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Performance
^SPXEW Performance Chart
S&P 500 Equal Weighted Index (^SPXEW) is up 9.1% since the beginning of the year. ^SPXEW is currently trading at $8,467 per share. Investors who bought $1,000 worth of ^SPXEW shares 5 years ago would now be looking at an investment worth $1,389.
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Returns By Period
S&P 500 Equal Weighted Index (^SPXEW) has returned 9.06% so far this year and 16.95% over the past 12 months. Over the last ten years, ^SPXEW has returned 10.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
S&P 500 Equal Weighted Index
- 1D
- -0.37%
- 1M
- 1.32%
- YTD
- 9.06%
- 6M
- 8.13%
- 1Y
- 16.95%
- 3Y*
- 12.90%
- 5Y*
- 6.79%
- 10Y*
- 10.30%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^SPXEW Monthly Returns History
Based on dividend-adjusted daily data since Dec 8, 2006, ^SPXEW's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +18.6%, while the worst month was Oct 2008 at -21.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SPXEW closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.28% | 3.40% | -6.18% | 5.87% | 2.51% | 0.30% | 9.06% | ||||||
| 2025 | 3.40% | -0.77% | -3.59% | -2.38% | 4.15% | 3.23% | 0.88% | 2.52% | 0.90% | -1.04% | 1.73% | 0.25% | 9.34% |
| 2024 | -0.91% | 3.96% | 4.25% | -4.95% | 2.63% | -0.65% | 4.39% | 2.30% | 2.15% | -1.72% | 6.24% | -6.44% | 10.90% |
| 2023 | 7.30% | -3.48% | -1.11% | 0.24% | -3.99% | 7.51% | 3.36% | -3.37% | -5.26% | -4.18% | 8.86% | 6.66% | 11.56% |
| 2022 | -4.43% | -1.03% | 2.39% | -6.48% | 0.80% | -9.58% | 8.60% | -3.69% | -9.42% | 9.70% | 6.47% | -4.90% | -13.11% |
| 2021 | -0.90% | 5.90% | 5.76% | 4.65% | 1.76% | -0.01% | 1.20% | 2.22% | -3.94% | 5.24% | -2.72% | 6.02% | 27.48% |
Benchmark Metrics
S&P 500 Equal Weighted Index has an annualized alpha of -0.97%, beta of 1.03, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since December 08, 2006.
- This index participated in 105.92% of S&P 500 Index downside but only 101.76% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R2 of 0.93, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.97%
- Beta
- 1.03
- R²
- 0.93
- Upside Capture
- 101.76%
- Downside Capture
- 105.92%
Return for Risk
Risk / Return Rank
^SPXEW ranks 47 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^SPXEW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.46 | -0.34 |
| Martin ratioReturn relative to average drawdown | 7.90 | 10.92 | -3.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Equal Weighted Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P 500 Equal Weighted Index was 60.83%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current S&P 500 Equal Weighted Index drawdown is 1.53%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.83%Mar 2009 | 1y 7mo | 2y 1mo | 3y 9moJul 2007 - Apr 2011 |
COVID crash2020 | -39.21%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
2011 bear market2011 | -23.21%Oct 2011 | 4mo 25d | 5mo 14d | 10mo 9dMay 2011 - Mar 2012 |
Bear market2022 | -22.47%Sep 2022 | 8mo 28d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
2025 selloff2025 | -18.31%Apr 2025 | 4mo 7d | 3mo 16d | 7mo 23dDec 2024 - Jul 2025 |
Drawdown Indicators
| ^SPXEW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.83% | -56.78% | -4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -9.10% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.31% | -18.90% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -25.43% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -39.21% | -33.92% | -5.29% |
Current DrawdownCurrent decline from peak | -1.53% | -3.21% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -10.71% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.04% | +0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^SPXEW
Add S&P 500 Equal Weighted Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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