LOGO vs. PWC

Last updated Jun 5, 2026

LOGO (Alpha Brands Consumption Leaders ETF) and PWC (Invesco Dynamic Market ETF) are both Mid Cap Blend Equities funds. LOGO is actively managed, while PWC is passively managed. Over the past year, LOGO returned 4.09% vs 10.03% for PWC. A 0.51 correlation means they provide meaningful diversification when combined. LOGO charges 0.69%/yr vs 0.60%/yr for PWC.

Performance

LOGO vs. PWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Brands Consumption Leaders ETF (LOGO) and Invesco Dynamic Market ETF (PWC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOGO achieves a 0.33% return, which is significantly lower than PWC's 6.62% return.

LOGO

• 1D: 5.13%
• 1M: 2.53%
• YTD: 0.33%
• 6M: -0.33%
• 1Y: 4.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PWC

• 1D: 0.73%
• 1M: 0.87%
• YTD: 6.62%
• 6M: 6.60%
• 1Y: 10.03%
• 3Y*: 14.03%
• 5Y*: 6.25%
• 10Y*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGO vs. PWC - Yearly Performance Comparison

	2026 (YTD)	2025
LOGO Alpha Brands Consumption Leaders ETF	0.33%	5.34%
PWC Invesco Dynamic Market ETF	6.62%	3.79%

Correlation

The correlation between LOGO and PWC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 29, 2025	0.51

The correlation between LOGO and PWC has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.

Return for Risk

LOGO vs. PWC — Risk / Return Rank

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

LOGO

LOGO Risk / Return Rank: 12
LOGO Sharpe Ratio Rank: 13
LOGO Sortino Ratio Rank: 13
LOGO Omega Ratio Rank: 13
LOGO Calmar Ratio Rank: 12
LOGO Martin Ratio Rank: 12

PWC

PWC Risk / Return Rank: 30
PWC Sharpe Ratio Rank: 29
PWC Sortino Ratio Rank: 29
PWC Omega Ratio Rank: 27
PWC Calmar Ratio Rank: 32
PWC Martin Ratio Rank: 33

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.

LOGO vs. PWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) and Invesco Dynamic Market ETF (PWC). 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.

	LOGO	PWC	Difference
Sharpe ratio: Return per unit of total volatility	0.26	1.03	-0.77
Sortino ratio: Return per unit of downside risk	0.47	1.55	-1.08
Omega ratio: Gain probability vs. loss probability	1.06	1.18	-0.12
Calmar ratio: Return relative to maximum drawdown	0.22	1.56	-1.34
Martin ratio: Return relative to average drawdown	0.56	4.78	-4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOGO vs. PWC - Sharpe Ratio Comparison

The current LOGO Sharpe Ratio is 0.26, which is lower than the PWC Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of LOGO and PWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOGO	PWC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	1.03	-0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.11	+0.25

Drawdowns

LOGO vs. PWC - Drawdown Comparison

The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum PWC drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for LOGO and PWC.

Drawdown Indicators

	LOGO	PWC	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-78.13%	+59.79%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-6.45%	-11.89%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.12%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.45%	—
Current Drawdown Current decline from peak	-6.48%	-1.65%	-4.83%
Average Drawdown Average peak-to-trough decline	-5.76%	-36.20%	+30.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.37%	2.10%	+5.27%

Volatility

LOGO vs. PWC - Volatility Comparison

Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 8.32% compared to Invesco Dynamic Market ETF (PWC) at 2.26%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier than PWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOGO	PWC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	2.26%	+6.06%
Volatility (6M) Calculated over the trailing 6-month period	12.93%	7.21%	+5.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	9.77%	+6.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	16.07%	-0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	18.81%	-3.13%

LOGO vs. PWC - Expense Ratio Comparison

LOGO has a 0.69% expense ratio, which is higher than PWC's 0.60% expense ratio.

Dividends

LOGO vs. PWC - Dividend Comparison

LOGO has not paid dividends to shareholders, while PWC's dividend yield for the trailing twelve months is around 1.67%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOGO Alpha Brands Consumption Leaders 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%
PWC Invesco Dynamic Market ETF	1.67%	1.77%	1.58%	1.67%	1.51%	0.56%	1.09%	0.95%	1.44%	1.75%	1.35%	1.02%

Frequently Asked Questions

Can I hold both LOGO and PWC in my portfolio?

LOGO and PWC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOGO or PWC?

LOGO has higher volatility (8.32%) compared to PWC (2.26%). In terms of maximum drawdown, LOGO dropped -18.34% vs PWC's -78.13%.

Which ETF is better, LOGO or PWC?

On 1-year performance, PWC leads with 10.03% vs 4.09% for LOGO. On fees, PWC is cheaper at 0.60% per year. On volatility, PWC has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOGO or PWC?

Over the 1-year period, PWC has performed better with a 10.03% return vs 4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOGO or PWC?

PWC is cheaper with a 0.60% expense ratio, compared with 0.69% for LOGO.

Which ETF pays a higher dividend yield, LOGO or PWC?

PWC has the higher dividend yield at 1.67%, compared with 0.00% for LOGO.

What is the main difference between LOGO and PWC?

They also come from different issuers: Alpha Brands and Invesco. Their fees differ too: 0.69% for LOGO and 0.60% for PWC.

Which has better risk-adjusted returns?

PWC currently has the higher Sharpe Ratio (1.03 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.