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PBJ vs. IYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBJ and IYK is 0.80, 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

PBJ vs. IYK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and iShares U.S. Consumer Goods ETF (IYK). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
313.76%
520.65%
PBJ
IYK

Key characteristics

Sharpe Ratio

PBJ:

-0.20

IYK:

0.76

Sortino Ratio

PBJ:

-0.20

IYK:

1.14

Omega Ratio

PBJ:

0.98

IYK:

1.13

Calmar Ratio

PBJ:

-0.26

IYK:

0.82

Martin Ratio

PBJ:

-0.62

IYK:

2.37

Ulcer Index

PBJ:

4.05%

IYK:

3.76%

Daily Std Dev

PBJ:

12.30%

IYK:

11.72%

Max Drawdown

PBJ:

-39.15%

IYK:

-42.64%

Current Drawdown

PBJ:

-4.21%

IYK:

-0.49%

Returns By Period

In the year-to-date period, PBJ achieves a 0.81% return, which is significantly lower than IYK's 9.15% return. Over the past 10 years, PBJ has underperformed IYK with an annualized return of 5.04%, while IYK has yielded a comparatively higher 9.70% annualized return.


PBJ

YTD

0.81%

1M

0.56%

6M

-1.46%

1Y

-2.05%

5Y*

12.47%

10Y*

5.04%

IYK

YTD

9.15%

1M

0.24%

6M

3.34%

1Y

9.60%

5Y*

17.41%

10Y*

9.70%

*Annualized

Compare stocks, funds, or ETFs

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


PBJ vs. IYK - Expense Ratio Comparison

PBJ has a 0.63% expense ratio, which is higher than IYK's 0.42% expense ratio.


PBJ
Invesco Dynamic Food & Beverage ETF
Expense ratio chart for PBJ: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBJ: 0.63%
Expense ratio chart for IYK: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYK: 0.42%

Risk-Adjusted Performance

PBJ vs. IYK — Risk-Adjusted Performance Rank

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

PBJ
The Risk-Adjusted Performance Rank of PBJ is 1010
Overall Rank
The Sharpe Ratio Rank of PBJ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of PBJ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PBJ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PBJ is 88
Calmar Ratio Rank
The Martin Ratio Rank of PBJ is 1010
Martin Ratio Rank

IYK
The Risk-Adjusted Performance Rank of IYK is 6464
Overall Rank
The Sharpe Ratio Rank of IYK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IYK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IYK is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IYK is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IYK is 5858
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.

PBJ vs. IYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and iShares U.S. Consumer Goods ETF (IYK). 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.


Sharpe ratio
The chart of Sharpe ratio for PBJ, currently valued at -0.20, compared to the broader market0.002.004.00
PBJ: -0.20
IYK: 0.76
The chart of Sortino ratio for PBJ, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.0010.0012.00
PBJ: -0.20
IYK: 1.14
The chart of Omega ratio for PBJ, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
PBJ: 0.98
IYK: 1.13
The chart of Calmar ratio for PBJ, currently valued at -0.26, compared to the broader market0.005.0010.0015.00
PBJ: -0.26
IYK: 0.82
The chart of Martin ratio for PBJ, currently valued at -0.62, compared to the broader market0.0020.0040.0060.0080.00100.00
PBJ: -0.62
IYK: 2.37

The current PBJ Sharpe Ratio is -0.20, which is lower than the IYK Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PBJ and IYK, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.20
0.76
PBJ
IYK

Dividends

PBJ vs. IYK - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.44%, less than IYK's 2.42% yield.


TTM20242023202220212020201920182017201620152014
PBJ
Invesco Dynamic Food & Beverage ETF
1.44%1.11%1.80%1.81%0.90%1.12%1.21%1.41%0.70%1.56%1.24%1.32%
IYK
iShares U.S. Consumer Goods ETF
2.42%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%1.82%

Drawdowns

PBJ vs. IYK - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for PBJ and IYK. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.21%
-0.49%
PBJ
IYK

Volatility

PBJ vs. IYK - Volatility Comparison

Invesco Dynamic Food & Beverage ETF (PBJ) has a higher volatility of 4.75% compared to iShares U.S. Consumer Goods ETF (IYK) at 4.19%. This indicates that PBJ's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2025FebruaryMarchApril
4.75%
4.19%
PBJ
IYK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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