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 | 18.98% | 16.51% |
| 1Y Return | 28.55% | 25.53% |
| 3Y Return (Ann) | 11.24% | 9.56% |
| 5Y Return (Ann) | 16.35% | 14.23% |
| 10Y Return (Ann) | 13.87% | 12.47% |
| Sharpe Ratio | 2.43 | 2.29 |
| Daily Std Dev | 11.78% | 11.07% |
| Max Drawdown | -71.83% | -49.36% |
| Current Drawdown | -0.32% | -0.07% |
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 18.98% return, which is significantly higher than EQWL's 16.51% return. Over the past 10 years, USBOX has outperformed EQWL with an annualized return of 13.87%, while EQWL has yielded a comparatively lower 12.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 3.67%, more than EQWL's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 3.67% | 4.37% | 14.55% | 10.71% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% | 12.69% | 1.04% |
EQWL Invesco S&P 100 Equal Weight ETF | 1.38% | 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 -71.83%, 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) has a higher volatility of 3.20% compared to Invesco S&P 100 Equal Weight ETF (EQWL) at 2.99%. 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.