USBOX vs. EQWL
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Invesco S&P 100 Equal Weight ETF (EQWL).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. EQWL is a passively managed fund by Invesco that tracks the performance of the S&P 100 Equal Weighted. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or EQWL.
Key characteristics
| USBOX | EQWL | |
|---|---|---|
| YTD Return | 21.65% | 22.89% |
| 1Y Return | 26.29% | 37.72% |
| 3Y Return (Ann) | 0.74% | 9.55% |
| 5Y Return (Ann) | 4.43% | 14.56% |
| 10Y Return (Ann) | 3.37% | 12.99% |
| Sharpe Ratio | 2.08 | 3.44 |
| Sortino Ratio | 2.73 | 4.76 |
| Omega Ratio | 1.38 | 1.65 |
| Calmar Ratio | 1.33 | 5.18 |
| Martin Ratio | 13.43 | 23.72 |
| Ulcer Index | 1.90% | 1.53% |
| Daily Std Dev | 12.22% | 10.55% |
| Max Drawdown | -72.83% | -49.36% |
| Current Drawdown | -0.20% | 0.00% |
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.
Performance
USBOX vs. EQWL - Performance Comparison
In the year-to-date period, USBOX achieves a 21.65% return, which is significantly lower than EQWL's 22.89% return. Over the past 10 years, USBOX has underperformed EQWL with an annualized return of 3.37%, while EQWL has yielded a comparatively higher 12.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USBOX vs. EQWL - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than EQWL's 0.25% expense ratio.
Risk-Adjusted Performance
USBOX vs. EQWL - Risk-Adjusted Performance 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.
Dividends
USBOX vs. EQWL - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than EQWL's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.29% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% | 1.04% |
EQWL Invesco S&P 100 Equal Weight ETF | 1.78% | 1.97% | 2.12% | 1.65% | 2.01% | 2.04% | 2.23% | 1.27% | 2.01% | 2.03% | 1.74% | 1.61% |
Drawdowns
USBOX vs. EQWL - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, 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. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. EQWL - Volatility Comparison
Pear Tree Quality Fund (USBOX) and Invesco S&P 100 Equal Weight ETF (EQWL) have volatilities of 3.59% and 3.43%, 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.