BUYZ vs. PBUS

Last updated Jun 26, 2026

BUYZ (Franklin Disruptive Commerce ETF) and PBUS (Invesco PureBeta MSCI USA ETF) are both Large Cap Growth Equities funds. BUYZ is actively managed, while PBUS is passively managed. Over the past 5 years, BUYZ returned -9.18%/yr vs 12.48%/yr for PBUS. A 0.75 correlation means they provide meaningful diversification when combined. BUYZ charges 0.50%/yr vs 0.04%/yr for PBUS.

Performance

BUYZ vs. PBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Invesco PureBeta MSCI USA ETF (PBUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUYZ achieves a -17.63% return, which is significantly lower than PBUS's 7.84% return.

BUYZ

• 1D: -2.05%
• 1M: -3.88%
• YTD: -17.63%
• 6M: -19.12%
• 1Y: -16.56%
• 3Y*: 9.20%
• 5Y*: -9.18%
• 10Y*: —

PBUS

• 1D: -0.15%
• 1M: -2.03%
• YTD: 7.84%
• 6M: 6.45%
• 1Y: 21.56%
• 3Y*: 21.06%
• 5Y*: 12.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYZ vs. PBUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BUYZ Franklin Disruptive Commerce ETF	-17.63%	8.70%	28.25%	39.13%	-49.81%	-19.38%	117.10%
PBUS Invesco PureBeta MSCI USA ETF	7.84%	17.58%	24.99%	27.33%	-19.64%	26.77%	30.50%

Correlation

The correlation between BUYZ and PBUS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020	0.75

The correlation between BUYZ and PBUS shifts across timeframes, from 0.70 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

BUYZ vs. PBUS - Sectors Allocation Comparison

Sectors	BUYZ	PBUS
Consumer Cyclical	35.1%	9.9%
Technology	22.4%	38.9%
Communication Services	19.4%	10.7%
Financial Services	6.2%	10.9%
Consumer Defensive	6.1%	4.4%
Industrials	5.1%	8.1%
Real Estate	3.2%	1.8%
Healthcare	0.7%	8.4%
Basic Materials	-	1.7%
Energy	-	3.2%
Utilities	-	2.0%

Return for Risk

BUYZ vs. PBUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUYZ

BUYZ Risk / Return Rank: 4
BUYZ Sharpe Ratio Rank: 4
BUYZ Sortino Ratio Rank: 4
BUYZ Omega Ratio Rank: 4
BUYZ Calmar Ratio Rank: 5
BUYZ Martin Ratio Rank: 5

PBUS

PBUS Risk / Return Rank: 58
PBUS Sharpe Ratio Rank: 58
PBUS Sortino Ratio Rank: 56
PBUS Omega Ratio Rank: 57
PBUS Calmar Ratio Rank: 56
PBUS Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUYZ vs. PBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Invesco PureBeta MSCI USA ETF (PBUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BUYZ	PBUS	Difference
Sharpe ratio: Return per unit of total volatility	-0.73	1.71	-2.44
Sortino ratio: Return per unit of downside risk	-0.89	2.34	-3.23
Omega ratio: Gain probability vs. loss probability	0.89	1.31	-0.42
Calmar ratio: Return relative to maximum drawdown	-0.54	2.40	-2.94
Martin ratio: Return relative to average drawdown	-1.02	10.37	-11.39

BUYZ vs. PBUS - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.73, which is lower than the PBUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BUYZ and PBUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUYZ vs. PBUS - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than PBUS's maximum drawdown of -33.15%. Use the drawdown chart below to compare losses from any high point for BUYZ and PBUS.

Drawdown Indicators

	BUYZ	PBUS	Difference
Max Drawdown Largest peak-to-trough decline	-68.04%	-33.15%	-34.89%
Max Drawdown (1Y) Largest decline over 1 year	-30.85%	-9.02%	-21.83%
Max Drawdown (3Y) Largest decline over 3 years	-30.85%	-19.07%	-11.78%
Max Drawdown (5Y) Largest decline over 5 years	-63.32%	-25.40%	-37.92%
Current Drawdown Current decline from peak	-46.84%	-3.32%	-43.52%
Average Drawdown Average peak-to-trough decline	-38.80%	-5.11%	-33.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.30%	2.08%	+14.22%

Volatility

BUYZ vs. PBUS - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 7.31% compared to Invesco PureBeta MSCI USA ETF (PBUS) at 4.94%. This indicates that BUYZ's price experiences larger fluctuations and is considered to be riskier than PBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUYZ	PBUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.31%	4.94%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	17.91%	10.05%	+7.86%
Volatility (1Y) Calculated over the trailing 1-year period	22.66%	12.70%	+9.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.24%	17.16%	+10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.89%	19.33%	+10.56%

BUYZ vs. PBUS - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than PBUS's 0.04% expense ratio.

Dividends

BUYZ vs. PBUS - Dividend Comparison

BUYZ has not paid dividends to shareholders, while PBUS's dividend yield for the trailing twelve months is around 1.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%	0.00%	0.00%	0.00%	0.00%
PBUS Invesco PureBeta MSCI USA ETF	1.04%	1.05%	1.20%	1.36%	1.71%	0.98%	1.35%	1.53%	2.33%	0.50%

Frequently Asked Questions

Can I hold both BUYZ and PBUS in my portfolio?

BUYZ and PBUS have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUYZ or PBUS?

BUYZ has higher volatility (7.31%) compared to PBUS (4.94%). In terms of maximum drawdown, BUYZ dropped -68.04% vs PBUS's -33.15%.

Which ETF is better, BUYZ or PBUS?

On 5-year performance, PBUS leads with 12.48% vs -9.18% for BUYZ. On fees, PBUS is cheaper at 0.04% per year. On volatility, PBUS has been the lower-risk option at 4.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUYZ or PBUS?

Over the 5-year period, PBUS has performed better with a 12.48% return vs -9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUYZ or PBUS?

PBUS is cheaper with a 0.04% expense ratio, compared with 0.50% for BUYZ.

Which ETF pays a higher dividend yield, BUYZ or PBUS?

PBUS has the higher dividend yield at 1.04%, compared with 0.00% for BUYZ.

What is the main difference between BUYZ and PBUS?

They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.50% for BUYZ and 0.04% for PBUS.

Which has better risk-adjusted returns?

PBUS currently has the higher Sharpe Ratio (1.71 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.