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ETEC vs. PXQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETEC vs. PXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Breakthrough Environmental Solutions ETF (ETEC) and Invesco Dynamic Networking ETF (PXQ). The values are adjusted to include any dividend payments, if applicable.

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ETEC vs. PXQ - Yearly Performance Comparison


2026 (YTD)202520242023
ETEC
iShares Breakthrough Environmental Solutions ETF
7.95%31.89%-18.16%-6.50%
PXQ
Invesco Dynamic Networking ETF
3.66%28.65%19.41%19.70%

Returns By Period

In the year-to-date period, ETEC achieves a 7.95% return, which is significantly higher than PXQ's 3.66% return.


ETEC

1D
3.83%
1M
-2.54%
YTD
7.95%
6M
10.42%
1Y
44.91%
3Y*
2.50%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETEC vs. PXQ - Expense Ratio Comparison

ETEC has a 0.47% expense ratio, which is lower than PXQ's 0.63% expense ratio.


Return for Risk

ETEC vs. PXQ — Risk / Return Rank

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

ETEC
ETEC Risk / Return Rank: 8686
Overall Rank
ETEC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETEC Sortino Ratio Rank: 8888
Sortino Ratio Rank
ETEC Omega Ratio Rank: 8383
Omega Ratio Rank
ETEC Calmar Ratio Rank: 8585
Calmar Ratio Rank
ETEC Martin Ratio Rank: 8787
Martin Ratio Rank

PXQ
PXQ Risk / Return Rank: 8888
Overall Rank
PXQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8484
Omega Ratio Rank
PXQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXQ Martin Ratio Rank: 9494
Martin Ratio Rank
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.

ETEC vs. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Breakthrough Environmental Solutions ETF (ETEC) 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.


ETECPXQDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.70

+0.03

Sortino ratio

Return per unit of downside risk

2.43

2.39

+0.04

Omega ratio

Gain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratio

Return relative to maximum drawdown

2.56

3.03

-0.46

Martin ratio

Return relative to average drawdown

10.69

14.17

-3.47

ETEC vs. PXQ - Sharpe Ratio Comparison

The current ETEC Sharpe Ratio is 1.73, which is comparable to the PXQ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ETEC and PXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETECPXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.70

+0.03

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

0.12

0.48

-0.36

Correlation

The correlation between ETEC and PXQ is 0.61, 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

ETEC vs. PXQ - Dividend Comparison

ETEC's dividend yield for the trailing twelve months is around 0.30%, less than PXQ's 0.90% yield.


TTM2025202420232022202120202019201820172016
ETEC
iShares Breakthrough Environmental Solutions ETF
0.30%0.33%1.24%4.18%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

ETEC vs. PXQ - Drawdown Comparison

The maximum ETEC drawdown since its inception was -39.71%, smaller than the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for ETEC and PXQ.


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Drawdown Indicators


ETECPXQDifference

Max Drawdown

Largest peak-to-trough decline

-39.71%

-57.18%

+17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-12.94%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-34.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-6.93%

-6.94%

+0.01%

Average Drawdown

Average peak-to-trough decline

-15.77%

-10.82%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.76%

+1.24%

Volatility

ETEC vs. PXQ - Volatility Comparison

iShares Breakthrough Environmental Solutions ETF (ETEC) and Invesco Dynamic Networking ETF (PXQ) have volatilities of 8.67% and 8.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETECPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

8.61%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

15.47%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

23.27%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

22.86%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

22.72%

+1.13%