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EQAL vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQAL vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 1000 Equal Weight ETF (EQAL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQAL achieves a 11.70% return, which is significantly higher than CSHP's 1.86% return.


EQAL

1D
0.05%
1M
0.15%
YTD
11.70%
6M
10.46%
1Y
23.40%
3Y*
15.17%
5Y*
7.08%
10Y*
10.88%

CSHP

1D
-0.01%
1M
0.30%
YTD
1.86%
6M
1.93%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQAL vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
EQAL
Invesco Russell 1000 Equal Weight ETF
11.70%11.05%4.47%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.86%4.10%2.24%

Correlation

The correlation between EQAL and CSHP is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.06

The correlation between EQAL and CSHP shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EQAL vs. CSHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQAL
EQAL Risk / Return Rank: 6262
Overall Rank
EQAL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EQAL Sortino Ratio Rank: 5959
Sortino Ratio Rank
EQAL Omega Ratio Rank: 5454
Omega Ratio Rank
EQAL Calmar Ratio Rank: 7272
Calmar Ratio Rank
EQAL Martin Ratio Rank: 6868
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQAL vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Equal Weight ETF (EQAL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


EQALCSHPDifference
Sharpe ratioReturn per unit of total volatility

-9.33

Sortino ratioReturn per unit of downside risk

-25.61

Omega ratioGain probability vs. loss probability

1.33

6.67

-5.34

Calmar ratioReturn relative to maximum drawdown

3.52

65.84

-62.32

Martin ratioReturn relative to average drawdown

12.27

395.75

-383.49

EQAL vs. CSHP - Sharpe Ratio Comparison

The current EQAL Sharpe Ratio is 1.88, which is lower than the CSHP Sharpe Ratio of 11.22. The chart below compares the historical Sharpe Ratios of EQAL and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EQAL vs. CSHP - Drawdown Comparison

The maximum EQAL drawdown since its inception was -40.44%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for EQAL and CSHP.


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Drawdown Indicators


EQALCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-40.44%

-0.08%

-40.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-0.06%

-6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

Current Drawdown

Current decline from peak

-1.72%

-0.01%

-1.71%

Average Drawdown

Average peak-to-trough decline

-5.08%

-0.00%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

0.01%

+1.90%

Volatility

EQAL vs. CSHP - Volatility Comparison

Invesco Russell 1000 Equal Weight ETF (EQAL) has a higher volatility of 3.55% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.15%. This indicates that EQAL's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQALCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

0.15%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

0.27%

+8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

0.36%

+12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

0.41%

+16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

0.41%

+18.47%

EQAL vs. CSHP - Expense Ratio Comparison

Both EQAL and CSHP have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EQAL vs. CSHP - Dividend Comparison

EQAL's dividend yield for the trailing twelve months is around 2.08%, less than CSHP's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQAL
Invesco Russell 1000 Equal Weight ETF
2.08%1.79%1.62%1.88%1.95%1.32%1.63%1.61%1.62%1.18%1.57%1.64%

Frequently Asked Questions


EQAL and CSHP have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQAL has higher volatility (3.55%) compared to CSHP (0.15%). In terms of maximum drawdown, EQAL dropped -40.44% vs CSHP's -0.08%.

On 1-year performance, EQAL leads with 23.40% vs 3.96% for CSHP. Both ETFs have the same 0.20% expense ratio. On volatility, CSHP has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EQAL has performed better with a 23.40% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EQAL and CSHP have the same expense ratio: 0.20% per year.

CSHP has the higher dividend yield at 3.91%, compared with 2.08% for EQAL.

EQAL is categorized as Mid Cap Blend Equities, while CSHP is Ultrashort Bond. They also come from different issuers: Invesco and iShares.

CSHP currently has the higher Sharpe Ratio (11.22 vs 1.88), 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.

Portfolio Optimizer

Find the right allocation for EQAL and CSHP

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