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INAI.TO vs. EQL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INAI.TO vs. EQL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Morningstar Global Next Gen AI Index ETF (INAI.TO) and Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO). The values are adjusted to include any dividend payments, if applicable.

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INAI.TO vs. EQL.TO - Yearly Performance Comparison


2026 (YTD)20252024
INAI.TO
Invesco Morningstar Global Next Gen AI Index ETF
-9.34%30.39%50.13%
EQL.TO
Invesco S&P 500 Equal Weight Index ETF CAD
1.77%5.94%27.78%

Returns By Period

In the year-to-date period, INAI.TO achieves a -9.34% return, which is significantly lower than EQL.TO's 1.77% return.


INAI.TO

1D
1.87%
1M
-7.50%
YTD
-9.34%
6M
-9.72%
1Y
33.14%
3Y*
5Y*
10Y*

EQL.TO

1D
2.02%
1M
-4.20%
YTD
1.77%
6M
1.79%
1Y
8.58%
3Y*
16.16%
5Y*
15.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INAI.TO vs. EQL.TO - Expense Ratio Comparison

INAI.TO has a 0.60% expense ratio, which is higher than EQL.TO's 0.25% expense ratio.


Return for Risk

INAI.TO vs. EQL.TO — Risk / Return Rank

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

INAI.TO
INAI.TO Risk / Return Rank: 5757
Overall Rank
INAI.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
INAI.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
INAI.TO Omega Ratio Rank: 6262
Omega Ratio Rank
INAI.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
INAI.TO Martin Ratio Rank: 4040
Martin Ratio Rank

EQL.TO
EQL.TO Risk / Return Rank: 3030
Overall Rank
EQL.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EQL.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
EQL.TO Omega Ratio Rank: 2828
Omega Ratio Rank
EQL.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
EQL.TO Martin Ratio Rank: 3333
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.

INAI.TO vs. EQL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar Global Next Gen AI Index ETF (INAI.TO) and Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO). 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.


INAI.TOEQL.TODifference

Sharpe ratio

Return per unit of total volatility

1.19

0.49

+0.69

Sortino ratio

Return per unit of downside risk

1.65

0.78

+0.88

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.32

0.77

+0.55

Martin ratio

Return relative to average drawdown

3.80

2.92

+0.88

INAI.TO vs. EQL.TO - Sharpe Ratio Comparison

The current INAI.TO Sharpe Ratio is 1.19, which is higher than the EQL.TO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of INAI.TO and EQL.TO, 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


INAI.TOEQL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.49

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.00

+0.11

Correlation

The correlation between INAI.TO and EQL.TO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

INAI.TO vs. EQL.TO - Dividend Comparison

INAI.TO's dividend yield for the trailing twelve months is around 0.05%, less than EQL.TO's 1.37% yield.


TTM20252024202320222021202020192018
INAI.TO
Invesco Morningstar Global Next Gen AI Index ETF
0.05%0.07%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
EQL.TO
Invesco S&P 500 Equal Weight Index ETF CAD
1.37%1.38%5.37%8.14%8.91%7.19%9.96%8.29%1.35%

Drawdowns

INAI.TO vs. EQL.TO - Drawdown Comparison

The maximum INAI.TO drawdown since its inception was -26.78%, smaller than the maximum EQL.TO drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for INAI.TO and EQL.TO.


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Drawdown Indicators


INAI.TOEQL.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.78%

-30.47%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-22.07%

-13.01%

-9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

Current Drawdown

Current decline from peak

-20.61%

-4.34%

-16.27%

Average Drawdown

Average peak-to-trough decline

-5.23%

-3.23%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

3.42%

+4.23%

Volatility

INAI.TO vs. EQL.TO - Volatility Comparison

Invesco Morningstar Global Next Gen AI Index ETF (INAI.TO) has a higher volatility of 8.38% compared to Invesco S&P 500 Equal Weight Index ETF CAD (EQL.TO) at 4.61%. This indicates that INAI.TO's price experiences larger fluctuations and is considered to be riskier than EQL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INAI.TOEQL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

4.61%

+3.77%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

9.37%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.26%

17.59%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

14.51%

+12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.03%

17.46%

+9.57%