Invesco S&P 100 Equal Weight ETF

10-Year Study

EQWL.US · · US · ETF

Executive Summary: Invesco S&P 100 Equal Weight ETF has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 21.8% and an annualized volatility of 11.4%.

1Y CAGR
+16.7%
3Y CAGR
+18.6%
5Y CAGR
+10.8%
10Y CAGR
+13.9%

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 →
21.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.5%
% 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.
20262.21.2-5.74.7————————2.1%
20254.01.4-3.9-1.44.34.1-0.23.01.81.60.81.117.6%
20241.13.44.2-3.92.81.34.02.61.9-0.65.9-4.619.1%
20236.1-2.91.90.9-1.96.03.6-2.2-4.4-2.48.75.619.5%
2022-2.6-2.92.5-7.91.9-8.17.2-3.1-9.910.96.9-4.4-11.5%
2021-0.14.06.13.62.71.01.32.5-3.85.0-2.35.628.3%
2020-1.5-9.1-12.812.04.21.73.16.9-3.1-2.914.33.613.9%
20198.73.11.13.7-6.87.21.5-2.12.32.03.92.529.5%
20184.3-4.0-1.81.70.21.82.91.20.9-7.52.9-8.2-6.3%
20172.14.60.11.31.51.42.00.22.51.83.11.624.4%
2016———1.31.4-1.54.90.50.6-1.54.81.212.0%

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 11.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 60.1% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110129.94988090512
2016-05-0110267.529277491067
2016-06-0110113.326220722509
2016-07-0110604.747667725287
2016-08-0110655.704148471614
2016-09-0110716.461145295752
2016-10-0110559.249702262801
2016-11-0111067.573938070664
2016-12-0111203.881748709802
2017-01-0111442.59874950377
2017-02-0111966.740273918222
2017-03-0111974.524861055974
2017-04-0112124.57200277888
2017-05-0112309.200079396585
2017-06-0112479.716653433901
2017-07-0112725.566941246527
2017-08-0112746.966802302499
2017-09-0113069.050218340612
2017-10-0113310.372419610956
2017-11-0113717.279922588328
2017-12-0113938.84602024613
2018-01-0114543.035430726477
2018-02-0113965.27019650655
2018-03-0113717.714122667723
2018-04-0113944.707721317984
2018-05-0113967.162068281063
2018-06-0114216.392913854703
2018-07-0114635.551061929336
2018-08-0114812.952808654227
2018-09-0114952.144948392219
2018-10-0113835.878572846368
2018-11-0114233.078602620088
2018-12-0113059.652888050812
2019-01-0114191.736552203254
2019-02-0114627.23923183803
2019-03-0114788.544561333863
2019-04-0115336.722161572052
2019-05-0114291.757641921396
2019-06-0115325.029773719729
2019-07-0115551.154972211194
2019-08-0115226.34229853116
2019-09-0115583.50287812624
2019-10-0115887.877133783248
2019-11-0116502.208217546642
2019-12-0116917.92377927749
2020-01-0116667.080190551806
2020-02-0115156.4671000397
2020-03-0113223.036175069472
2020-04-0114814.069323144106
2020-05-0115433.052550615323
2020-06-0115691.27754069075
2020-07-0116178.388001190946
2020-08-0117287.769204049226
2020-09-0116759.936978959904
2020-10-0116281.913705835648
2020-11-0118603.45747320365
2020-12-0119275.475138944024
2021-01-0119265.51955140929
2021-02-0120042.117407701473
2021-03-0121254.71417229059
2021-04-0122019.960797935684
2021-05-0122619.59110758237
2021-06-0122854.80349344978
2021-07-0123146.15174672489
2021-08-0123721.963080587535
2021-09-0122818.020543866613
2021-10-0123968.464668519253
2021-11-0123420.56619690353
2021-12-0124728.25277888051
2022-01-0124086.443032949584
2022-02-0123384.031361651447
2022-03-0123969.8603116316
2022-04-0122073.02625049623
2022-05-0122481.794610956727
2022-06-0120654.835748312824
2022-07-0122140.482334259625
2022-08-0121446.444521635567
2022-09-0119328.50957721318
2022-10-0121432.053890432715
2022-11-0122905.542874156406
2022-12-0121893.391474791584
2023-01-0123223.16023223501
2023-02-0122539.667278682013
2023-03-0122958.081083763394
2023-04-0123161.16266375546
2023-05-0122718.86785430726
2023-06-0124086.4120186582
2023-07-0124961.356192933705
2023-08-0124422.451865819767
2023-09-0123349.85361254466
2023-10-0122794.294610956727
2023-11-0124782.744888844776
2023-12-0126160.771883684003
2024-01-0126438.62892020643
2024-02-0127337.950327510913
2024-03-0128494.628324732035
2024-04-0127395.574880905122
2024-05-0128167.30349344978
2024-06-0128521.207572449384
2024-07-0129653.012107979353
2024-08-0130437.73570861453
2024-09-0131029.798531163156
2024-10-0130838.750496228662
2024-11-0132667.41514489877
2024-12-0131160.647826518463
2025-01-0132418.897628026993
2025-02-0132860.63418023025
2025-03-0131569.044015482334
2025-04-0131121.94199086939
2025-05-0132475.498709805473
2025-06-0133816.12246923382
2025-07-0133760.76195911076
2025-08-0134772.448144104805
2025-09-0135412.02486105597
2025-10-0135961.66013298928
2025-11-0136248.852471218735
2025-12-0136646.48670107185
2026-01-0137468.36542278682
2026-02-0137921.174077014686
2026-03-0135740.869392616114
2026-04-0137403.23541087733
Annual Return Matrix
YearAnnual Return
20170.24410863421075235
2018-0.06307503009347337
20190.29543441347946375
20200.13935228639310115
20210.2828868082696303
2022-0.11464058255300902
20230.19491637071423806
20240.1911211169557574
20250.17605021901646123
20260.02064996614759651
Total Factor Risk
0.11370931575982136
VTI.US Exposure
0.14583546434292732
VEA.US Exposure
0.024259828214230925
VWO.US Exposure
-0.0025584783335487918
QQQ.US Exposure
0.127237974592125
VTV.US Exposure
0.6006798949034862
IJR.US Exposure
0.0051307244219105114
QUAL.US Exposure
0.012307553741685797
SHV.US Exposure
0.0012950784978612447
TLT.US Exposure
-0.024935299206437302
LQD.US Exposure
0.02770065716088903
HYG.US Exposure
0.038962390830904046
GLD.US Exposure
-0.009926974963053156
USO.US Exposure
0.004437904359948222
VNQ.US Exposure
0.0025523663117954782
BTC-USD.CC Exposure
-0.007952893814054326
CPER.US Exposure
0.009964532589617058
VIX.INDX Exposure
-0.006254254662116
UUP.US Exposure
0.014731170826946464
TIP.US Exposure
0.017938896655115857
Idiosyncratic Exposure
0.018593463529766496
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.4%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.61%
Market Cap$234.7B
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
$164
Avg Yield on Cost
1.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$164.071.64%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 →
+1.3%
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 →
+4.2%
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 →
1.7% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco S&P 100 Equal Weight ETF a high-risk investment?

Invesco S&P 100 Equal Weight ETF (EQWL.US) has an annualized volatility of 11.4% and experienced a maximum drawdown of 21.8% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EQWL.US has generated a Compound Annual Growth Rate (CAGR) of 13.9%. 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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