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.
Performance
USBOX vs. EQWL - Performance Comparison
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USBOX vs. EQWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
USBOX
EQWL
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.
| USBOX | EQWL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.88 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.32 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.21 | -0.63 |
Martin ratioReturn relative to average drawdown | 2.25 | 5.55 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USBOX | EQWL | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| USBOX | EQWL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.22% | -5.51% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -6.75% | -10.42% |
Ulcer IndexDepth 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
| USBOX | EQWL | Difference | |
|---|---|---|---|
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% |