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EQL vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQL vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alps Equal Sector Weight ETF (EQL) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

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EQL vs. VOTE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQL
Alps Equal Sector Weight ETF
2.94%13.09%16.44%16.87%-10.72%11.49%
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%27.60%-19.74%12.08%

Returns By Period

In the year-to-date period, EQL achieves a 2.94% return, which is significantly higher than VOTE's -4.68% 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%

VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQL vs. VOTE - Expense Ratio Comparison

EQL has a 0.28% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

EQL vs. VOTE — 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

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
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. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alps Equal Sector Weight ETF (EQL) and Engine No. 1 Transform 500 ETF (VOTE). 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.


EQLVOTEDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.97

+0.06

Sortino ratio

Return per unit of downside risk

1.50

1.49

+0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.36

1.52

-0.16

Martin ratio

Return relative to average drawdown

6.74

7.13

-0.40

EQL vs. VOTE - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.03, which is comparable to the VOTE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of EQL and VOTE, 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


EQLVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.97

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

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

0.61

+0.22

Correlation

The correlation between EQL and VOTE is 0.89, 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. VOTE - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.71%, more than VOTE's 1.04% yield.


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%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EQL vs. VOTE - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for EQL and VOTE.


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Drawdown Indicators


EQLVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-25.71%

-9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.07%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

Current Drawdown

Current decline from peak

-4.49%

-6.51%

+2.02%

Average Drawdown

Average peak-to-trough decline

-3.28%

-6.34%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.57%

-0.17%

Volatility

EQL vs. VOTE - Volatility Comparison

The current volatility for Alps Equal Sector Weight ETF (EQL) is 3.95%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.35%. This indicates that EQL experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQLVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.35%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

9.71%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

18.49%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

17.31%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

17.31%

-0.76%