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

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S&P 500 Equal Weighted Index

Popular comparisons: ^SPXEW vs. EQL, ^SPXEW vs. VOO, ^SPXEW vs. VADDX, ^SPXEW vs. SPY, ^SPXEW vs. SCHD, ^SPXEW vs. PFGC, ^SPXEW vs. RSP, ^SPXEW vs. VTV, ^SPXEW vs. ^GSPC, ^SPXEW vs. ^OEX

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.


1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%2024FebruaryMarchAprilMayJune
1,780.96%
1,421.03%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P 500 Equal Weighted Index had a return of 3.82% year-to-date (YTD) and 12.33% in the last 12 months. Over the past 10 years, S&P 500 Equal Weighted Index had an annualized return of 8.09%, while the S&P 500 had an annualized return of 10.77%, indicating that S&P 500 Equal Weighted Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.82%12.69%
1 month-1.25%2.92%
6 months7.93%15.76%
1 year12.33%23.89%
5 years (annualized)9.18%13.23%
10 years (annualized)8.09%10.77%

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
2024-0.91%3.96%4.25%-4.95%2.63%3.82%
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%
20136.45%0.99%4.18%1.52%2.51%-1.25%5.40%-2.96%3.83%4.19%2.13%2.73%33.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPXEW is 50, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SPXEW is 5050
^SPXEW (S&P 500 Equal Weighted Index)
The Sharpe Ratio Rank of ^SPXEW is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 5252Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 5151Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 4949Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4444Martin 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.


^SPXEW
Sharpe ratio
The chart of Sharpe ratio for ^SPXEW, currently valued at 1.10, compared to the broader market-1.000.001.002.001.10
Sortino ratio
The chart of Sortino ratio for ^SPXEW, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.001.62
Omega ratio
The chart of Omega ratio for ^SPXEW, currently valued at 1.19, compared to the broader market0.801.001.201.401.19
Calmar ratio
The chart of Calmar ratio for ^SPXEW, currently valued at 0.70, compared to the broader market0.001.002.003.004.005.000.70
Martin ratio
The chart of Martin ratio for ^SPXEW, currently valued at 2.77, compared to the broader market0.005.0010.0015.0020.002.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.00-1.000.001.002.003.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.001.002.003.004.005.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.005.0010.0015.0020.008.30

Sharpe Ratio

The current S&P 500 Equal Weighted Index Sharpe ratio is 1.10. 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 Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.10
2.21
^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.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.32%
0
^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 3.32%.


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 2.95%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.95%
2.41%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)