MSMR vs RSPM

Comparison between MCELHENNY SHEFFIELD MANAGED RISK ETF (MSMR, ETF) and INVESCO S&P 500 EQUAL WEIGHT MATERIALS ETF (RSPM, ETF).

5-Year PerformanceMSMR has outperformed RSPM, delivering a return of +9.7% compared to +5.4%

MSMR vs RSPM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MSMR(ETF)	RSPM(ETF)
Net Assets	$180M	$180M
Expense Ratio	1.06%	0.40%
Max Drawdown	15.12%	62.53%
Sharpe Ratio	1.27	1.07
5Y Beta	0.44	0.84
P/E Ratio	N/A	39.75
Forward P/E	N/A	16.01
PEG Ratio	N/A	0.44
5Y Dividends CAGR	N/A	6.39%
5Y EPS CAGR	N/A	10.48%
Debt to Equity	N/A	35.39%
P/S Ratio	N/A	1.56
P/B Ratio	N/A	2.28

Net Assets

Winner

MSMR

$180M

RSPM

$180M

Expense Ratio

MSMR

1.06%

Winner

RSPM

0.40%

Max Drawdown

Winner

MSMR

15.12%

RSPM

62.53%

Sharpe Ratio

Winner

MSMR

1.27

RSPM

1.07

5Y Beta

Winner

MSMR

0.44

RSPM

0.84

P/E Ratio

MSMR

N/A

RSPM

39.75

Forward P/E

MSMR

N/A

RSPM

16.01

PEG Ratio

MSMR

N/A

RSPM

0.44

5Y Dividends CAGR

MSMR

N/A

RSPM

6.39%

5Y EPS CAGR

MSMR

N/A

RSPM

10.48%

Debt to Equity

MSMR

N/A

RSPM

35.39%

P/S Ratio

MSMR

N/A

RSPM

1.56

P/B Ratio

MSMR

N/A

RSPM

2.28

MSMR vs RSPM - Historical Returns

Returns include dividend reinvestment.

Period	MSMR	RSPM
1 month	-2.40%	+4.38%
3 months	+2.87%	+5.80%
6 months	+4.84%	+19.44%
1 year	+19.37%	+24.68%
5 years(CAGR)	+9.74%	+5.38%
10 years(CAGR)	N/A	+11.01%
Max(CAGR)	+9.74%	+9.40%

MSMR

-2.40%

Winner

RSPM

+4.38%

MSMR

+2.87%

Winner

RSPM

+5.80%

MSMR

+4.84%

Winner

RSPM

+19.44%

MSMR

+19.37%

Winner

RSPM

+24.68%

5Y(CAGR)

Winner

MSMR

+9.74%

RSPM

+5.38%

10Y(CAGR)

MSMR

N/A

RSPM

+11.01%

Max(CAGR)

Winner

MSMR

+9.74%

RSPM

+9.40%

MSMR vs RSPM - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	MSMR	RSPM
2026	+5.32%	+15.75%
2025	+16.72%	+8.01%
2024	+22.41%	-1.50%
2023	+18.38%	+8.04%
2022	-12.23%	-9.14%
2021	-1.12%	+32.68%
2020	N/A	+24.05%
2019	N/A	+24.90%
2018	N/A	-16.22%
2017	N/A	+25.06%
2016	N/A	+23.14%
2015	N/A	-7.52%
2014	N/A	+7.62%
2013	N/A	+21.75%
2012	N/A	+13.63%
2011	N/A	-10.31%
2010	N/A	+20.08%
2009	N/A	+62.05%
2008	N/A	-41.61%
2007	N/A	+11.15%
2006	N/A	+5.28%

MSMR vs RSPM Drawdown Comparison

The maximum drawdown for MSMR was -14.86%, occurring on Sep 19, 2022. Recovery took 410 trading sessions.

The maximum drawdown for RSPM was -61.18%, occurring on Mar 6, 2009. Recovery took 696 trading sessions.

The current MSMR drawdown is -4.31%. The current RSPM drawdown is -2.48%.

Rank	MSMR	RSPM
#1	-14.86% Nov 19, 2021 - Jul 12, 2023	-61.18% Jul 19, 2007 - Apr 23, 2010
#2	-8.84% Feb 19, 2025 - Jun 30, 2025	-39.82% Dec 26, 2019 - Aug 28, 2020
#3	-8.66% Jul 19, 2023 - Jan 19, 2024	-29.89% Apr 5, 2011 - Jan 2, 2013
#4	-7.05% Jan 29, 2026 - May 5, 2026	-28.24% May 15, 2015 - Nov 10, 2016
#5	-4.92% Aug 30, 2024 - Sep 23, 2024	-27.20% Sep 27, 2024 - Jan 13, 2026
#6	-4.72% Mar 28, 2024 - Jun 12, 2024	-25.13% Apr 20, 2022 - May 20, 2024
#7	-4.31% Jun 2, 2026 - Jun 15, 2026	-23.62% Jan 26, 2018 - Dec 12, 2019
#8	-4.23% Oct 28, 2025 - Jan 7, 2026	-18.13% Apr 23, 2010 - Oct 13, 2010
#9	-3.47% Oct 18, 2024 - Nov 6, 2024	-12.32% Feb 11, 2026 - Mar 20, 2026
#10	-3.43% Dec 6, 2024 - Jan 30, 2025	-11.16% May 17, 2021 - Nov 8, 2021
#11	-3.04% Oct 8, 2025 - Oct 20, 2025	-11.06% Sep 5, 2014 - Feb 5, 2015
#12	-2.73% Jul 16, 2024 - Jul 31, 2024	-9.37% Jan 12, 2021 - Feb 24, 2021
#13	-2.32% Aug 12, 2025 - Sep 10, 2025	-8.60% Feb 17, 2011 - Apr 5, 2011
#14	-2.26% Jul 28, 2025 - Aug 8, 2025	-8.03% Sep 17, 2020 - Oct 8, 2020
#15	-1.96% Nov 8, 2024 - Nov 21, 2024	-7.86% Nov 12, 2021 - Dec 28, 2021

Correlation

Correlation between MSMR and RSPM is 0.70 which considered as a strong positive correlation - the stocks tend to move together.

0.70

-101

Dividend Comparison (2006 - 2026)

MSMR vs RSPM dividend yield comparison.

Year	MSMR	RSPM
2026	0.73%	0.16%
2025	1.51%	2.07%
2024	2.26%	2.04%
2023	0.81%	2.05%
2022	0.65%	2.19%
2021	0.07%	1.43%
2020	0.00%	1.57%
2019	0.00%	1.81%
2018	0.00%	1.83%
2017	0.00%	1.50%
2016	0.00%	1.28%
2015	0.00%	1.57%
2014	0.00%	1.45%
2013	0.00%	1.36%
2012	0.00%	1.66%
2011	0.00%	1.82%
2010	0.00%	2.64%
2009	0.00%	1.16%
2008	0.00%	2.97%
2007	0.00%	1.96%
2006	0.00%	0.29%