RSPM vs MSMR

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

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

RSPM vs MSMR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

RSPM

$180M

Winner

MSMR

$180M

Expense Ratio

Winner

RSPM

0.40%

MSMR

1.06%

Max Drawdown

RSPM

62.53%

Winner

MSMR

15.12%

Sharpe Ratio

RSPM

1.07

Winner

MSMR

1.27

5Y Beta

RSPM

0.84

Winner

MSMR

0.44

P/E Ratio

RSPM

39.75

MSMR

N/A

Forward P/E

RSPM

16.01

MSMR

N/A

PEG Ratio

RSPM

0.44

MSMR

N/A

5Y Dividends CAGR

RSPM

6.39%

MSMR

N/A

5Y EPS CAGR

RSPM

10.48%

MSMR

N/A

Debt to Equity

RSPM

35.39%

MSMR

N/A

P/S Ratio

RSPM

1.56

MSMR

N/A

P/B Ratio

RSPM

2.28

MSMR

N/A

RSPM vs MSMR - Historical Returns

Returns include dividend reinvestment.

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

Winner

RSPM

+4.38%

MSMR

-2.40%

Winner

RSPM

+5.80%

MSMR

+2.87%

Winner

RSPM

+19.44%

MSMR

+4.84%

Winner

RSPM

+24.68%

MSMR

+19.37%

5Y(CAGR)

RSPM

+5.38%

Winner

MSMR

+9.74%

10Y(CAGR)

RSPM

+11.01%

MSMR

N/A

Max(CAGR)

RSPM

+9.40%

Winner

MSMR

+9.74%

RSPM vs MSMR - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

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

RSPM vs MSMR Drawdown Comparison

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

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

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

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

Correlation

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

0.70

-101

Dividend Comparison (2006 - 2026)

RSPM vs MSMR dividend yield comparison.

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