EQWL vs. IVZ

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 100 Equal Weight ETF (EQWL) and Invesco Ltd. (IVZ).

EQWL is a passively managed fund by Invesco that tracks the performance of the S&P 100 Equal Weighted. It was launched on Dec 1, 2006.

Performance

EQWL vs. IVZ - Performance Comparison

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

EQWL vs. IVZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQWL Invesco S&P 100 Equal Weight ETF	-1.85%	17.61%	19.11%	19.48%	-11.46%	28.29%	13.94%	29.54%	-6.30%	24.41%
IVZ Invesco Ltd.	-6.68%	56.94%	3.02%	6.05%	-18.71%	35.56%	3.06%	14.91%	-52.05%	24.67%

Returns By Period

In the year-to-date period, EQWL achieves a -1.85% return, which is significantly higher than IVZ's -6.68% return. Over the past 10 years, EQWL has outperformed IVZ with an annualized return of 13.61%, while IVZ has yielded a comparatively lower 2.19% annualized return.

EQWL

• 1D: 0.17%
• 1M: -5.04%
• YTD: -1.85%
• 6M: 1.17%
• 1Y: 14.11%
• 3Y*: 16.14%
• 5Y*: 10.98%
• 10Y*: 13.61%

IVZ

• 1D: 0.12%
• 1M: -6.93%
• YTD: -6.68%
• 6M: 7.12%
• 1Y: 66.66%
• 3Y*: 20.23%
• 5Y*: 3.46%
• 10Y*: 2.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EQWL vs. IVZ — Risk / Return Rank

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

EQWL

EQWL Risk / Return Rank: 48
EQWL Sharpe Ratio Rank: 46
EQWL Sortino Ratio Rank: 46
EQWL Omega Ratio Rank: 50
EQWL Calmar Ratio Rank: 45
EQWL Martin Ratio Rank: 54

IVZ

IVZ Risk / Return Rank: 84
IVZ Sharpe Ratio Rank: 86
IVZ Sortino Ratio Rank: 82
IVZ Omega Ratio Rank: 83
IVZ Calmar Ratio Rank: 85
IVZ Martin Ratio Rank: 85

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.

EQWL vs. IVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 100 Equal Weight ETF (EQWL) and Invesco Ltd. (IVZ). 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.

	EQWL	IVZ	Difference
Sharpe ratio Return per unit of total volatility	0.88	1.66	-0.78
Sortino ratio Return per unit of downside risk	1.32	2.28	-0.95
Omega ratio Gain probability vs. loss probability	1.20	1.32	-0.12
Calmar ratio Return relative to maximum drawdown	1.21	2.96	-1.74
Martin ratio Return relative to average drawdown	5.55	8.20	-2.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQWL vs. IVZ - Sharpe Ratio Comparison

The current EQWL Sharpe Ratio is 0.88, which is lower than the IVZ Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EQWL and IVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EQWL	IVZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	1.66	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.10	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.06	+0.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.17	+0.39

Correlation

The correlation between EQWL and IVZ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EQWL vs. IVZ - Dividend Comparison

EQWL's dividend yield for the trailing twelve months is around 1.70%, less than IVZ's 3.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQWL Invesco S&P 100 Equal Weight ETF	1.70%	1.67%	1.86%	1.97%	2.12%	1.65%	2.01%	2.04%	2.23%	1.27%	2.01%	2.03%
IVZ Invesco Ltd.	3.45%	3.18%	4.66%	6.15%	4.07%	2.89%	4.45%	6.84%	7.11%	3.15%	3.66%	3.17%

Drawdowns

EQWL vs. IVZ - Drawdown Comparison

The maximum EQWL drawdown since its inception was -49.36%, smaller than the maximum IVZ drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for EQWL and IVZ.

Drawdown Indicators

	EQWL	IVZ	Difference
Max Drawdown Largest peak-to-trough decline	-49.36%	-83.91%	+34.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	-22.63%	+11.16%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	-53.45%	+30.46%
Max Drawdown (10Y) Largest decline over 10 years	-34.30%	-79.72%	+45.42%
Current Drawdown Current decline from peak	-5.51%	-16.72%	+11.21%
Average Drawdown Average peak-to-trough decline	-6.75%	-36.15%	+29.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	8.16%	-5.65%

Volatility

EQWL vs. IVZ - Volatility Comparison

The current volatility for Invesco S&P 100 Equal Weight ETF (EQWL) is 4.15%, while Invesco Ltd. (IVZ) has a volatility of 10.13%. This indicates that EQWL experiences smaller price fluctuations and is considered to be less risky than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQWL	IVZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	10.13%	-5.98%
Volatility (6M) Calculated over the trailing 6-month period	7.86%	24.45%	-16.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	40.47%	-24.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.98%	36.54%	-21.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	39.27%	-22.49%