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EQL vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EQL vs. QMAR

Last updated Apr 1, 2026

Compare and contrast key facts about Alps Equal Sector Weight ETF (EQL) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

EQL and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQL is a passively managed fund by SS&C that tracks the performance of the NYSE Select Sector Equal Weight Index. It was launched on Jul 7, 2009. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

EQL vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alps Equal Sector Weight ETF (EQL) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

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EQL vs. QMAR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EQL
Alps Equal Sector Weight ETF		2.94%13.09%16.44%16.87%-10.72%19.98%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		1.87%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, EQL achieves a 2.94% return, which is significantly higher than QMAR's 1.87% return.

EQL

1D
1.81%
1M
-4.49%
YTD
2.94%
6M
4.25%
1Y
15.29%
3Y*
14.86%
5Y*
10.67%
10Y*
12.14%

QMAR

1D
2.41%
1M
0.75%
YTD
1.87%
6M
4.47%
1Y
18.84%
3Y*
14.87%
5Y*
10.44%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Alps Equal Sector Weight ETF

FT Cboe Vest Nasdaq-100 Buffer ETF - March

Often compared with EQL:
EQL vs. RSPEQL vs. SPYEQL vs. VOOEQL vs. ^SPXEWEQL vs. vooEQL vs. VIGEQL vs. ^GSPC
Often compared with QMAR:
QMAR vs. QQQQMAR vs. BUFQQMAR vs. ITOTQMAR vs. MPLYQMAR vs. VTIQMAR vs. BLCRQMAR vs. SSPY

EQL vs. QMAR - Expense Ratio Comparison

EQL has a 0.28% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
EQL
Alps Equal Sector Weight ETF

Return for Risk

EQL vs. QMAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQL
EQL Risk / Return Rank: 6363
Overall Rank
EQL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQL Omega Ratio Rank: 6666
Omega Ratio Rank
EQL Calmar Ratio Rank: 5757
Calmar Ratio Rank
EQL Martin Ratio Rank: 7070
Martin Ratio Rank
QMAR
QMAR Risk / Return Rank: 8585
Overall Rank
QMAR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8585
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7676
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9494
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. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alps Equal Sector Weight ETF (EQL) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

EQLQMARDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.43

-0.39

Sortino ratio

Return per unit of downside risk

1.50

2.27

-0.77

Omega ratio

Gain probability vs. loss probability

1.23

1.46

-0.23

Calmar ratio

Return relative to maximum drawdown

1.36

2.03

-0.67

Martin ratio

Return relative to average drawdown

6.74

14.07

-7.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQL vs. QMAR - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.03, which is comparable to the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EQL and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EQLQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.43

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.75

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.76

+0.07

Correlation

The correlation between EQL and QMAR is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EQL vs. QMAR - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.71%, while QMAR has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
EQL
Alps Equal Sector Weight ETF		1.71%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EQL vs. QMAR - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for EQL and QMAR.

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Drawdown Indicators

EQLQMARDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-19.83%

-15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-9.23%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

-19.83%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

—

—

Current Drawdown

Current decline from peak

-4.49%

-0.88%

-3.61%

Average Drawdown

Average peak-to-trough decline

-3.28%

-3.40%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.33%

+1.07%

Volatility

EQL vs. QMAR - Volatility Comparison

Alps Equal Sector Weight ETF (EQL) has a higher volatility of 3.95% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.50%. This indicates that EQL's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQLQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.50%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

4.62%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

13.25%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

14.05%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

14.03%

+2.52%