EQL vs. ^SPXEW

In the year-to-date period, EQL achieves a 0.06% return, which is significantly higher than ^SPXEW's -1.55% return. Over the past 10 years, EQL has outperformed ^SPXEW with an annualized return of 12.90%, while ^SPXEW has yielded a comparatively lower 7.75% annualized return.

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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.

The current EQL Sharpe Ratio is 0.66, which is higher than the ^SPXEW Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of EQL and ^SPXEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum EQL drawdown since its inception was -34.18%, 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. For additional features, visit the drawdowns tool.