EQIN vs. SPLV

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia U.S. Equity Income ETF (EQIN) and Invesco S&P 500 Low Volatility ETF (SPLV).

EQIN and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQIN is an actively managed fund by Columbia. It was launched on Jun 13, 2016. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.

Performance

EQIN vs. SPLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and Invesco S&P 500 Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

EQIN vs. SPLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQIN Columbia U.S. Equity Income ETF	3.68%	9.37%	13.82%	11.58%	0.66%	31.18%	0.67%	30.67%	-12.22%	20.05%
SPLV Invesco S&P 500 Low Volatility ETF	3.24%	4.10%	13.93%	0.53%	-4.88%	24.13%	-1.39%	27.87%	-0.19%	17.32%

Returns By Period

In the year-to-date period, EQIN achieves a 3.68% return, which is significantly higher than SPLV's 3.24% return.

EQIN

• 1D: -0.31%
• 1M: -3.23%
• YTD: 3.68%
• 6M: 6.50%
• 1Y: 9.11%
• 3Y*: 12.42%
• 5Y*: 10.28%
• 10Y*: —

SPLV

• 1D: 0.26%
• 1M: -5.14%
• YTD: 3.24%
• 6M: 1.55%
• 1Y: 0.27%
• 3Y*: 7.81%
• 5Y*: 6.88%
• 10Y*: 8.34%

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

EQIN vs. SPLV - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is higher than SPLV's 0.25% expense ratio.

EQIN

Columbia U.S. Equity Income ETF

SPLV

Invesco S&P 500 Low Volatility ETF

Return for Risk

EQIN vs. SPLV — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 30
EQIN Sharpe Ratio Rank: 31
EQIN Sortino Ratio Rank: 30
EQIN Omega Ratio Rank: 30
EQIN Calmar Ratio Rank: 28
EQIN Martin Ratio Rank: 31

SPLV

SPLV Risk / Return Rank: 12
SPLV Sharpe Ratio Rank: 12
SPLV Sortino Ratio Rank: 11
SPLV Omega Ratio Rank: 11
SPLV Calmar Ratio Rank: 12
SPLV Martin Ratio Rank: 12

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.

EQIN vs. SPLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.

	EQIN	SPLV	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.02	+0.62
Sortino ratio Return per unit of downside risk	0.99	0.12	+0.88
Omega ratio Gain probability vs. loss probability	1.14	1.02	+0.12
Calmar ratio Return relative to maximum drawdown	0.88	0.03	+0.85
Martin ratio Return relative to average drawdown	3.27	0.09	+3.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQIN vs. SPLV - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 0.64, which is higher than the SPLV Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of EQIN and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EQIN	SPLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.02	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.56	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.69	-0.05

Correlation

The correlation between EQIN and SPLV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EQIN vs. SPLV - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.98%, less than SPLV's 2.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQIN Columbia U.S. Equity Income ETF	1.98%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%	0.00%
SPLV Invesco S&P 500 Low Volatility ETF	2.12%	2.04%	1.88%	2.45%	2.11%	1.51%	2.12%	2.08%	2.18%	2.03%	2.03%	2.28%

Drawdowns

EQIN vs. SPLV - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for EQIN and SPLV.

Drawdown Indicators

	EQIN	SPLV	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-36.26%	-5.90%
Max Drawdown (1Y) Largest decline over 1 year	-10.63%	-8.88%	-1.75%
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	-17.26%	-1.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.26%	—
Current Drawdown Current decline from peak	-4.23%	-5.14%	+0.91%
Average Drawdown Average peak-to-trough decline	-4.95%	-3.54%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.89%	-0.04%

Volatility

EQIN vs. SPLV - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) and Invesco S&P 500 Low Volatility ETF (SPLV) have volatilities of 3.02% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQIN	SPLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	3.08%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.02%	6.84%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	14.32%	12.68%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	12.43%	+2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	15.35%	+3.41%