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OEI vs. EQL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEI vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimized Equity Income ETF (OEI) and ALPS Equal Sector Weight ETF (EQL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEI achieves a 4.15% return, which is significantly lower than EQL's 9.97% return.


OEI

1D
-1.35%
1M
-0.53%
6M
2.54%
YTD
4.15%
1Y
3Y*
5Y*
10Y*
ALL TIME*

EQL

1D
-0.82%
1M
0.40%
6M
6.35%
YTD
9.97%
1Y
14.99%
3Y*
14.30%
5Y*
10.48%
10Y*
12.22%
ALL TIME*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.03M$2.23M$2.50M
$91.19K$147.99K$155.22K

OEI vs. EQL - Yearly Performance Comparison


2026 (YTD)2025
OEI
Optimized Equity Income ETF
4.15%3.68%
EQL
ALPS Equal Sector Weight ETF
9.97%0.81%

Correlation

The correlation between OEI and EQL is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 22, 2025

0.68

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Return for Risk

OEI vs. EQL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OEI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EQL
EQL Risk / Return Rank: 7070
Overall Rank
EQL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 6868
Sortino Ratio Rank
EQL Omega Ratio Rank: 6767
Omega Ratio Rank
EQL Calmar Ratio Rank: 6969
Calmar Ratio Rank
EQL Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OEI vs. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimized Equity Income ETF (OEI) and ALPS Equal Sector Weight ETF (EQL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OEIEQLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

9.48

OEI vs. EQL - Sharpe Ratio Comparison


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Drawdowns

OEI vs. EQL - Drawdown Comparison

The maximum OEI drawdown since its inception was -6.49%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for OEI and EQL.


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Drawdown Indicators


OEIEQLDifference

Max Drawdown

Largest peak-to-trough decline

-6.49%

-35.65%

+29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

Current Drawdown

Current decline from peak

-1.70%

-0.94%

-0.76%

Average Drawdown

Average peak-to-trough decline

-1.02%

-3.24%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

OEI vs. EQL - Volatility Comparison


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Volatility by Period


OEIEQLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.74%

9.50%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.74%

14.52%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.74%

16.49%

-6.75%

OEI vs. EQL - Expense Ratio Comparison

OEI has a 0.75% expense ratio, which is higher than EQL's 0.27% expense ratio.


Dividends

OEI vs. EQL - Dividend Comparison

OEI's dividend yield for the trailing twelve months is around 6.87%, more than EQL's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
EQL
ALPS Equal Sector Weight ETF
1.36%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%
OEI
Optimized Equity Income ETF
6.87%1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OEI and EQL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQL is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQL is cheaper with a 0.27% expense ratio, compared with 0.75% for OEI.

OEI has the higher dividend yield at 6.87%, compared with 1.36% for EQL.

OEI is categorized as Actively Managed, while EQL is Large Cap Blend Equities. They also come from different issuers: Optimize and SS&C. Their fees differ too: 0.75% for OEI and 0.27% for EQL.

Portfolio Optimizer

Find the right allocation for OEI and EQL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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