EFX vs RSP: Correlation
Equifax (EFX) and Invesco S&P 500 Equal Weight ETF (RSP) show a strong relationship: their 3-year correlation of weekly returns is 0.64.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and RSP?
Across a 3-year window, the weekly returns of EFX and RSP correlate at 0.64, strong. Lately the two have drifted apart, with the 1-year correlation at 0.49 versus 0.64 over 3 years. Stretching to 5 years gives 0.67, with an annualized covariance of 282.7 %².
In EFX's tracked universe of 53 assets, RSP sits right near the top at #2. Correlation aside, the last 12 months split them widely, with RSP ahead by 41.0 points (-21.8% versus +19.2%). Across three years, the rolling one-year figure varied moderately, from 0.46 to 0.79. Note the risk asymmetry: EFX runs 2.5 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EFX vs RSP: side by side
| EFX (Equifax) | RSP (Invesco S&P 500 Equal Weight ETF) | |
|---|---|---|
| 1-year return | -21.8% | +19.2% |
| 5-year return | -26.0% | +53.9% |
| Volatility (ann.) | 33.3% | 13.2% |
| Beta vs S&P 500 | 1.25 | 0.77 |
| Max drawdown (3Y) | -49.7% | -17.8% |
| Market cap | $22.4B | – |
| P/E (trailing) | 33.5 | – |
| Dividend yield | 1.11% | 1.49% |
| Expense ratio | – | 0.20% |
| Assets under management | – | $97.3B |
| Sector / category | Industrials | ETF · US Large Cap |
On the fund side, RSP sits in the Large Blend category at Invesco, with $97.3B under management, 505 holdings, a 0.20% expense ratio, a 1.49% trailing dividend yield.
Year-by-year returns
| Year | EFX | RSP |
|---|---|---|
| 2022 | -33.1% | -11.6% |
| 2023 | +28.2% | +13.7% |
| 2024 | +3.7% | +12.8% |
| 2025 | -14.2% | +11.2% |
| 2026 | -11.7% | +16.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
Keep in mind that RSP holds EFX at a 0.21% weight, which makes a slice of this correlation mechanical rather than coincidental.
Are EFX and RSP good diversifiers for each other?
Only partially. A correlation of 0.64 means EFX and RSP share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between EFX and RSP?
As of 2026-08-27, the correlation of weekly returns between EFX and RSP is 0.64 over 3 years, 0.49 over 1 year and 0.67 over 5 years.
Is RSP a good diversifier for EFX?
Only partially. A correlation of 0.64 means EFX and RSP share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.64 mean?
A reading of 0.64 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-rsp.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/efx-vs-rsp/)
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Related comparisons
Hubs: EFX correlations · RSP correlations
