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S&P 500 Equal Weighted Index (^SPXEW)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Equal Weighted Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,400.00%1,600.00%1,800.00%2,000.00%December2025FebruaryMarchAprilMay
1,861.70%
1,493.46%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Equal Weighted Index (^SPXEW) returned -2.37% year-to-date (YTD) and 4.01% over the past 12 months. Over the past 10 years, ^SPXEW returned 7.63% annually, underperforming the S&P 500 benchmark at 10.43%.


^SPXEW

YTD

-2.37%

1M

11.82%

6M

-6.53%

1Y

4.01%

5Y*

12.25%

10Y*

7.63%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SPXEW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.40%-0.77%-3.59%-2.38%1.11%-2.37%
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%
20237.30%-3.48%-1.11%0.24%-3.99%7.51%3.36%-3.37%-5.26%-4.18%8.87%6.66%11.56%
2022-4.40%-1.03%2.39%-6.48%0.80%-9.58%8.60%-3.69%-9.42%9.70%6.47%-4.90%-13.09%
2021-0.90%5.90%5.76%4.65%1.76%-0.01%1.20%2.22%-3.94%5.24%-2.72%5.99%27.44%
2020-1.92%-9.17%-18.19%14.33%4.44%1.38%4.73%4.26%-2.71%-0.72%14.07%4.09%10.47%
20199.75%3.46%0.68%3.51%-7.12%7.33%0.77%-3.34%2.91%1.17%3.15%2.57%26.57%
20184.39%-4.52%-1.14%0.32%1.21%0.77%3.12%1.79%-0.05%-7.29%2.52%-9.91%-9.43%
20172.03%3.01%-0.17%0.59%0.40%1.02%1.51%-1.14%2.75%1.01%3.61%1.01%16.68%
2016-5.69%0.89%7.71%1.14%1.25%-0.25%4.12%-0.02%-0.08%-2.49%4.97%0.93%12.50%
2015-2.92%5.52%-1.08%0.30%0.57%-2.41%0.88%-5.57%-3.42%7.15%0.04%-2.52%-4.11%
2014-3.04%5.19%0.49%0.26%2.01%2.70%-2.38%4.05%-2.68%2.93%2.45%0.13%12.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPXEW is 38, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPXEW is 3838
Overall Rank
The Sharpe Ratio Rank of ^SPXEW is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Equal Weighted Index Sharpe ratio is 0.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P 500 Equal Weighted Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.23
0.44
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.66%
-8.35%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

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 541 trading sessions.

The current S&P 500 Equal Weighted Index drawdown is 8.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.83%Jul 16, 2007416Mar 9, 2009541Apr 28, 2011957
-40.33%May 22, 2001347Oct 9, 2002309Dec 29, 2003656
-39.21%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-26.74%Jan 3, 1990197Oct 11, 199099Mar 5, 1991296
-23.21%May 11, 2011102Oct 3, 2011113Mar 15, 2012215

Volatility

Volatility Chart

The current S&P 500 Equal Weighted Index volatility is 9.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.96%
11.43%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)