DURA vs. EQL

Last updated Aug 2, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and EQL (ALPS Equal Sector Weight ETF) are both Large Cap Blend Equities funds - DURA tracks the Morningstar US Dividend Valuation Index while EQL tracks the NYSE Equal Sector Weight Index. Both are passively managed. Over the past 5 years, DURA returned 7.63%/yr vs 10.63%/yr for EQL. Their correlation of 0.82 means they have usually moved in the same direction. DURA charges 0.29%/yr vs 0.27%/yr for EQL.

Performance

DURA vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and ALPS Equal Sector Weight ETF (EQL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 15.95% return, which is significantly higher than EQL's 10.71% return.

DURA

• 1D: -0.06%
• 1M: 2.73%
• 6M: 8.23%
• YTD: 15.95%
• 1Y: 22.22%
• 3Y*: 9.89%
• 5Y*: 7.63%
• 10Y*: —
• ALL TIME*: 9.24%

EQL

• 1D: 0.57%
• 1M: 0.31%
• 6M: 6.82%
• YTD: 10.71%
• 1Y: 18.34%
• 3Y*: 14.59%
• 5Y*: 10.63%
• 10Y*: 12.39%
• ALL TIME*: 13.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DURA VanEck Vectors Morningstar Durable Dividend ETF	$68.16K	$85.30K	$69.37K
EQL ALPS Equal Sector Weight ETF	$3.33M	$2.84M	$2.70M

DURA vs. EQL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DURA VanEck Vectors Morningstar Durable Dividend ETF	15.95%	7.61%	8.51%	0.82%	2.41%	15.53%	0.04%	27.55%	-3.77%
EQL ALPS Equal Sector Weight ETF	10.71%	13.09%	16.44%	16.87%	-10.72%	29.32%	10.87%	27.87%	-5.82%

Correlation

The correlation between DURA and EQL is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018	0.82

The correlation between DURA and EQL shifts across timeframes, from 0.64 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

DURA vs. EQL - Sectors Allocation Comparison

Sectors	DURA	EQL
Consumer Defensive	22.3%	8.8%
Healthcare	15.4%	9.4%
Energy	14.5%	8.7%
Financial Services	9.9%	9.1%
Technology	8.9%	10.2%
Communication Services	8.4%	8.9%
Utilities	6.9%	9.4%
Consumer Cyclical	6.0%	9.6%
Industrials	5.6%	9.3%
Basic Materials	2.0%	8.0%
Real Estate	-	8.7%

Return for Risk

DURA vs. EQL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DURA

DURA Risk / Return Rank: 72
DURA Sharpe Ratio Rank: 64
DURA Sortino Ratio Rank: 68
DURA Omega Ratio Rank: 79
DURA Calmar Ratio Rank: 73
DURA Martin Ratio Rank: 79

EQL

EQL Risk / Return Rank: 79
EQL Sharpe Ratio Rank: 80
EQL Sortino Ratio Rank: 79
EQL Omega Ratio Rank: 78
EQL Calmar Ratio Rank: 78
EQL Martin Ratio Rank: 82

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DURA vs. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and ALPS Equal Sector Weight ETF (EQL). 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.

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.

	DURA	EQL	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.82	-0.34
Sortino ratio: Return per unit of downside risk	2.22	2.54	-0.32
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.55	2.78	-0.23
Martin ratio: Return relative to average drawdown	10.15	10.89	-0.74

DURA vs. EQL - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.48, which is comparable to the EQL Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DURA and EQL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DURA vs. EQL - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for DURA and EQL.

Drawdown Indicators

	DURA	EQL	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-35.65%	+2.50%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-6.19%	-2.34%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-15.07%	+0.80%
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	-19.24%	+3.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.65%	—
Current Drawdown Current decline from peak	-1.69%	-0.27%	-1.42%
Average Drawdown Average peak-to-trough decline	-3.88%	-3.23%	-0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.58%	+0.56%

Volatility

DURA vs. EQL - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 3.81% compared to ALPS Equal Sector Weight ETF (EQL) at 2.23%. This indicates that DURA's price experiences larger fluctuations and is considered to be riskier than EQL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	EQL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	2.23%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	7.03%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	9.50%	+5.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	14.51%	-0.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	16.49%	+0.40%

DURA vs. EQL - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is higher than EQL's 0.27% expense ratio.

Dividends

DURA vs. EQL - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.13%, more than EQL's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.13%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%	0.00%	0.00%	0.00%
EQL ALPS Equal Sector Weight ETF	1.35%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%

Frequently Asked Questions

Can I hold both DURA and EQL in my portfolio?

DURA and EQL have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or EQL?

DURA has higher volatility (3.81%) compared to EQL (2.23%). In terms of maximum drawdown, DURA dropped -33.15% vs EQL's -35.65%.

Which ETF is better, DURA or EQL?

On 5-year performance, EQL leads with 10.63% vs 7.63% for DURA. On fees, EQL is cheaper at 0.27% per year. On volatility, EQL has been the lower-risk option at 2.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or EQL?

Over the 5-year period, EQL has performed better with a 10.63% return vs 7.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or EQL?

EQL is cheaper with a 0.27% expense ratio, compared with 0.29% for DURA.

Which ETF pays a higher dividend yield, DURA or EQL?

DURA has the higher dividend yield at 3.13%, compared with 1.35% for EQL.

What is the main difference between DURA and EQL?

DURA tracks Morningstar US Dividend Valuation Index, while EQL tracks NYSE Equal Sector Weight Index. They also come from different issuers: VanEck and SS&C. Their fees differ too: 0.29% for DURA and 0.27% for EQL.

Which has better risk-adjusted returns?

EQL currently has the higher Sharpe Ratio (1.82 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.