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USBOX vs. EQWL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBOX vs. EQWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Quality Fund (USBOX) and Invesco S&P 100 Equal Weight ETF (EQWL). The values are adjusted to include any dividend payments, if applicable.

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USBOX vs. EQWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USBOX
Pear Tree Quality Fund
-6.87%15.77%17.99%29.20%-16.25%16.50%18.06%31.18%-1.97%28.49%
EQWL
Invesco S&P 100 Equal Weight ETF
-1.85%17.61%19.11%19.48%-11.46%28.29%13.94%29.54%-6.30%24.41%

Returns By Period

In the year-to-date period, USBOX achieves a -6.87% return, which is significantly lower than EQWL's -1.85% return. Over the past 10 years, USBOX has underperformed EQWL with an annualized return of 12.50%, while EQWL has yielded a comparatively higher 13.61% annualized return.


USBOX

1D
2.92%
1M
-6.54%
YTD
-6.87%
6M
-4.10%
1Y
8.68%
3Y*
14.68%
5Y*
8.08%
10Y*
12.50%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USBOX vs. EQWL - Expense Ratio Comparison

USBOX has a 1.16% expense ratio, which is higher than EQWL's 0.25% expense ratio.


Return for Risk

USBOX vs. EQWL — Risk / Return Rank

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

USBOX
USBOX Risk / Return Rank: 1818
Overall Rank
USBOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
USBOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
USBOX Omega Ratio Rank: 1717
Omega Ratio Rank
USBOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
USBOX Martin Ratio Rank: 1919
Martin Ratio Rank

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
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.

USBOX vs. EQWL - Risk-Adjusted Trends Comparison

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


USBOXEQWLDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.88

-0.34

Sortino ratio

Return per unit of downside risk

0.89

1.32

-0.43

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.58

1.21

-0.63

Martin ratio

Return relative to average drawdown

2.25

5.55

-3.31

USBOX vs. EQWL - Sharpe Ratio Comparison

The current USBOX Sharpe Ratio is 0.54, which is lower than the EQWL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of USBOX and EQWL, 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


USBOXEQWLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.88

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.74

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.81

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.56

-0.12

Correlation

The correlation between USBOX and EQWL is 0.82, 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

USBOX vs. EQWL - Dividend Comparison

USBOX's dividend yield for the trailing twelve months is around 31.32%, more than EQWL's 1.70% yield.


TTM20252024202320222021202020192018201720162015
USBOX
Pear Tree Quality Fund
31.32%29.17%8.71%4.37%14.55%0.88%7.47%19.65%15.43%6.92%6.19%12.85%
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%

Drawdowns

USBOX vs. EQWL - Drawdown Comparison

The maximum USBOX drawdown since its inception was -65.67%, which is greater than EQWL's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for USBOX and EQWL.


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Drawdown Indicators


USBOXEQWLDifference

Max Drawdown

Largest peak-to-trough decline

-65.67%

-49.36%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-11.47%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.42%

-22.99%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-30.42%

-34.30%

+3.88%

Current Drawdown

Current decline from peak

-10.22%

-5.51%

-4.71%

Average Drawdown

Average peak-to-trough decline

-17.17%

-6.75%

-10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.51%

+0.80%

Volatility

USBOX vs. EQWL - Volatility Comparison

Pear Tree Quality Fund (USBOX) has a higher volatility of 5.70% compared to Invesco S&P 100 Equal Weight ETF (EQWL) at 4.15%. This indicates that USBOX's price experiences larger fluctuations and is considered to be riskier than EQWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBOXEQWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

4.15%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

7.86%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

16.12%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

14.98%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

16.78%

+0.33%