DJD vs. PSMD
Compare and contrast key facts about Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Pacer Swan SOS Moderate (December) ETF (PSMD).
DJD and PSMD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJD is a passively managed fund by Invesco that tracks the performance of the Dow Jones Industrial Average Yield Weight. It was launched on Dec 16, 2015. PSMD is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
DJD vs. PSMD - Performance Comparison
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DJD vs. PSMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 5.24% | 15.83% | 13.66% | 9.41% | -0.73% | 22.40% | 1.21% |
PSMD Pacer Swan SOS Moderate (December) ETF | -1.77% | 11.45% | 12.78% | 17.46% | -4.47% | 11.23% | 0.95% |
Returns By Period
In the year-to-date period, DJD achieves a 5.24% return, which is significantly higher than PSMD's -1.77% return.
DJD
- 1D
- 1.27%
- 1M
- -4.22%
- YTD
- 5.24%
- 6M
- 9.64%
- 1Y
- 16.22%
- 3Y*
- 15.30%
- 5Y*
- 10.09%
- 10Y*
- 12.05%
PSMD
- 1D
- 1.56%
- 1M
- -2.40%
- YTD
- -1.77%
- 6M
- 0.79%
- 1Y
- 11.20%
- 3Y*
- 11.24%
- 5Y*
- 8.15%
- 10Y*
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DJD vs. PSMD - Expense Ratio Comparison
DJD has a 0.07% expense ratio, which is lower than PSMD's 0.75% expense ratio.
Return for Risk
DJD vs. PSMD — Risk / Return Rank
DJD
PSMD
DJD vs. PSMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Pacer Swan SOS Moderate (December) ETF (PSMD). 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.
| DJD | PSMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.12 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.71 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.53 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.07 | 8.66 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJD | PSMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.12 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.95 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 1.03 | -0.31 |
Correlation
The correlation between DJD and PSMD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DJD vs. PSMD - Dividend Comparison
DJD's dividend yield for the trailing twelve months is around 2.55%, while PSMD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 2.55% | 2.62% | 3.00% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 2.75% | 2.46% | 0.08% |
PSMD Pacer Swan SOS Moderate (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DJD vs. PSMD - Drawdown Comparison
The maximum DJD drawdown since its inception was -34.66%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DJD and PSMD.
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Drawdown Indicators
| DJD | PSMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -11.96% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -7.51% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -11.96% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -4.23% | -2.89% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -1.71% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.32% | +1.14% |
Volatility
DJD vs. PSMD - Volatility Comparison
Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a higher volatility of 3.41% compared to Pacer Swan SOS Moderate (December) ETF (PSMD) at 3.10%. This indicates that DJD's price experiences larger fluctuations and is considered to be riskier than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJD | PSMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.10% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 4.39% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.92% | 10.09% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 8.60% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 8.56% | +8.08% |