PortfoliosLab logoPortfoliosLab logo
PBJ vs. DVXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBJ vs. DVXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and WEBs Consumer Staples XLP Defined Volatility ETF (DVXP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PBJ achieves a 6.38% return, which is significantly lower than DVXP's 8.96% return.


PBJ

1D
-0.35%
1M
-4.27%
YTD
6.38%
6M
5.80%
1Y
0.42%
3Y*
2.79%
5Y*
3.14%
10Y*
5.27%

DVXP

1D
0.56%
1M
-3.05%
YTD
8.96%
6M
7.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBJ vs. DVXP - Yearly Performance Comparison


Correlation

The correlation between PBJ and DVXP is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.74

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PBJ vs. DVXP — Risk / Return Rank

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

PBJ
PBJ Risk / Return Rank: 99
Overall Rank
PBJ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PBJ Sortino Ratio Rank: 88
Sortino Ratio Rank
PBJ Omega Ratio Rank: 88
Omega Ratio Rank
PBJ Calmar Ratio Rank: 99
Calmar Ratio Rank
PBJ Martin Ratio Rank: 99
Martin Ratio Rank

DVXP
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.

PBJ vs. DVXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and WEBs Consumer Staples XLP Defined Volatility ETF (DVXP). 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.


PBJDVXPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.03

Martin ratioReturn relative to average drawdown

0.08

PBJ vs. DVXP - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


PBJDVXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.12

+0.58

Drawdowns

PBJ vs. DVXP - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for PBJ and DVXP.


Loading charts...

Drawdown Indicators


PBJDVXPDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-16.36%

-22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-28.49%

Current Drawdown

Current decline from peak

-6.48%

-12.38%

+5.90%

Average Drawdown

Average peak-to-trough decline

-5.39%

-8.26%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

Volatility

PBJ vs. DVXP - Volatility Comparison


Loading charts...

Volatility by Period


PBJDVXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

21.03%

-8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

21.03%

-7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

21.03%

-5.92%

PBJ vs. DVXP - Expense Ratio Comparison

PBJ has a 0.63% expense ratio, which is lower than DVXP's 0.89% expense ratio.


Dividends

PBJ vs. DVXP - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.58%, more than DVXP's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
DVXP
WEBs Consumer Staples XLP Defined Volatility ETF
0.17%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBJ
Invesco Dynamic Food & Beverage ETF
1.58%1.83%1.11%1.81%1.82%0.90%1.12%1.21%1.41%0.70%1.56%1.24%

Frequently Asked Questions


PBJ and DVXP have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBJ is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBJ is cheaper with a 0.63% expense ratio, compared with 0.89% for DVXP.

PBJ has the higher dividend yield at 1.58%, compared with 0.17% for DVXP.

PBJ tracks Dynamic Food & Beverage Intellidex Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: Invesco and WEBs. Their fees differ too: 0.63% for PBJ and 0.89% for DVXP.

Portfolio Optimizer

Find the right allocation for PBJ and DVXP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer