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EQWL vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQWL and IVV is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

EQWL vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 100 Equal Weight ETF (EQWL) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

400.00%420.00%440.00%460.00%480.00%500.00%520.00%NovemberDecember2025FebruaryMarchApril
451.10%
445.84%
EQWL
IVV

Key characteristics

Sharpe Ratio

EQWL:

0.64

IVV:

0.50

Sortino Ratio

EQWL:

0.99

IVV:

0.82

Omega Ratio

EQWL:

1.15

IVV:

1.12

Calmar Ratio

EQWL:

0.71

IVV:

0.51

Martin Ratio

EQWL:

3.17

IVV:

2.14

Ulcer Index

EQWL:

3.34%

IVV:

4.46%

Daily Std Dev

EQWL:

16.50%

IVV:

19.28%

Max Drawdown

EQWL:

-49.36%

IVV:

-55.25%

Current Drawdown

EQWL:

-8.96%

IVV:

-12.39%

Returns By Period

In the year-to-date period, EQWL achieves a -3.62% return, which is significantly higher than IVV's -8.35% return. Both investments have delivered pretty close results over the past 10 years, with EQWL having a 11.82% annualized return and IVV not far behind at 11.73%.


EQWL

YTD

-3.62%

1M

-6.23%

6M

-3.98%

1Y

8.69%

5Y*

15.94%

10Y*

11.82%

IVV

YTD

-8.35%

1M

-6.74%

6M

-6.78%

1Y

7.28%

5Y*

15.41%

10Y*

11.73%

*Annualized

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EQWL vs. IVV - Expense Ratio Comparison

EQWL has a 0.25% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for EQWL: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EQWL: 0.25%
Expense ratio chart for IVV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVV: 0.03%

Risk-Adjusted Performance

EQWL vs. IVV — Risk-Adjusted Performance Rank

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

EQWL
The Risk-Adjusted Performance Rank of EQWL is 7474
Overall Rank
The Sharpe Ratio Rank of EQWL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of EQWL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of EQWL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EQWL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of EQWL is 7777
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6767
Overall Rank
The Sharpe Ratio Rank of IVV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EQWL vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 100 Equal Weight ETF (EQWL) and iShares Core S&P 500 ETF (IVV). 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 chart of Sharpe ratio for EQWL, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
EQWL: 0.64
IVV: 0.50
The chart of Sortino ratio for EQWL, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
EQWL: 0.99
IVV: 0.82
The chart of Omega ratio for EQWL, currently valued at 1.15, compared to the broader market0.501.001.502.00
EQWL: 1.15
IVV: 1.12
The chart of Calmar ratio for EQWL, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.00
EQWL: 0.71
IVV: 0.51
The chart of Martin ratio for EQWL, currently valued at 3.17, compared to the broader market0.0020.0040.0060.00
EQWL: 3.17
IVV: 2.14

The current EQWL Sharpe Ratio is 0.64, which is comparable to the IVV Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of EQWL and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.64
0.50
EQWL
IVV

Dividends

EQWL vs. IVV - Dividend Comparison

EQWL's dividend yield for the trailing twelve months is around 2.00%, more than IVV's 1.44% yield.


TTM20242023202220212020201920182017201620152014
EQWL
Invesco S&P 100 Equal Weight ETF
2.00%1.86%1.97%2.12%1.65%2.01%2.04%2.23%1.27%2.01%2.03%1.74%
IVV
iShares Core S&P 500 ETF
1.44%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

EQWL vs. IVV - Drawdown Comparison

The maximum EQWL drawdown since its inception was -49.36%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EQWL and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.96%
-12.39%
EQWL
IVV

Volatility

EQWL vs. IVV - Volatility Comparison

The current volatility for Invesco S&P 100 Equal Weight ETF (EQWL) is 12.34%, while iShares Core S&P 500 ETF (IVV) has a volatility of 14.05%. This indicates that EQWL experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.34%
14.05%
EQWL
IVV