Invesco Russell 1000 Equal Weight ETF

10-Year Study

EQAL.US · · US · ETF

Executive Summary: Invesco Russell 1000 Equal Weight ETF has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 13.0%.

1Y CAGR
+25.2%
3Y CAGR
+16.1%
5Y CAGR
+6.8%
10Y CAGR
+10.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.05.3-4.44.9————————9.8%
20253.4-1.3-3.6-2.83.93.71.23.81.0-0.51.90.311.0%
2024-2.22.94.4-5.03.6-1.55.11.62.6-0.87.7-6.611.4%
20238.5-3.9-1.5-0.8-3.77.04.4-3.2-5.1-4.58.17.612.0%
2022-5.00.13.7-7.21.6-10.18.2-2.3-10.59.35.4-5.2-13.5%
2021-0.05.74.74.31.70.6-0.41.7-3.24.9-3.95.423.1%
2020-2.9-9.1-19.118.26.11.54.84.1-3.50.215.55.116.6%
201910.83.31.02.9-7.67.10.6-4.12.30.43.23.424.5%
20183.0-4.8-0.00.92.31.22.22.30.3-8.01.8-9.7-9.2%
20172.42.7-0.10.4-0.00.91.5-0.63.01.33.51.317.4%
2016———2.41.4-0.14.4-0.30.5-3.15.41.112.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 47.1% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110242.312680010296
2016-05-0110386.07807043533
2016-06-0110376.752747813163
2016-07-0110832.139335862179
2016-08-0110795.032322928151
2016-09-0110853.898421980564
2016-10-0110514.592672822027
2016-11-0111077.366179191904
2016-12-0111204.277991752917
2017-01-0111472.818141638052
2017-02-0111782.982257602325
2017-03-0111768.605718559822
2017-04-0111814.698068395413
2017-05-0111810.521100970904
2017-06-0111914.799578417707
2017-07-0112090.4264878018
2017-08-0112023.497870232308
2017-09-0112384.51413612057
2017-10-0112539.839041045992
2017-11-0112976.283567518736
2017-12-0113148.899174806087
2018-01-0113545.176816859408
2018-02-0112900.175335493053
2018-03-0112895.22125785003
2018-04-0113013.536288618736
2018-05-0113317.726369778184
2018-06-0113481.259501386656
2018-07-0113773.7929292684
2018-08-0114087.842596325241
2018-09-0114123.395388822242
2018-10-0112986.531708525386
2018-11-0113224.958837443115
2018-12-0111936.510095147432
2019-01-0113228.552972203739
2019-02-0113664.948929287828
2019-03-0113795.212029666183
2019-04-0114198.289386131497
2019-05-0113117.669057899568
2019-06-0114048.889946622243
2019-07-0114135.003472711289
2019-08-0113562.370380444023
2019-09-0113873.311606626808
2019-10-0113929.554958691737
2019-11-0114379.598913988471
2019-12-0114865.389939336836
2020-01-0114440.942051862396
2020-02-0113129.56855812056
2020-03-0110622.076729920202
2020-04-0112559.752490395404
2020-05-0113320.883380040897
2020-06-0113519.726457203084
2020-07-0114171.721930536061
2020-08-0114753.19465153892
2020-09-0114238.310562384953
2020-10-0114264.829448591732
2020-11-0116481.58491629066
2020-12-0117329.46073407774
2021-01-0117325.040919709943
2021-02-0118316.14786464683
2021-03-0119181.022968463898
2021-04-0119998.057224453714
2021-05-0120346.34831051382
2021-06-0120476.1257170056
2021-07-0120386.466625544588
2021-08-0120740.537468854884
2021-09-0120084.073611765452
2021-10-0121073.626336265304
2021-11-0120254.989290449805
2021-12-0121339.10661466504
2022-01-0120270.774341763365
2022-02-0120293.310538100257
2022-03-0121047.835990888383
2022-04-0119536.01663015868
2022-05-0119857.400274902742
2022-06-0117859.935596990643
2022-07-0119325.12834460953
2022-08-0118888.295263027525
2022-09-0116903.167209834333
2022-10-0118481.866618744873
2022-11-0119474.819200450725
2022-12-0118459.184714242005
2023-01-0120034.969959833117
2023-02-0119258.539712760637
2023-03-0118973.048846234175
2023-04-0118829.914857861688
2023-05-0118137.315375611368
2023-06-0119407.647735937946
2023-07-0120261.157602809253
2023-08-0119607.12221515268
2023-09-0118601.68730056195
2023-10-0117762.116848235233
2023-11-0119203.413456634822
2023-12-0120671.034673686565
2024-01-0120221.087857167146
2024-02-0120816.354284548623
2024-03-0121741.066875191245
2024-04-0120663.166432724112
2024-05-0121416.283373241182
2024-06-0121095.33685299503
2024-07-0122164.980499390454
2024-08-0122513.2230160619
2024-09-0123089.595951255767
2024-10-0122896.87261706437
2024-11-0124655.813027281427
2024-12-0123023.493013293446
2025-01-0123810.0256932066
2025-02-0123490.63339339748
2025-03-0122634.597918316005
2025-04-0121992.850585989676
2025-05-0122845.340495699184
2025-06-0123685.34807252381
2025-07-0123974.093088090303
2025-08-0124892.734505150784
2025-09-0125138.495611755734
2025-10-0125017.654972776858
2025-11-0125491.40078973826
2025-12-0125566.926189100057
2026-01-0126586.883350899265
2026-02-0128005.109499686725
2026-03-0126761.733150064843
2026-04-0128073.106643806677
Annual Return Matrix
YearAnnual Return
20170.173560597522173
2018-0.09220460690592625
20190.2453715383175592
20200.16575890742162613
20210.23137741803485445
2022-0.13495981591112383
20230.1198238163648706
20240.11380457614932404
20250.11047121191984521
20260.09802431610942253
Total Factor Risk
0.12955066389440797
VTI.US Exposure
0.47149453526103735
VEA.US Exposure
0.043377228279264296
VWO.US Exposure
0.012096780242551229
QQQ.US Exposure
-0.1322466429326972
VTV.US Exposure
0.12844313620934922
IJR.US Exposure
0.3052354674321765
QUAL.US Exposure
-0.03439921703031084
SHV.US Exposure
0.018908868410917292
TLT.US Exposure
0.0019690688202693932
LQD.US Exposure
0.025216067534808224
HYG.US Exposure
-0.0008862316338430259
GLD.US Exposure
0.010720254952779694
USO.US Exposure
0.0010535666539586664
VNQ.US Exposure
0.12413913746828545
BTC-USD.CC Exposure
0.009444284058300013
CPER.US Exposure
0.02841500261380019
VIX.INDX Exposure
-0.010875148153902364
UUP.US Exposure
-0.012276531627237606
TIP.US Exposure
-0.012839075437502087
Idiosyncratic Exposure
0.023009448877995654
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$120
Avg Yield on Cost
1.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$120.451.20%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Russell 1000 Equal Weight ETF a high-risk investment?

Invesco Russell 1000 Equal Weight ETF (EQAL.US) has an annualized volatility of 13.0% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of EQAL.US?

Over the past 10 years, EQAL.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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