PortfoliosLab logoPortfoliosLab logo
EQL vs. ^SPXEW
Performance
Return for Risk
Drawdowns
Volatility

Performance

EQL vs. ^SPXEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Equal Sector Weight ETF (EQL) and S&P 500 Equal Weighted Index (^SPXEW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EQL achieves a 8.44% return, which is significantly lower than ^SPXEW's 9.06% return. Over the past 10 years, EQL has outperformed ^SPXEW with an annualized return of 12.66%, while ^SPXEW has yielded a comparatively lower 10.30% annualized return.


EQL

1D
-0.34%
1M
-0.97%
YTD
8.44%
6M
7.90%
1Y
17.48%
3Y*
15.88%
5Y*
10.58%
10Y*
12.66%

^SPXEW

1D
-0.37%
1M
1.32%
YTD
9.06%
6M
8.13%
1Y
16.95%
3Y*
12.90%
5Y*
6.79%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQL vs. ^SPXEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQL
ALPS Equal Sector Weight ETF
8.44%13.09%16.44%16.87%-10.72%29.32%10.87%27.87%-6.12%18.37%
^SPXEW
S&P 500 Equal Weighted Index
9.06%9.34%10.90%11.56%-13.11%27.48%10.47%27.57%-10.14%16.68%

Correlation

The correlation between EQL and ^SPXEW is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

0.94

The correlation between EQL and ^SPXEW has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EQL vs. ^SPXEW — Risk / Return Rank

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

EQL
EQL Risk / Return Rank: 5858
Overall Rank
EQL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 5656
Sortino Ratio Rank
EQL Omega Ratio Rank: 5454
Omega Ratio Rank
EQL Calmar Ratio Rank: 6060
Calmar Ratio Rank
EQL Martin Ratio Rank: 6363
Martin Ratio Rank

^SPXEW
^SPXEW Risk / Return Rank: 4747
Overall Rank
^SPXEW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
^SPXEW Sortino Ratio Rank: 4747
Sortino Ratio Rank
^SPXEW Omega Ratio Rank: 4646
Omega Ratio Rank
^SPXEW Calmar Ratio Rank: 4545
Calmar Ratio Rank
^SPXEW Martin Ratio Rank: 5353
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.

EQL vs. ^SPXEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) and S&P 500 Equal Weighted Index (^SPXEW). 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.


EQL^SPXEWDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

2.84

2.12

+0.72

Martin ratioReturn relative to average drawdown

10.95

7.90

+3.04

EQL vs. ^SPXEW - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.84, which is comparable to the ^SPXEW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EQL and ^SPXEW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EQL vs. ^SPXEW - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, smaller than the maximum ^SPXEW drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for EQL and ^SPXEW.


Loading charts...

Drawdown Indicators


EQL^SPXEWDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-60.83%

+25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-8.03%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-18.31%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

-22.47%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-39.21%

+3.56%

Current Drawdown

Current decline from peak

-1.76%

-1.53%

-0.23%

Average Drawdown

Average peak-to-trough decline

-3.25%

-8.17%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.15%

-0.55%

Volatility

EQL vs. ^SPXEW - Volatility Comparison

The current volatility for ALPS Equal Sector Weight ETF (EQL) is 3.08%, while S&P 500 Equal Weighted Index (^SPXEW) has a volatility of 3.68%. This indicates that EQL experiences smaller price fluctuations and is considered to be less risky than ^SPXEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EQL^SPXEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.68%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

8.76%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.59%

11.89%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

16.28%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

18.38%

-1.84%

Frequently Asked Questions


With a correlation of 0.93, EQL and ^SPXEW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^SPXEW has higher volatility (3.68%) compared to EQL (3.08%). In terms of maximum drawdown, EQL dropped -35.65% vs ^SPXEW's -60.83%.

EQL currently has the higher Sharpe Ratio (1.84 vs 1.43), 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 EQL and ^SPXEW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer