DASH vs. IPKW
DASH (DoorDash, Inc.) is a stock, while IPKW (Invesco International BuyBack Achievers™ ETF) is Global Equities fund tracking the NASDAQ International BuyBack Achievers Index. Over the past 5 years, DASH returned 1.46%/yr vs 9.19%/yr for IPKW. At a 0.33 correlation, their price movements are largely independent.
Performance
DASH vs. IPKW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DASH achieves a -31.75% return, which is significantly lower than IPKW's 6.08% return.
DASH
- 1D
- -1.51%
- 1M
- -10.42%
- YTD
- -31.75%
- 6M
- -30.52%
- 1Y
- -27.66%
- 3Y*
- 31.56%
- 5Y*
- 1.46%
- 10Y*
- —
IPKW
- 1D
- -1.07%
- 1M
- 0.86%
- YTD
- 6.08%
- 6M
- 9.96%
- 1Y
- 26.14%
- 3Y*
- 23.62%
- 5Y*
- 9.19%
- 10Y*
- 11.44%
DASH vs. IPKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DASH DoorDash, Inc. | -31.75% | 35.01% | 69.63% | 102.56% | -67.21% | 4.31% | -24.67% |
IPKW Invesco International BuyBack Achievers™ ETF | 6.08% | 45.50% | 10.56% | 15.12% | -12.81% | 11.41% | 2.01% |
Correlation
The correlation between DASH and IPKW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.33 |
The correlation between DASH and IPKW shifts across timeframes, from 0.16 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DASH vs. IPKW — Risk / Return Rank
DASH
IPKW
DASH vs. IPKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoorDash, Inc. (DASH) and Invesco International BuyBack Achievers™ ETF (IPKW). 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.
| DASH | IPKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.33 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 2.87 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.04 | 9.91 | -10.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DASH | IPKW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 1.84 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.54 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.60 | -0.66 |
Drawdowns
DASH vs. IPKW - Drawdown Comparison
The maximum DASH drawdown since its inception was -82.49%, which is greater than IPKW's maximum drawdown of -47.24%. Use the drawdown chart below to compare losses from any high point for DASH and IPKW.
Loading charts...
Drawdown Indicators
| DASH | IPKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.49% | -47.24% | -35.25% |
Max Drawdown (1Y)Largest decline over 1 year | -47.97% | -9.14% | -38.83% |
Max Drawdown (3Y)Largest decline over 3 years | -47.97% | -17.77% | -30.20% |
Max Drawdown (5Y)Largest decline over 5 years | -82.49% | -33.18% | -49.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.24% | — |
Current DrawdownCurrent decline from peak | -45.13% | -2.45% | -42.68% |
Average DrawdownAverage peak-to-trough decline | -43.53% | -9.00% | -34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.66% | 2.64% | +24.02% |
Volatility
DASH vs. IPKW - Volatility Comparison
DoorDash, Inc. (DASH) has a higher volatility of 14.42% compared to Invesco International BuyBack Achievers™ ETF (IPKW) at 4.37%. This indicates that DASH's price experiences larger fluctuations and is considered to be riskier than IPKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DASH | IPKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.42% | 4.37% | +10.05% |
Volatility (6M)Calculated over the trailing 6-month period | 32.20% | 11.86% | +20.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.08% | 14.31% | +29.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.13% | 17.01% | +37.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.09% | 17.91% | +39.18% |
Dividends
DASH vs. IPKW - Dividend Comparison
DASH has not paid dividends to shareholders, while IPKW's dividend yield for the trailing twelve months is around 3.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASH DoorDash, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IPKW Invesco International BuyBack Achievers™ ETF | 3.52% | 3.55% | 4.12% | 2.66% | 3.77% | 7.37% | 1.45% | 2.41% | 2.61% | 0.93% | 2.82% | 1.31% |
Frequently Asked Questions
DASH and IPKW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASH has higher volatility (14.42%) compared to IPKW (4.37%). In terms of maximum drawdown, DASH dropped -82.49% vs IPKW's -47.24%.
IPKW currently has the higher Sharpe Ratio (1.84 vs -0.63), 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.
Find the right allocation for DASH and IPKW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer