepest
-20.69 -20.69
same as
deepest

same as
deepest
Start to Recovery (# months) details 6 24 24
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 06 2007 06
Start to Bottom (# months) 4 9 9 9 21 21
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 15 15 15 24 24
End (yyyy mm) 2023 07 2023 12 2023 12 2023 12 2011 02 2011 02
Longest negative period (# months) details 10 31 31 37 65 70
Period Start (yyyy mm) 2023 02 2021 04 2021 04 2017 03 2004 02 2003 05
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2009 06 2009 02
Annualized Return (%) -1.10 -0.03 -0.03 -0.60 -0.83 -0.68
Deepest Drawdown Depth (%) -12.75 -24.85 -26.52 -26.52 -56.82 -56.82
Start to Recovery (# months) details 5 25* 11 11 68 68
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 16 8 8 47 47
End (yyyy mm) 2023 12 - 2020 11 2020 11 2013 01 2013 01
Longest Drawdown Depth (%) -8.45
same as
deepest
-24.85 -24.85
same as
deepest

same as
deepest
Start to Recovery (# months) details 6 25* 25*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 06 2007 06
Start to Bottom (# months) 4 9 9 9 21 21
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 47 47
End (yyyy mm) 2023 07 - - - 2013 01 2013 01
Longest negative period (# months) details 10 34* 35 44 81 81
Period Start (yyyy mm) 2023 02 2021 04 2020 12 2016 08 2005 01 2005 01
Period End (yyyy mm) 2023 11 2024 01 2023 10 2020 03 2011 09 2011 09
Annualized Return (%) -4.05 -0.41 -0.51 0.00 -0.22 -0.22
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 16.71 18.20 20.19 16.52 17.08 17.02
Sharpe Ratio -0.01 0.38 0.47 0.56 0.48 0.40
Sortino Ratio -0.01 0.54 0.64 0.76 0.64 0.54
Ulcer Index 5.07 7.95 7.93 6.21 12.16 11.94
Ratio: Return / Standard Deviation 0.30 0.50 0.56 0.63 0.56 0.64
Ratio: Return / Deepest Drawdown 0.41 0.44 0.42 0.39 0.17 0.20
% Positive Months details 41% 55% 60% 66% 64% 65%
Positive Months 5 20 36 80 155 163
Negative Months 7 16 24 40 85 86
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 10.36 18.33 18.33
Worst 10 Years Return (%) - Annualized 6.90 6.90
Best 10 Years Return (%) - Annualized 7.37 16.28 16.28
Worst 10 Years Return (%) - Annualized 5.03 5.03
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 79.06 33.05 28.31 18.33 9.50
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 6.90
% Positive Periods 78% 86% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 23.69 15.33 9.71 8.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.11 5.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 75.29 29.95 25.72 16.28 6.76
Worst Rolling Return (%) - Annualized -47.46 -20.09 -9.77 5.03
% Positive Periods 72% 84% 86% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 23.69 15.33 9.71 8.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.11 5.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (May 2003 - Jan 2024)
Best Rolling Return (%) - Annualized 79.06 33.05 28.31 18.33 10.81
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 6.90 9.23
% Positive Periods 79% 86% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 23.69 15.33 9.71 8.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.11 5.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 75.29 29.95 25.72 16.28 8.06
Worst Rolling Return (%) - Annualized -47.46 -20.09 -9.77 5.03 6.48
% Positive Periods 73% 85% 85% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 23.69 15.33 9.71 8.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.11 5.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Invesco S&P 500® Equal Weight ETF (RSP) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs RSP
Asset Class 1 Year 5 Years 10 Years Since
May 2003
VTI
US Total Stock Market
0.95
0.96
0.97
0.98
SPY
US Large Cap
0.92
0.96
0.96
0.97
IJR
US Small Cap
0.91
0.94
0.92
0.93
VNQ
US REITs
0.96
0.87
0.78
0.78
QQQ
US Technology
0.65
0.80
0.81
0.85
PFF
Preferred Stocks
0.82
0.81
0.75
0.61
EFA
EAFE Stocks
0.93
0.92
0.89
0.88
VT
World All Countries
0.96
0.97
0.96
0.95
EEM
Emerging Markets
0.84
0.76
0.72
0.77
VGK
Europe
0.92
0.92
0.87
0.87
VPL
Pacific
0.90
0.87
0.84
0.80
FLLA
Latin America
0.92
0.76
0.63
0.70
BND
US Total Bond Market
0.75
0.47
0.36
0.19
TLT
Long Term Treasuries
0.79
0.12
0.03
-0.16
BIL
US Cash
0.38
-0.14
-0.10
-0.10
TIP
TIPS
0.67
0.56
0.46
0.28
LQD
Invest. Grade Bonds
0.81
0.64
0.56
0.40
HYG
High Yield Bonds
0.88
0.86
0.83
0.77
CWB
US Convertible Bonds
0.91
0.84
0.85
0.88
BNDX
International Bonds
0.66
0.50
0.39
0.28
EMB
Emerg. Market Bonds
0.93
0.77
0.68
0.59
GLD
Gold
0.16
0.19
0.09
0.09
DBC
Commodities
0.23
0.56
0.48
0.48

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 May 2003 - 31 January 2024 (~21 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.58% Jun 2007 Feb 2009 21 Feb 2011 24 45 25.46
-26.65% Jan 2020 Mar 2020 3 Nov 2020 8 11 10.97
-20.69% Jan 2022 Sep 2022 9 Dec 2023 15 24 9.62
-19.88% May 2011 Sep 2011 5 Mar 2012 6 11 8.65
-13.90% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.16
-10.58% Jun 2015 Jan 2016 8 May 2016 4 12 5.57
-7.69% Apr 2012 May 2012 2 Sep 2012 4 6 3.67
-6.93% May 2019 May 2019 1 Jun 2019 1 2 4.00
-5.49% Jan 2005 Apr 2005 4 Jun 2005 2 6 2.61
-5.28% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.60
-4.67% Jul 2004 Aug 2004 2 Oct 2004 2 4 3.09
-4.52% May 2006 Jul 2006 3 Sep 2006 2 5 2.69
-3.79% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.19
-3.27% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.63
-3.05% Aug 2005 Oct 2005 3 Nov 2005 1 4 1.43
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 89 2.7 Months 36.93%
 
DD = 0% 36.93%
 
0% < DD <= -5% 68 3.5 Months 28.22%
 
DD <= -5% 65.15%
 
-5% < DD <= -10% 31 7.8 Months 12.86%
 
DD <= -10% 78.01%
 
-10% < DD <= -15% 21 11.5 Months 8.71%
 
DD <= -15% 86.72%
 
-15% < DD <= -20% 10 24.1 Months 4.15%
 
DD <= -20% 90.87%
 
-20% < DD <= -25% 7 34.4 Months 2.90%
 
DD <= -25% 93.78%
 
-25% < DD <= -30% 5 48.2 Months 2.07%
 
DD <= -30% 95.85%
 
-30% < DD <= -35% 1 241.0 Months 0.41%
 
DD <= -35% 96.27%
 
-35% < DD <= -40% 2 120.5 Months 0.83%
 
DD <= -40% 97.10%
 
-40% < DD <= -45% 2 120.5 Months 0.83%
 
DD <= -45% 97.93%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.82% Jun 2007 Feb 2009 21 Jan 2013 47 68 23.24
-26.52% Jan 2020 Mar 2020 3 Nov 2020 8 11 10.78
-24.85% Jan 2022 Sep 2022 9 in progress 16 25 14.41
-14.13% Sep 2018 Dec 2018 4 Apr 2019 4 8 5.99
-11.30% Mar 2015 Jan 2016 11 Jul 2016 6 17 5.30
-6.96% May 2019 May 2019 1 Jun 2019 1 2 4.02
-6.46% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.91
-5.56% May 2006 Jul 2006 3 Oct 2006 3 6 3.11
-5.55% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.75
-5.09% Aug 2005 Oct 2005 3 Dec 2005 2 5 2.37
-4.82% Jul 2004 Aug 2004 2 Nov 2004 3 5 2.98
-4.18% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.44
-3.38% Mar 2004 Apr 2004 2 Jun 2004 2 4 1.83
-3.35% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.69
-3.20% Jan 2014 Jan 2014 1 Feb 2014 1 2 1.85
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 67 3.6 Months 27.80%
 
DD = 0% 27.80%
 
0% < DD <= -5% 75 3.2 Months 31.12%
 
DD <= -5% 58.92%
 
-5% < DD <= -10% 28 8.6 Months 11.62%
 
DD <= -10% 70.54%
 
-10% < DD <= -15% 24 10.0 Months 9.96%
 
DD <= -15% 80.50%
 
-15% < DD <= -20% 17 14.2 Months 7.05%
 
DD <= -20% 87.55%
 
-20% < DD <= -25% 11 21.9 Months 4.56%
 
DD <= -25% 92.12%
 
-25% < DD <= -30% 6 40.2 Months 2.49%
 
DD <= -30% 94.61%
 
-30% < DD <= -35% 3 80.3 Months 1.24%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 2 120.5 Months 0.83%
 
DD <= -40% 96.68%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 97.93%
 
-45% < DD <= -50% 2 120.5 Months 0.83%
 
DD <= -50% 98.76%
 
-50% < DD <= -55% 2 120.5 Months 0.83%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.58% Jun 2007 Feb 2009 21 Feb 2011 24 45 25.46
-26.65% Jan 2020 Mar 2020 3 Nov 2020 8 11 10.97
-20.69% Jan 2022 Sep 2022 9 Dec 2023 15 24 9.62
-19.88% May 2011 Sep 2011 5 Mar 2012 6 11 8.65
-13.90% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.16
-10.58% Jun 2015 Jan 2016 8 May 2016 4 12 5.57
-7.69% Apr 2012 May 2012 2 Sep 2012 4 6 3.67
-6.93% May 2019 May 2019 1 Jun 2019 1 2 4.00
-5.49% Jan 2005 Apr 2005 4 Jun 2005 2 6 2.61
-5.28% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.60
-4.67% Jul 2004 Aug 2004 2 Oct 2004 2 4 3.09
-4.52% May 2006 Jul 2006 3 Sep 2006 2 5 2.69
-3.79% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.19
-3.27% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.63
-3.05% Aug 2005 Oct 2005 3 Nov 2005 1 4 1.43
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 97 2.6 Months 38.80%
 
DD = 0% 38.80%
 
0% < DD <= -5% 69 3.6 Months 27.60%
 
DD <= -5% 66.40%
 
-5% < DD <= -10% 31 8.1 Months 12.40%
 
DD <= -10% 78.80%
 
-10% < DD <= -15% 21 11.9 Months 8.40%
 
DD <= -15% 87.20%
 
-15% < DD <= -20% 10 25.0 Months 4.00%
 
DD <= -20% 91.20%
 
-20% < DD <= -25% 7 35.7 Months 2.80%
 
DD <= -25% 94.00%
 
-25% < DD <= -30% 5 50.0 Months 2.00%
 
DD <= -30% 96.00%
 
-30% < DD <= -35% 1 250.0 Months 0.40%
 
DD <= -35% 96.40%
 
-35% < DD <= -40% 2 125.0 Months 0.80%
 
DD <= -40% 97.20%
 
-40% < DD <= -45% 2 125.0 Months 0.80%
 
DD <= -45% 98.00%
 
-45% < DD <= -50% 3 83.3 Months 1.20%
 
DD <= -50% 99.20%
 
-50% < DD <= -55% 1 250.0 Months 0.40%
 
DD <= -55% 99.60%
 
-55% < DD <= -60% 1 250.0 Months 0.40%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.82% Jun 2007 Feb 2009 21 Jan 2013 47 68 23.24
-26.52% Jan 2020 Mar 2020 3 Nov 2020 8 11 10.78
-24.85% Jan 2022 Sep 2022 9 in progress 16 25 14.41
-14.13% Sep 2018 Dec 2018 4 Apr 2019 4 8 5.99
-11.30% Mar 2015 Jan 2016 11 Jul 2016 6 17 5.30
-6.96% May 2019 May 2019 1 Jun 2019 1 2 4.02
-6.46% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.91
-5.56% May 2006 Jul 2006 3 Oct 2006 3 6 3.11
-5.55% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.75
-5.09% Aug 2005 Oct 2005 3 Dec 2005 2 5 2.37
-4.82% Jul 2004 Aug 2004 2 Nov 2004 3 5 2.98
-4.18% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.44
-3.38% Mar 2004 Apr 2004 2 Jun 2004 2 4 1.83
-3.35% Aug 2019 Aug 2019 1 Oct 2019 2 3 1.69
-3.20% Jan 2014 Jan 2014 1 Feb 2014 1 2 1.85
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 75 3.3 Months 30.00%
 
DD = 0% 30.00%
 
0% < DD <= -5% 76 3.3 Months 30.40%
 
DD <= -5% 60.40%
 
-5% < DD <= -10% 28 8.9 Months 11.20%
 
DD <= -10% 71.60%
 
-10% < DD <= -15% 24 10.4 Months 9.60%
 
DD <= -15% 81.20%
 
-15% < DD <= -20% 17 14.7 Months 6.80%
 
DD <= -20% 88.00%
 
-20% < DD <= -25% 11 22.7 Months 4.40%
 
DD <= -25% 92.40%
 
-25% < DD <= -30% 6 41.7 Months 2.40%
 
DD <= -30% 94.80%
 
-30% < DD <= -35% 3 83.3 Months 1.20%
 
DD <= -35% 96.00%
 
-35% < DD <= -40% 2 125.0 Months 0.80%
 
DD <= -40% 96.80%
 
-40% < DD <= -45% 3 83.3 Months 1.20%
 
DD <= -45% 98.00%
 
-45% < DD <= -50% 2 125.0 Months 0.80%
 
DD <= -50% 98.80%
 
-50% < DD <= -55% 2 125.0 Months 0.80%
 
DD <= -55% 99.60%
 
-55% < DD <= -60% 1 250.0 Months 0.40%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 May 2003 - 31 January 2024 (~21 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -47.46 03/2008
02/2009
0.52$ -3.40 0.96$ 12.42 1.12$ 25.79 1.25$ 79.06 03/2009
02/2010
1.79$ 4.94 21.40%
2Y -30.52 03/2007
02/2009
0.48$ 0.34 1.00$ 10.76 1.22$ 20.82 1.45$ 51.38 03/2009
02/2011
2.29$ 2.07 13.82%
3Y -18.35 03/2006
02/2009
0.54$ 3.02 1.09$ 11.20 1.37$ 17.17 1.60$ 33.05 03/2009
02/2012
2.35$ 9.14 13.66%
5Y -7.39 03/2004
02/2009
0.68$ 2.29 1.11$ 9.83 1.59$ 15.42 2.04$ 28.31 03/2009
02/2014
3.47$ 11.27 3.87%
7Y 3.91 01/2005
12/2011
1.30$ 6.57 1.56$ 11.00 2.07$ 13.67 2.45$ 20.10 03/2009
02/2016
3.60$ 10.46 0.00%
10Y 6.90 02/2006
01/2016
1.94$ 8.17 2.19$ 10.55 2.72$ 13.63 3.58$ 18.33 03/2009
02/2019
5.38$ 10.36 0.00%
15Y 7.09 04/2005
03/2020
2.79$ 8.44 3.37$ 9.47 3.88$ 10.54 4.49$ 14.73 02/2009
01/2024
7.85$ 14.73 0.00%
20Y 9.50 02/2004
01/2024
6.14$ 9.50 6.14$ 9.50 6.14$ 9.50 6.14$ 9.50 02/2004
01/2024
6.14$ 9.50 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -47.46 03/2008
02/2009
0.52$ -8.00 0.91$ 9.28 1.09$ 22.85 1.22$ 75.29 03/2009
02/2010
1.75$ 1.78 27.95%
2Y -31.92 03/2007
02/2009
0.46$ -3.20 0.93$ 8.17 1.17$ 18.39 1.40$ 48.21 03/2009
02/2011
2.19$ -2.53 19.35%
3Y -20.09 03/2006
02/2009
0.51$ -0.31 0.99$ 8.76 1.28$ 14.73 1.51$ 29.95 03/2009
02/2012
2.19$ 3.29 15.12%
5Y -9.77 03/2004
02/2009
0.59$ 0.10 1.00$ 7.78 1.45$ 13.58 1.89$ 25.72 03/2009
02/2014
3.14$ 6.83 13.81%
7Y 1.32 10/2004
09/2011
1.09$ 3.97 1.31$ 8.65 1.78$ 11.89 2.19$ 18.23 03/2009
02/2016
3.22$ 6.73 0.00%
10Y 5.03 02/2006
01/2016
1.63$ 6.24 1.83$ 8.22 2.20$ 11.39 2.94$ 16.28 03/2009
02/2019
4.51$ 7.37 0.00%
15Y 5.03 04/2005
03/2020
2.08$ 6.31 2.50$ 7.25 2.85$ 8.35 3.32$ 11.87 02/2009
01/2024
5.37$ 11.87 0.00%
20Y 6.76 02/2004
01/2024
3.69$ 6.76 3.69$ 6.76 3.69$ 6.76 3.69$ 6.76 02/2004
01/2024
3.69$ 6.76 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -47.46 03/2008
02/2009
0.52$ -3.03 0.96$ 12.75 1.12$ 25.79 1.25$ 79.06 03/2009
02/2010
1.79$ 4.94 20.59%
2Y -30.52 03/2007
02/2009
0.48$ 0.45 1.00$ 11.47 1.24$ 20.82 1.45$ 51.38 03/2009
02/2011
2.29$ 2.07 13.27%
3Y -18.35 03/2006
02/2009
0.54$ 3.61 1.11$ 11.58 1.38$ 17.17 1.60$ 33.05 03/2009
02/2012
2.35$ 9.14 13.08%
5Y -7.39 03/2004
02/2009
0.68$ 2.22 1.11$ 9.76 1.59$ 15.41 2.04$ 28.31 03/2009
02/2014
3.47$ 11.27 4.74%
7Y 3.91 01/2005
12/2011
1.30$ 6.26 1.52$ 10.73 2.04$ 13.62 2.44$ 20.10 03/2009
02/2016
3.60$ 10.46 0.00%
10Y 6.90 02/2006
01/2016
1.94$ 8.27 2.21$ 10.24 2.65$ 13.59 3.57$ 18.33 03/2009
02/2019
5.38$ 10.36 0.00%
15Y 7.09 04/2005
03/2020
2.79$ 8.59 3.44$ 9.51 3.90$ 10.56 4.50$ 14.73 02/2009
01/2024
7.85$ 14.73 0.00%
20Y 9.23 11/2003
10/2023
5.84$ 9.50 6.14$ 9.83 6.51$ 10.44 7.29$ 10.81 05/2003
04/2023
7.79$ 9.50 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -47.46 03/2008
02/2009
0.52$ -7.66 0.92$ 10.04 1.10$ 22.85 1.22$ 75.29 03/2009
02/2010
1.75$ 1.78 26.89%
2Y -31.92 03/2007
02/2009
0.46$ -3.20 0.93$ 8.24 1.17$ 18.39 1.40$ 48.21 03/2009
02/2011
2.19$ -2.53 18.58%
3Y -20.09 03/2006
02/2009
0.51$ 0.30 1.00$ 8.95 1.29$ 14.73 1.51$ 29.95 03/2009
02/2012
2.19$ 3.29 14.49%
5Y -9.77 03/2004
02/2009
0.59$ 0.01 1.00$ 7.54 1.43$ 13.58 1.89$ 25.72 03/2009
02/2014
3.14$ 6.83 14.74%
7Y 1.32 10/2004
09/2011
1.09$ 3.72 1.29$ 7.82 1.69$ 11.86 2.19$ 18.23 03/2009
02/2016
3.22$ 6.73 0.00%
10Y 5.03 02/2006
01/2016
1.63$ 6.28 1.83$ 8.03 2.16$ 11.32 2.92$ 16.28 03/2009
02/2019
4.51$ 7.37 0.00%
15Y 5.03 04/2005
03/2020
2.08$ 6.51 2.57$ 7.29 2.87$ 8.35 3.32$ 11.87 02/2009
01/2024
5.37$ 11.87 0.00%
20Y 6.48 11/2003
10/2023
3.51$ 6.76 3.69$ 7.08 3.92$ 7.69 4.39$ 8.06 05/2003
04/2023
4.71$ 6.76 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco S&P 500® Equal Weight ETF (RSP) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Invesco S&P 500® Equal Weight ETF (RSP) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.10
20%
-0.68
40%
-1.86
60%
3.31
80%
-0.61
60%
1.46
80%
3.86
100%
-0.66
40%
-3.45
20%
2.30
60%
6.17
80%
3.05
80%
Best 7.4
2023
6.1
2021
6.0
2021
14.4
2020
4.8
2020
7.7
2023
8.6
2022
4.3
2020
3.3
2019
9.6
2022
14.3
2020
6.8
2023
Worst -4.4
2022
-8.9
2020
-18.0
2020
-6.5
2022
-6.9
2019
-9.4
2022
0.8
2019
-3.5
2022
-9.2
2022
-4.1
2023
-2.6
2021
-4.7
2022
Monthly Seasonality over the period Jun 2003 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.72
40%
0.74
60%
-0.26
60%
1.96
90%
0.32
80%
1.00
70%
2.68
90%
-0.35
50%
-1.97
40%
1.29
60%
4.55
90%
0.59
70%
Best 9.8
2019
6.1
2021
8.0
2016
14.4
2020
4.8
2020
7.7
2023
8.6
2022
4.3
2020
3.3
2019
9.6
2022
14.3
2020
6.8
2023
Worst -5.6
2016
-8.9
2020
-18.0
2020
-6.5
2022
-6.9
2019
-9.4
2022
-2.3
2014
-5.5
2015
-9.2
2022
-7.2
2018
-2.6
2021
-9.5
2018
Monthly Seasonality over the period Jun 2003 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.40
48%
0.51
65%
1.07
65%
2.52
80%
0.83
71%
-0.16
52%
2.00
71%
0.02
52%
-0.53
57%
0.95
62%
2.63
81%
1.64
81%
Best 9.8
2019
6.1
2021
10.3
2009
18.7
2009
10.9
2003
7.7
2023
9.2
2009
5.6
2009
10.2
2010
13.1
2011
14.3
2020
7.2
2010
Worst -8.3
2009
-11.2
2009
-18.0
2020
-6.5
2022
-7.4
2010
-9.8
2008
-4.6
2004
-6.4
2011
-10.9
2008
-20.9
2008
-9.6
2008
-9.5
2018
Monthly Seasonality over the period Jun 2003 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Invesco S&P 500® Equal Weight ETF (RSP) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

INVESCO S&P 500® EQUAL WEIGHT ETF (RSP) ETF
Monthly Returns Distribution
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 May 2003 - 31 January 2024 (~21 years)
155 Positive Months (65%) - 85 Negative Months (35%)
163 Positive Months (65%) - 86 Negative Months (35%)
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