ALPS Equal Sector Weight ETF

10-Year Study

EQL.US · · US · ETF

Executive Summary: ALPS Equal Sector Weight ETF has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 22.1% and an annualized volatility of 11.0%.

1Y CAGR
+18.9%
3Y CAGR
+17.2%
5Y CAGR
+10.5%
10Y CAGR
+12.4%

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 →
22.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.7%
% 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.
20263.64.0-4.93.9————————6.6%
20253.50.8-3.2-2.24.13.00.92.42.1-0.41.7-0.013.1%
2024-0.24.43.8-3.63.70.43.42.72.4-1.45.8-5.516.4%
20235.9-3.01.81.4-2.86.83.1-2.1-4.3-2.67.94.516.9%
2022-3.1-2.05.0-6.31.1-8.88.0-3.3-9.18.55.8-4.7-10.7%
2021-0.63.85.94.41.80.81.42.4-3.96.9-2.26.029.3%
2020-0.8-9.3-13.513.04.50.74.65.2-3.3-2.311.63.210.9%
20198.32.72.03.2-5.66.41.2-1.22.20.92.72.727.9%
20183.8-4.3-1.50.61.61.33.11.50.5-5.81.9-8.1-6.1%
20171.73.7-0.10.51.00.91.8-0.11.91.93.10.918.4%
2016———1.31.11.12.9-0.40.3-2.13.41.79.7%

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 11.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 44.7% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110128.457124704668
2016-05-0110240.832290984177
2016-06-0110356.648864004872
2016-07-0110656.779240375643
2016-08-0110616.077987571229
2016-09-0110648.440447118153
2016-10-0110420.778155008902
2016-11-0110778.28737069907
2016-12-0110965.182229105038
2017-01-0111152.9374391963
2017-02-0111570.869815553835
2017-03-0111563.060469487298
2017-04-0111615.409560492652
2017-05-0111726.461108794781
2017-06-0111826.857532379005
2017-07-0112036.45243909703
2017-08-0112020.635204267344
2017-09-0112248.562219972073
2017-10-0112481.055717698759
2017-11-0112866.890358104845
2017-12-0112979.066981687745
2018-01-0113468.805633318112
2018-02-0112890.252215405591
2018-03-0112692.305146888506
2018-04-0112771.258959239185
2018-05-0112970.000198542697
2018-06-0113135.783350209462
2018-07-0113540.876632186419
2018-08-0113748.61847373611
2018-09-0113814.005201818652
2018-10-0113019.17260640234
2018-11-0113263.512485026571
2018-12-0112184.56529076578
2019-01-0113191.706209753742
2019-02-0113553.053917578309
2019-03-0113821.682186087452
2019-04-0114269.06506244168
2019-05-0113470.98960298079
2019-06-0114329.95148940113
2019-07-0114497.124439944144
2019-08-0114328.760233221488
2019-09-0114638.48683992826
2019-10-0114767.53959272275
2019-11-0115165.022071329775
2019-12-0115580.373392631422
2020-01-0115463.100839835606
2020-02-0114032.20362538964
2020-03-0112132.15001886156
2020-04-0113710.82918048193
2020-05-0114322.539228727806
2020-06-0114416.913190514953
2020-07-0115083.68574661981
2020-08-0115868.525026306908
2020-09-0115352.115472432346
2020-10-0114998.246206179974
2020-11-0116745.223393624132
2020-12-0117273.94259468832
2021-01-0117166.46481492512
2021-02-0117821.25862833469
2021-03-0118869.497885520283
2021-04-0119706.09062812291
2021-05-0120060.026075274156
2021-06-0120216.279177503788
2021-07-0120505.555886460053
2021-08-0120999.06684932595
2021-09-0120172.40124155366
2021-10-0121556.045294207186
2021-11-0121071.137848194256
2021-12-0122339.693317714642
2022-01-0121637.844885209233
2022-02-0121199.264068404576
2022-03-0122267.556137947468
2022-04-0120870.80826731789
2022-05-0121106.346086392547
2022-06-0119244.28031581525
2022-07-0120776.831390923955
2022-08-0120081.203962912223
2022-09-0118244.55165750061
2022-10-0119791.66253036049
2022-11-0120931.959417872815
2022-12-0119944.010959556854
2023-01-0121111.574377403194
2023-02-0120476.502471856573
2023-03-0120853.865957207432
2023-04-0121153.863971780465
2023-05-0120564.920152745515
2023-06-0121961.337118880747
2023-07-0122648.890477230467
2023-08-0122182.71222559745
2023-09-0121224.545171772523
2023-10-0120681.001449361687
2023-11-0122304.882164909566
2023-12-0123308.11841086426
2024-01-0123262.056505251458
2024-02-0124277.07295120482
2024-03-0125210.75307244823
2024-04-0124295.669783787
2024-05-0125185.14106458594
2024-06-0125294.405728618607
2024-07-0126155.15449930841
2024-08-0126867.194790239646
2024-09-0127500.347449719062
2024-10-0127127.41808459243
2024-11-0128711.06081362797
2024-12-0127141.316073354912
2025-01-0128096.968253022813
2025-02-0128311.46054625714
2025-03-0127406.17203062852
2025-04-0126792.675098113185
2025-05-0127895.71213956228
2025-06-0128743.22473047829
2025-07-0129008.014506853036
2025-08-0129696.03113149483
2025-09-0130308.336807830525
2025-10-0130195.696917955538
2025-11-0130709.988683066294
2025-12-0130694.700895427566
2026-01-0131813.15808631313
2026-02-0133083.831344597325
2026-03-0131475.635502081393
2026-04-0132706.600221044206
Annual Return Matrix
YearAnnual Return
20170.18366176781241506
2018-0.061214083573413514
20190.27869751778827867
20200.10869888412673445
20210.2932596710483466
2022-0.1072388203403889
20230.16867757735037636
20240.16445761922609514
20250.13092161089274046
20260.06554549374730478
Total Factor Risk
0.1098287630722771
VTI.US Exposure
0.15831703575180306
VEA.US Exposure
0.05164730736091197
VWO.US Exposure
-0.017491644881638607
QQQ.US Exposure
0.044698173572549973
VTV.US Exposure
0.44723873842010137
IJR.US Exposure
-0.01732680480132006
QUAL.US Exposure
0.09744595465904508
SHV.US Exposure
0.07002951593670698
TLT.US Exposure
-0.004431413959066245
LQD.US Exposure
0.013379633025115287
HYG.US Exposure
-0.010848949551642896
GLD.US Exposure
0.009251337727433853
USO.US Exposure
-0.002032415827809381
VNQ.US Exposure
0.1228911239154729
BTC-USD.CC Exposure
0.011516283375887887
CPER.US Exposure
0.008982332681576487
VIX.INDX Exposure
0.00044520903839592556
UUP.US Exposure
-0.007348388887163998
TIP.US Exposure
0.010288151880127834
Idiosyncratic Exposure
0.013348820563512486
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.0%

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 →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.60%
Market Cap$132.8B
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
$122
Avg Yield on Cost
1.22%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$121.771.22%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 →
+1.7%
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 →
+6.7%
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 →
1.1% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALPS Equal Sector Weight ETF a high-risk investment?

ALPS Equal Sector Weight ETF (EQL.US) has an annualized volatility of 11.0% and experienced a maximum drawdown of 22.1% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EQL.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. 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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