GTEK vs. PUI
Compare and contrast key facts about Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Invesco DWA Utilities Momentum ETF (PUI).
GTEK and PUI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GTEK is an actively managed fund by Goldman Sachs. It was launched on Sep 14, 2021. PUI is a passively managed fund by Invesco that tracks the performance of the DWA Utilities Technical Leaders Index. It was launched on Oct 26, 2005.
Performance
GTEK vs. PUI - Performance Comparison
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GTEK vs. PUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GTEK Goldman Sachs Future Tech Leaders Equity ETF | 4.62% | 23.68% | 15.94% | 33.58% | -46.73% | -3.14% |
PUI Invesco DWA Utilities Momentum ETF | 9.10% | 15.25% | 23.91% | -4.47% | -2.17% | 6.66% |
Returns By Period
In the year-to-date period, GTEK achieves a 4.62% return, which is significantly lower than PUI's 9.10% return.
GTEK
- 1D
- 2.22%
- 1M
- -3.91%
- YTD
- 4.62%
- 6M
- 6.59%
- 1Y
- 39.29%
- 3Y*
- 20.43%
- 5Y*
- —
- 10Y*
- —
PUI
- 1D
- 0.58%
- 1M
- -1.24%
- YTD
- 9.10%
- 6M
- 3.61%
- 1Y
- 17.79%
- 3Y*
- 15.18%
- 5Y*
- 9.79%
- 10Y*
- 9.01%
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GTEK vs. PUI - Expense Ratio Comparison
GTEK has a 0.75% expense ratio, which is higher than PUI's 0.60% expense ratio.
Return for Risk
GTEK vs. PUI — Risk / Return Rank
GTEK
PUI
GTEK vs. PUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Invesco DWA Utilities Momentum ETF (PUI). 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.
| GTEK | PUI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.11 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.51 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.63 | +1.07 |
Martin ratioReturn relative to average drawdown | 10.40 | 3.79 | +6.61 |
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
| GTEK | PUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.11 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.46 | -0.43 |
Correlation
The correlation between GTEK and PUI is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GTEK vs. PUI - Dividend Comparison
GTEK has not paid dividends to shareholders, while PUI's dividend yield for the trailing twelve months is around 2.05%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTEK Goldman Sachs Future Tech Leaders Equity ETF | 0.00% | 0.00% | 0.00% | 0.26% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PUI Invesco DWA Utilities Momentum ETF | 2.05% | 2.22% | 2.06% | 2.36% | 2.16% | 2.03% | 2.42% | 2.02% | 1.87% | 2.98% | 3.35% | 2.82% |
Drawdowns
GTEK vs. PUI - Drawdown Comparison
The maximum GTEK drawdown since its inception was -53.77%, which is greater than PUI's maximum drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for GTEK and PUI.
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Drawdown Indicators
| GTEK | PUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -43.20% | -10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -11.07% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -5.68% | -2.03% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -28.51% | -8.51% | -20.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 4.77% | -0.84% |
Volatility
GTEK vs. PUI - Volatility Comparison
Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 10.77% compared to Invesco DWA Utilities Momentum ETF (PUI) at 4.71%. This indicates that GTEK's price experiences larger fluctuations and is considered to be riskier than PUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTEK | PUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 4.71% | +6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 19.95% | 10.91% | +9.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.78% | 16.10% | +12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.05% | 16.52% | +11.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 19.04% | +9.01% |