EUSA vs. ^GSPC

In the year-to-date period, EUSA achieves a 20.04% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, EUSA has underperformed ^GSPC with an annualized return of 10.42%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and S&P 500 (^GSPC). 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 EUSA Sharpe Ratio is 2.59, which is comparable to the ^GSPC Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of EUSA and ^GSPC, 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 EUSA drawdown since its inception was -39.16%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EUSA and ^GSPC. For additional features, visit the drawdowns tool.

iShares MSCI USA Equal Weighted ETF (EUSA) and S&P 500 (^GSPC) have volatilities of 3.84% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.