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

Correlation

The correlation between IGPT and VPN is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

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Performance

IGPT vs. VPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco AI and Next Gen Software ETF (IGPT) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-18.64%
-16.68%
JBHT
AAPL

Key characteristics

Sharpe Ratio

IGPT:

-0.76

VPN:

0.02

Sortino Ratio

IGPT:

-0.90

VPN:

0.17

Omega Ratio

IGPT:

0.89

VPN:

1.02

Calmar Ratio

IGPT:

-0.73

VPN:

0.02

Martin Ratio

IGPT:

-2.33

VPN:

0.09

Ulcer Index

IGPT:

8.76%

VPN:

5.14%

Daily Std Dev

IGPT:

26.85%

VPN:

22.09%

Max Drawdown

IGPT:

-48.44%

VPN:

-39.01%

Current Drawdown

IGPT:

-27.81%

VPN:

-21.16%

Returns By Period

In the year-to-date period, IGPT achieves a -20.58% return, which is significantly lower than VPN's -8.40% return.


IGPT

YTD

-20.58%

1M

-16.50%

6M

-21.31%

1Y

-19.28%

5Y*

9.35%

10Y*

12.43%

VPN

YTD

-8.40%

1M

-13.02%

6M

-12.10%

1Y

2.14%

5Y*

N/A

10Y*

N/A

*Annualized

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IGPT vs. VPN - Expense Ratio Comparison

IGPT has a 0.60% expense ratio, which is higher than VPN's 0.50% expense ratio.


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

Risk-Adjusted Performance

IGPT vs. VPN — 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 55
Overall Rank
The Sharpe Ratio Rank of IGPT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IGPT is 66
Sortino Ratio Rank
The Omega Ratio Rank of IGPT is 66
Omega Ratio Rank
The Calmar Ratio Rank of IGPT is 33
Calmar Ratio Rank
The Martin Ratio Rank of IGPT is 44
Martin Ratio Rank

VPN
The Risk-Adjusted Performance Rank of VPN is 5151
Overall Rank
The Sharpe Ratio Rank of VPN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VPN is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VPN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VPN is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VPN is 5151
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. VPN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AI and Next Gen Software ETF (IGPT) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). 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 JBHT, currently valued at -0.96, compared to the broader market-1.000.001.002.003.004.005.00
JBHT: -0.96
AAPL: 0.40
The chart of Sortino ratio for JBHT, currently valued at -1.26, compared to the broader market-2.000.002.004.006.008.0010.00
JBHT: -1.26
AAPL: 0.79
The chart of Omega ratio for JBHT, currently valued at 0.83, compared to the broader market0.501.001.502.002.50
JBHT: 0.83
AAPL: 1.11
The chart of Calmar ratio for JBHT, currently valued at -0.75, compared to the broader market0.005.0010.0015.00
JBHT: -0.75
AAPL: 0.38
The chart of Martin ratio for JBHT, currently valued at -2.19, compared to the broader market0.0020.0040.0060.0080.00
JBHT: -2.19
AAPL: 1.66

The current IGPT Sharpe Ratio is -0.76, which is lower than the VPN Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IGPT and VPN, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.96
0.40
JBHT
AAPL

Dividends

IGPT vs. VPN - Dividend Comparison

IGPT has not paid dividends to shareholders, while VPN's dividend yield for the trailing twelve months is around 1.87%.


TTM20242023202220212020201920182017201620152014

Drawdowns

IGPT vs. VPN - Drawdown Comparison

The maximum IGPT drawdown since its inception was -48.44%, which is greater than VPN's maximum drawdown of -39.01%. Use the drawdown chart below to compare losses from any high point for IGPT and VPN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.98%
-26.40%
JBHT
AAPL

Volatility

IGPT vs. VPN - Volatility Comparison

The current volatility for Invesco AI and Next Gen Software ETF (IGPT) is NaN%, while Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a volatility of NaN%. This indicates that IGPT experiences smaller price fluctuations and is considered to be less risky than VPN 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
17.14%
21.56%
JBHT
AAPL

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