RSP vs TRU: Correlation
How closely do Invesco S&P 500 Equal Weight ETF (RSP) and TransUnion (TRU) trade together? Their weekly returns over three years give a correlation of 0.66, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RSP and TRU?
On 3 years of weekly data the RSP/TRU correlation comes out at 0.66, strong. Lately the two have drifted apart, with the 1-year correlation at 0.42 versus 0.66 over 3 years. The 5-year figure is 0.65, and annualized covariance runs at 361.1 %².
By 3-year correlation, TRU places #82 of the 250 assets tracked against RSP. The last year tells two different stories: RSP led by 23.5 percentage points, +19.2% for RSP against -4.3% for TRU. Risk is not evenly split, since TRU carries 3.2 times the volatility of the other side.
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.
RSP vs TRU: side by side
| RSP (Invesco S&P 500 Equal Weight ETF) | TRU (TransUnion) | |
|---|---|---|
| 1-year return | +19.2% | -4.3% |
| 5-year return | +53.9% | -27.4% |
| Volatility (ann.) | 13.2% | 41.6% |
| Beta vs S&P 500 | 0.77 | 1.71 |
| Max drawdown (3Y) | -17.8% | -47.3% |
| Market cap | – | $16.2B |
| P/E (trailing) | – | 22.3 |
| Dividend yield | 1.49% | 0.28% |
| Expense ratio | 0.20% | – |
| Assets under management | $97.3B | – |
| Sector / category | ETF · US Large Cap | US Listed |
RSP is a Large Blend fund from Invesco: $97.3B under management, 505 holdings, a 0.20% expense ratio, a 1.49% trailing dividend yield.
Year-by-year returns
| Year | RSP | TRU |
|---|---|---|
| 2022 | -11.6% | -51.9% |
| 2023 | +13.7% | +21.8% |
| 2024 | +12.8% | +35.6% |
| 2025 | +11.2% | -7.0% |
| 2026 | +16.5% | -0.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RSP and TRU good diversifiers for each other?
To a limited degree. At 0.66 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between RSP and TRU?
The RSP/TRU correlation stands at 0.66 on a 3-year window (1 year: 0.42, 5 years: 0.65), computed from weekly returns as of 2026-08-27.
Is TRU a good diversifier for RSP?
To a limited degree. At 0.66 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.66 mean?
A reading of 0.66 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/rsp-vs-tru.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/rsp-vs-tru/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: RSP correlations · TRU correlations
