DAT vs. PXQ
Compare and contrast key facts about ProShares Big Data Refiners ETF (DAT) and Invesco Dynamic Networking ETF (PXQ).
DAT and PXQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DAT is a passively managed fund by ProShares that tracks the performance of the FactSet Big Data Refiners Index. It was launched on Sep 29, 2021. PXQ is a passively managed fund by Invesco that tracks the performance of the Dynamic Networking Intellidex Index. It was launched on Jun 23, 2005. Both DAT and PXQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DAT vs. PXQ - Performance Comparison
Loading graphics...
DAT vs. PXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | -24.83% | 3.49% | 33.22% | 51.76% | -44.33% | -3.78% |
PXQ Invesco Dynamic Networking ETF | 3.66% | 28.65% | 19.41% | 27.39% | -29.54% | 12.32% |
Returns By Period
In the year-to-date period, DAT achieves a -24.83% return, which is significantly lower than PXQ's 3.66% return.
DAT
- 1D
- 2.47%
- 1M
- -6.54%
- YTD
- -24.83%
- 6M
- -28.77%
- 1Y
- -13.31%
- 3Y*
- 11.65%
- 5Y*
- —
- 10Y*
- —
PXQ
- 1D
- 3.38%
- 1M
- -6.68%
- YTD
- 3.66%
- 6M
- 9.60%
- 1Y
- 39.27%
- 3Y*
- 23.01%
- 5Y*
- 11.86%
- 10Y*
- 16.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DAT vs. PXQ - Expense Ratio Comparison
DAT has a 0.58% expense ratio, which is lower than PXQ's 0.63% expense ratio.
Return for Risk
DAT vs. PXQ — Risk / Return Rank
DAT
PXQ
DAT vs. PXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and Invesco Dynamic Networking ETF (PXQ). 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.
| DAT | PXQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.42 | 1.70 | -2.12 |
Sortino ratioReturn per unit of downside risk | -0.42 | 2.39 | -2.81 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.33 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.03 | -3.49 |
Martin ratioReturn relative to average drawdown | -1.27 | 14.17 | -15.44 |
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 graphics...
Sharpe Ratios by Period
| DAT | PXQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | 1.70 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.48 | -0.60 |
Correlation
The correlation between DAT and PXQ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DAT vs. PXQ - Dividend Comparison
DAT has not paid dividends to shareholders, while PXQ's dividend yield for the trailing twelve months is around 0.90%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PXQ Invesco Dynamic Networking ETF | 0.90% | 0.86% | 1.38% | 0.60% | 2.24% | 0.55% | 0.18% | 0.44% | 1.22% | 0.66% | 0.44% |
Drawdowns
DAT vs. PXQ - Drawdown Comparison
The maximum DAT drawdown since its inception was -56.22%, roughly equal to the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for DAT and PXQ.
Loading graphics...
Drawdown Indicators
| DAT | PXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -57.18% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -31.89% | -12.94% | -18.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.55% | — |
Current DrawdownCurrent decline from peak | -30.23% | -6.94% | -23.29% |
Average DrawdownAverage peak-to-trough decline | -26.38% | -10.82% | -15.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.70% | 2.76% | +8.94% |
Volatility
DAT vs. PXQ - Volatility Comparison
The current volatility for ProShares Big Data Refiners ETF (DAT) is 7.86%, while Invesco Dynamic Networking ETF (PXQ) has a volatility of 8.61%. This indicates that DAT experiences smaller price fluctuations and is considered to be less risky than PXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DAT | PXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 8.61% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 15.47% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.52% | 23.27% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.61% | 22.86% | +10.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.61% | 22.72% | +10.89% |