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IGPT vs. CHAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGPT and CHAT is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IGPT vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco AI and Next Gen Software ETF (IGPT) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
20.44%
37.81%
IGPT
CHAT

Key characteristics

Sharpe Ratio

IGPT:

-0.13

CHAT:

0.24

Sortino Ratio

IGPT:

0.02

CHAT:

0.57

Omega Ratio

IGPT:

1.00

CHAT:

1.08

Calmar Ratio

IGPT:

-0.14

CHAT:

0.26

Martin Ratio

IGPT:

-0.39

CHAT:

0.80

Ulcer Index

IGPT:

10.33%

CHAT:

10.12%

Daily Std Dev

IGPT:

30.71%

CHAT:

33.99%

Max Drawdown

IGPT:

-48.44%

CHAT:

-31.34%

Current Drawdown

IGPT:

-18.45%

CHAT:

-19.15%

Returns By Period

In the year-to-date period, IGPT achieves a -10.28% return, which is significantly higher than CHAT's -11.75% return.


IGPT

YTD

-10.28%

1M

-0.39%

6M

-12.26%

1Y

-5.56%

5Y*

9.15%

10Y*

13.82%

CHAT

YTD

-11.75%

1M

1.29%

6M

-8.05%

1Y

5.89%

5Y*

N/A

10Y*

N/A

*Annualized

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IGPT vs. CHAT - Expense Ratio Comparison

IGPT has a 0.60% expense ratio, which is lower than CHAT's 0.75% expense ratio.


Expense ratio chart for CHAT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHAT: 0.75%
Expense ratio chart for IGPT: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGPT: 0.60%

Risk-Adjusted Performance

IGPT vs. CHAT — Risk-Adjusted Performance Rank

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

IGPT
The Risk-Adjusted Performance Rank of IGPT is 1515
Overall Rank
The Sharpe Ratio Rank of IGPT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IGPT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of IGPT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IGPT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IGPT is 1414
Martin Ratio Rank

CHAT
The Risk-Adjusted Performance Rank of CHAT is 4343
Overall Rank
The Sharpe Ratio Rank of CHAT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CHAT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CHAT is 4444
Omega Ratio Rank
The Calmar Ratio Rank of CHAT is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CHAT is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGPT vs. CHAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AI and Next Gen Software ETF (IGPT) and Roundhill Generative AI & Technology ETF (CHAT). 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.


The chart of Sharpe ratio for IGPT, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
IGPT: -0.13
CHAT: 0.24
The chart of Sortino ratio for IGPT, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
IGPT: 0.02
CHAT: 0.57
The chart of Omega ratio for IGPT, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
IGPT: 1.00
CHAT: 1.08
The chart of Calmar ratio for IGPT, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
IGPT: -0.14
CHAT: 0.26
The chart of Martin ratio for IGPT, currently valued at -0.39, compared to the broader market0.0020.0040.0060.00
IGPT: -0.39
CHAT: 0.80

The current IGPT Sharpe Ratio is -0.13, which is lower than the CHAT Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of IGPT and CHAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.13
0.24
IGPT
CHAT

Dividends

IGPT vs. CHAT - Dividend Comparison

Neither IGPT nor CHAT has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IGPT
Invesco AI and Next Gen Software ETF
0.00%0.00%0.00%4.23%18.63%0.11%0.15%0.00%0.00%0.10%0.44%0.29%
CHAT
Roundhill Generative AI & Technology ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGPT vs. CHAT - Drawdown Comparison

The maximum IGPT drawdown since its inception was -48.44%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for IGPT and CHAT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.45%
-19.15%
IGPT
CHAT

Volatility

IGPT vs. CHAT - Volatility Comparison

The current volatility for Invesco AI and Next Gen Software ETF (IGPT) is 19.01%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 20.43%. This indicates that IGPT experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.01%
20.43%
IGPT
CHAT