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EQWL vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EQWL vs. QMAR

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 100 Equal Weight ETF (EQWL) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

EQWL and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

EQWL vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 100 Equal Weight ETF (EQWL) 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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EQWL vs. QMAR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EQWL
Invesco S&P 100 Equal Weight ETF		-1.85%17.61%19.11%19.48%-11.46%18.06%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		2.45%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, EQWL achieves a -1.85% return, which is significantly lower than QMAR's 2.45% 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%

QMAR

1D
0.57%
1M
1.34%
YTD
2.45%
6M
4.74%
1Y
19.05%
3Y*
15.09%
5Y*
10.57%
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.

Invesco S&P 100 Equal Weight ETF

FT Cboe Vest Nasdaq-100 Buffer ETF - March

Often compared with EQWL:
EQWL vs. RSPEQWL vs. VOOEQWL vs. SPYEQWL vs. QQQEQWL vs. SCHDEQWL vs. VTVEQWL vs. RSPN
Often compared with QMAR:
QMAR vs. QQQQMAR vs. BUFQQMAR vs. ITOTQMAR vs. MPLYQMAR vs. BLCRQMAR vs. VTIQMAR vs. WLTG

EQWL vs. QMAR - Expense Ratio Comparison

EQWL has a 0.25% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
EQWL
Invesco S&P 100 Equal Weight ETF

Return for Risk

EQWL vs. QMAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQWL
EQWL Risk / Return Rank: 4848
Overall Rank
EQWL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQWL Sortino Ratio Rank: 4646
Sortino Ratio Rank
EQWL Omega Ratio Rank: 5050
Omega Ratio Rank
EQWL Calmar Ratio Rank: 4545
Calmar Ratio Rank
EQWL Martin Ratio Rank: 5454
Martin Ratio Rank
QMAR
QMAR Risk / Return Rank: 8484
Overall Rank
QMAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8383
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7373
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9393
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.

EQWL vs. QMAR - Risk-Adjusted Trends Comparison

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

EQWLQMARDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.44

-0.56

Sortino ratio

Return per unit of downside risk

1.32

2.29

-0.97

Omega ratio

Gain probability vs. loss probability

1.20

1.47

-0.27

Calmar ratio

Return relative to maximum drawdown

1.21

2.11

-0.90

Martin ratio

Return relative to average drawdown

5.55

14.64

-9.08

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. QMAR - Sharpe Ratio Comparison

The current EQWL Sharpe Ratio is 0.88, which is lower than the QMAR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EQWL 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

EQWLQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.44

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.76

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.77

-0.21

Correlation

The correlation between EQWL and QMAR is 0.74, 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

EQWL vs. QMAR - Dividend Comparison

EQWL's dividend yield for the trailing twelve months is around 1.70%, while QMAR has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
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%
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

EQWL vs. QMAR - Drawdown Comparison

The maximum EQWL drawdown since its inception was -49.36%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for EQWL and QMAR.

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Drawdown Indicators

EQWLQMARDifference

Max Drawdown

Largest peak-to-trough decline

-49.36%

-19.83%

-29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-9.23%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-19.83%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

—

—

Current Drawdown

Current decline from peak

-5.51%

-0.32%

-5.19%

Average Drawdown

Average peak-to-trough decline

-6.75%

-3.39%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.33%

+1.18%

Volatility

EQWL vs. QMAR - Volatility Comparison

Invesco S&P 100 Equal Weight ETF (EQWL) has a higher volatility of 4.15% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.53%. This indicates that EQWL'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

EQWLQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

3.53%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

4.65%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

13.26%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

14.04%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

14.02%

+2.76%