PBJ vs. GXPS

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Dynamic Food & Beverage ETF (PBJ) and Global X PureCap MSCI Consumer Staples ETF (GXPS).

PBJ and GXPS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PBJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Food & Beverage Intellidex Index. It was launched on Jun 23, 2005. GXPS is a passively managed fund by Global X that tracks the performance of the MSCI USA Consumer Staples Index. It was launched on Jul 22, 2025. Both PBJ and GXPS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PBJ vs. GXPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and Global X PureCap MSCI Consumer Staples ETF (GXPS). The values are adjusted to include any dividend payments, if applicable.

PBJ vs. GXPS - Yearly Performance Comparison

	2026 (YTD)	2025
PBJ Invesco Dynamic Food & Beverage ETF	9.63%	-7.95%
GXPS Global X PureCap MSCI Consumer Staples ETF	7.90%	-1.72%

Returns By Period

In the year-to-date period, PBJ achieves a 9.63% return, which is significantly higher than GXPS's 7.90% return.

PBJ

• 1D: 0.48%
• 1M: -3.63%
• YTD: 9.63%
• 6M: 7.39%
• 1Y: 8.24%
• 3Y*: 3.42%
• 5Y*: 5.64%
• 10Y*: 5.50%

GXPS

• 1D: 0.02%
• 1M: -7.32%
• YTD: 7.90%
• 6M: 7.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PBJ vs. GXPS - Expense Ratio Comparison

PBJ has a 0.63% expense ratio, which is higher than GXPS's 0.25% expense ratio.

PBJ

Invesco Dynamic Food & Beverage ETF

GXPS

Global X PureCap MSCI Consumer Staples ETF

Return for Risk

PBJ vs. GXPS — Risk / Return Rank

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

PBJ

PBJ Risk / Return Rank: 30
PBJ Sharpe Ratio Rank: 32
PBJ Sortino Ratio Rank: 33
PBJ Omega Ratio Rank: 29
PBJ Calmar Ratio Rank: 33
PBJ Martin Ratio Rank: 26

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. GXPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and Global X PureCap MSCI Consumer Staples ETF (GXPS). 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.

	PBJ	GXPS	Difference
Sharpe ratio Return per unit of total volatility	0.58	—	—
Sortino ratio Return per unit of downside risk	0.92	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.78	—	—
Martin ratio Return relative to average drawdown	1.92	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PBJ	GXPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.67	-0.20

Correlation

The correlation between PBJ and GXPS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PBJ vs. GXPS - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.54%, more than GXPS's 0.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBJ Invesco Dynamic Food & Beverage ETF	1.54%	1.83%	1.11%	1.81%	1.82%	0.90%	1.12%	1.21%	1.41%	0.70%	1.56%	1.24%
GXPS Global X PureCap MSCI Consumer Staples ETF	0.55%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PBJ vs. GXPS - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for PBJ and GXPS.

Drawdown Indicators

	PBJ	GXPS	Difference
Max Drawdown Largest peak-to-trough decline	-39.15%	-9.20%	-29.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	—	—
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	-3.63%	-7.32%	+3.69%
Average Drawdown Average peak-to-trough decline	-5.41%	-3.40%	-2.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	—	—

Volatility

Volatility by Period

	PBJ	GXPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.43%	13.37%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.74%	13.37%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	13.37%	+1.76%