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SPXD vs. EQL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXD vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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, SPXD achieves a 12.18% return, which is significantly higher than EQL's 11.01% return.


SPXD

1D
0.95%
1M
0.84%
6M
7.92%
YTD
12.18%
1Y
3Y*
5Y*
10Y*

EQL

1D
0.16%
1M
0.57%
6M
7.56%
YTD
11.01%
1Y
17.98%
3Y*
15.22%
5Y*
11.01%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXD vs. EQL - Yearly Performance Comparison


Correlation

The correlation between SPXD and EQL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.92

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Return for Risk

SPXD vs. EQL — Risk / Return Rank

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

SPXD

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


EQL
EQL Risk / Return Rank: 7474
Overall Rank
EQL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 7575
Sortino Ratio Rank
EQL Omega Ratio Rank: 7474
Omega Ratio Rank
EQL Calmar Ratio Rank: 7272
Calmar Ratio Rank
EQL Martin Ratio Rank: 7676
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.

SPXD vs. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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.


SPXDEQLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.92

Martin ratioReturn relative to average drawdown

11.21

SPXD vs. EQL - Sharpe Ratio Comparison


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Drawdowns

SPXD vs. EQL - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for SPXD and EQL.


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Drawdown Indicators


SPXDEQLDifference

Max Drawdown

Largest peak-to-trough decline

-7.53%

-35.65%

+28.12%

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

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.16%

-3.24%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

SPXD vs. EQL - Volatility Comparison


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Volatility by Period


SPXDEQLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

9.44%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

14.54%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

16.48%

-5.79%

SPXD vs. EQL - Expense Ratio Comparison

SPXD has a 0.09% expense ratio, which is lower than EQL's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXD vs. EQL - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.39%, more than EQL's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
EQL
ALPS Equal Sector Weight ETF
1.35%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%
SPXD
Xtrackers S&P 500 Diversified Sector Weight ETF
1.39%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, SPXD and EQL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPXD is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXD is cheaper with a 0.09% expense ratio, compared with 0.27% for EQL.

SPXD has the higher dividend yield at 1.39%, compared with 1.35% for EQL.

SPXD is categorized as Large Cap Value Equities, while EQL is Large Cap Blend Equities. SPXD tracks S&P 500 Diversified Sector Weight Index, while EQL tracks NYSE Equal Sector Weight Index. They also come from different issuers: Xtrackers and SS&C. Their fees differ too: 0.09% for SPXD and 0.27% for EQL.

Portfolio Optimizer

Find the right allocation for SPXD 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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