S&P 500 Equal Weighted Index (^SPXEW)
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: ^SPXEW vs. EQL, ^SPXEW vs. VOO, ^SPXEW vs. SCHD, ^SPXEW vs. VADDX, ^SPXEW vs. ^GSPC
Return
S&P 500 Equal Weighted Index had a return of -0.84% year-to-date (YTD) and 10.14% in the last 12 months. Over the past 10 years, S&P 500 Equal Weighted Index had an annualized return of 7.90%, while the S&P 500 had an annualized return of 9.85%, indicating that S&P 500 Equal Weighted Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -6.66% | -5.04% |
| 6 months | -3.26% | 3.97% |
| Year-To-Date | -0.84% | 11.69% |
| 1 year | 10.14% | 19.99% |
| 5 years (annualized) | 5.68% | 8.12% |
| 10 years (annualized) | 7.90% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.11% | 0.24% | -3.99% | 7.51% | 3.36% | -3.37% | -5.26% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SPXEW S&P 500 Equal Weighted Index | 0.39 | ||||
^GSPC S&P 500 | 1.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the S&P 500 Equal Weighted Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the S&P 500 Equal Weighted Index is 60.83%, recorded on Mar 9, 2009. It took 541 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.83% | Jul 16, 2007 | 416 | Mar 9, 2009 | 541 | Apr 28, 2011 | 957 |
| -40.33% | May 22, 2001 | 347 | Oct 9, 2002 | 309 | Dec 29, 2003 | 656 |
| -39.21% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -26.74% | Jan 3, 1990 | 197 | Oct 11, 1990 | 99 | Mar 5, 1991 | 296 |
| -23.21% | May 11, 2011 | 102 | Oct 3, 2011 | 113 | Mar 15, 2012 | 215 |
Volatility Chart
The current S&P 500 Equal Weighted Index volatility is 3.12%, 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.