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EUAD vs. PPA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUAD vs. PPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select STOXX Europe Aerospace & Defense ETF (EUAD) and Invesco Aerospace & Defense ETF (PPA). The values are adjusted to include any dividend payments, if applicable.

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EUAD vs. PPA - Yearly Performance Comparison


2026 (YTD)20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
-3.30%74.51%-3.62%
PPA
Invesco Aerospace & Defense ETF
5.82%37.15%-1.93%

Returns By Period

In the year-to-date period, EUAD achieves a -3.30% return, which is significantly lower than PPA's 5.82% return.


EUAD

1D
4.97%
1M
-12.63%
YTD
-3.30%
6M
-12.91%
1Y
22.00%
3Y*
5Y*
10Y*

PPA

1D
3.49%
1M
-8.46%
YTD
5.82%
6M
6.62%
1Y
42.80%
3Y*
27.91%
5Y*
18.59%
10Y*
17.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUAD vs. PPA - Expense Ratio Comparison

EUAD has a 0.50% expense ratio, which is lower than PPA's 0.61% expense ratio.


Return for Risk

EUAD vs. PPA — Risk / Return Rank

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

EUAD
EUAD Risk / Return Rank: 4343
Overall Rank
EUAD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 4545
Sortino Ratio Rank
EUAD Omega Ratio Rank: 4141
Omega Ratio Rank
EUAD Calmar Ratio Rank: 4747
Calmar Ratio Rank
EUAD Martin Ratio Rank: 3737
Martin Ratio Rank

PPA
PPA Risk / Return Rank: 9292
Overall Rank
PPA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPA Sortino Ratio Rank: 9292
Sortino Ratio Rank
PPA Omega Ratio Rank: 9090
Omega Ratio Rank
PPA Calmar Ratio Rank: 9292
Calmar Ratio Rank
PPA Martin Ratio Rank: 9292
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.

EUAD vs. PPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and Invesco Aerospace & Defense ETF (PPA). 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.


EUADPPADifference

Sharpe ratio

Return per unit of total volatility

0.77

1.99

-1.22

Sortino ratio

Return per unit of downside risk

1.18

2.68

-1.50

Omega ratio

Gain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratio

Return relative to maximum drawdown

1.09

3.11

-2.02

Martin ratio

Return relative to average drawdown

3.21

12.51

-9.30

EUAD vs. PPA - Sharpe Ratio Comparison

The current EUAD Sharpe Ratio is 0.77, which is lower than the PPA Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of EUAD and PPA, 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


EUADPPADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.99

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.66

+0.78

Correlation

The correlation between EUAD and PPA is 0.46, 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

EUAD vs. PPA - Dividend Comparison

EUAD's dividend yield for the trailing twelve months is around 0.41%, more than PPA's 0.40% yield.


TTM20252024202320222021202020192018201720162015
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPA
Invesco Aerospace & Defense ETF
0.40%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%

Drawdowns

EUAD vs. PPA - Drawdown Comparison

The maximum EUAD drawdown since its inception was -19.61%, smaller than the maximum PPA drawdown of -57.37%. Use the drawdown chart below to compare losses from any high point for EUAD and PPA.


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Drawdown Indicators


EUADPPADifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-57.37%

+37.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-13.71%

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

Current Drawdown

Current decline from peak

-15.62%

-10.69%

-4.93%

Average Drawdown

Average peak-to-trough decline

-4.56%

-9.19%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

3.41%

+3.27%

Volatility

EUAD vs. PPA - Volatility Comparison

Select STOXX Europe Aerospace & Defense ETF (EUAD) has a higher volatility of 12.28% compared to Invesco Aerospace & Defense ETF (PPA) at 7.16%. This indicates that EUAD's price experiences larger fluctuations and is considered to be riskier than PPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUADPPADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

7.16%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

15.07%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

28.77%

21.64%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.32%

18.19%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.32%

20.48%

+7.84%