Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^SPXEW Performance Chart
S&P 500 Equal Weighted Index (^SPXEW) is up 12.1% since the beginning of the year. ^SPXEW is currently trading at $8,706 per share. Investors who bought $1,000 worth of ^SPXEW shares 5 years ago would now be looking at an investment worth $1,405.
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Returns By Period
S&P 500 Equal Weighted Index (^SPXEW) has returned 12.13% so far this year and 18.34% over the past 12 months. Over the last ten years, ^SPXEW has returned 10.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
S&P 500 Equal Weighted Index
- 1D
- -0.20%
- 1M
- -0.08%
- 6M
- 8.58%
- YTD
- 12.13%
- 1Y
- 18.34%
- 3Y*
- 11.61%
- 5Y*
- 7.03%
- 10Y*
- 10.02%
- ALL TIME*
- 8.07%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^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 +0.78%. At this rate, an investment would double in approximately 7.4 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% | 2.18% | 0.92% | 12.13% | |||||
| 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 -0.90%, 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 105.72% 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
- -0.90%
- Beta
- 1.03
- R²
- 0.93
- Upside Capture
- 101.76%
- Downside Capture
- 105.72%
Return for Risk
Risk / Return Rank
^SPXEW ranks 66 for risk / return — above 66% of indices peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return 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 | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.00 | +0.13 |
| Martin ratioReturn relative to average drawdown | 8.16 | 8.49 | -0.33 |
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 1.25%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.83%Mar 2009 | 1y 7mo | 2y 1mo | 3y 9moJul 2007 - Apr 2011 | Financial crisis2007–2009 |
-39.21%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 | COVID crash2020 |
-23.21%Oct 2011 | 4mo 25d | 5mo 14d | 10mo 9dMay 2011 - Mar 2012 | — |
-22.47%Sep 2022 | 8mo 28d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 | Bear market2022 |
-18.31%Apr 2025 | 4mo 7d | 3mo 16d | 7mo 23dDec 2024 - Jul 2025 | 2025 selloff2025 |
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 | -1.25% | -1.58% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -10.70% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.14% | -0.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^SPXEW
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