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

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^SPXEWTR vs. SOXL
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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 TR Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%December2025FebruaryMarchAprilMay
3,863.96%
1,502.70%
^SPXEWTR (S&P 500 Equal Weighted TR Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Equal Weighted TR Index (^SPXEWTR) returned -0.96% year-to-date (YTD) and 6.86% over the past 12 months. Over the past 10 years, ^SPXEWTR had an annualized return of 9.97%, just below the S&P 500 benchmark at 10.43%.


^SPXEWTR

YTD

-0.96%

1M

12.86%

6M

-4.86%

1Y

6.86%

5Y*

14.57%

10Y*

9.97%

^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 ^SPXEWTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.50%-0.61%-3.38%-2.29%1.98%-0.96%
2024-0.82%4.16%4.46%-4.87%2.82%-0.45%4.49%2.50%2.34%-1.63%6.42%-6.26%13.01%
20237.39%-3.30%-0.88%0.34%-3.79%7.72%3.46%-3.16%-5.08%-4.08%9.14%6.86%13.87%
2022-4.35%-0.85%2.58%-6.41%1.00%-9.40%8.70%-3.50%-9.23%9.80%6.70%-4.71%-11.45%
2021-0.81%6.08%5.96%4.74%1.92%0.14%1.29%2.38%-3.79%5.32%-2.54%6.20%29.63%
2020-1.82%-8.98%-17.97%14.44%4.71%1.58%4.84%4.46%-2.53%-0.61%14.30%4.27%12.83%
20199.85%3.68%0.89%3.60%-6.90%7.54%0.86%-3.28%3.29%1.27%3.38%2.78%29.24%
20184.47%-4.35%-0.93%0.41%1.42%0.95%3.21%2.00%0.14%-7.20%2.76%-9.72%-7.64%
20172.11%3.21%0.03%0.68%0.61%1.20%1.60%-0.93%2.92%1.10%3.83%1.18%18.90%
2016-5.60%1.13%7.94%1.23%1.48%-0.06%4.21%0.20%0.09%-2.40%5.21%1.12%14.80%
2015-2.85%5.74%-0.89%0.39%0.78%-2.23%0.97%-5.39%-3.22%7.25%0.25%-2.31%-2.20%
2014-2.97%5.40%0.67%0.35%2.22%2.89%-2.29%4.25%-2.51%3.03%2.65%0.32%14.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPXEWTR is 55, 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 ^SPXEWTR is 5555
Overall Rank
The Sharpe Ratio Rank of ^SPXEWTR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEWTR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEWTR is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEWTR is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEWTR is 5858
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 TR Index (^SPXEWTR) 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 TR Index Sharpe ratio is 0.40. 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 TR 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.40
0.48
^SPXEWTR (S&P 500 Equal Weighted TR 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
-7.16%
-7.82%
^SPXEWTR (S&P 500 Equal Weighted TR Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Equal Weighted TR 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 TR Index was 59.47%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current S&P 500 Equal Weighted TR Index drawdown is 7.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.47%Jul 16, 2007416Mar 9, 2009469Jan 14, 2011885
-39.09%May 22, 2001347Oct 9, 2002288Dec 1, 2003635
-38.99%Feb 13, 202026Mar 23, 2020161Nov 9, 2020187
-25.86%Jun 6, 199090Oct 11, 199097Mar 1, 1991187
-22.71%Jul 8, 201161Oct 3, 2011111Mar 13, 2012172

Volatility

Volatility Chart

The current S&P 500 Equal Weighted TR Index volatility is 9.64%, 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
9.64%
11.21%
^SPXEWTR (S&P 500 Equal Weighted TR Index)
Benchmark (^GSPC)