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PBJ vs. QLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBJ vs. QLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and FlexShares US Quality Low Volatility Index Fund (QLV). The values are adjusted to include any dividend payments, if applicable.

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PBJ vs. QLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PBJ
Invesco Dynamic Food & Beverage ETF
9.63%-1.86%2.49%2.31%3.14%26.88%5.53%2.03%
QLV
FlexShares US Quality Low Volatility Index Fund
0.10%12.28%18.08%13.71%-9.97%26.08%9.63%6.24%

Returns By Period

In the year-to-date period, PBJ achieves a 9.63% return, which is significantly higher than QLV's 0.10% 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%

QLV

1D
1.54%
1M
-3.92%
YTD
0.10%
6M
0.74%
1Y
10.86%
3Y*
13.76%
5Y*
10.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBJ vs. QLV - Expense Ratio Comparison

PBJ has a 0.63% expense ratio, which is higher than QLV's 0.22% expense ratio.


Return for Risk

PBJ vs. QLV — Risk / Return Rank

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

PBJ
PBJ Risk / Return Rank: 3030
Overall Rank
PBJ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PBJ Sortino Ratio Rank: 3333
Sortino Ratio Rank
PBJ Omega Ratio Rank: 2929
Omega Ratio Rank
PBJ Calmar Ratio Rank: 3333
Calmar Ratio Rank
PBJ Martin Ratio Rank: 2626
Martin Ratio Rank

QLV
QLV Risk / Return Rank: 5252
Overall Rank
QLV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QLV Sortino Ratio Rank: 5050
Sortino Ratio Rank
QLV Omega Ratio Rank: 5353
Omega Ratio Rank
QLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
QLV Martin Ratio Rank: 6363
Martin Ratio Rank
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. QLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.


PBJQLVDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.86

-0.28

Sortino ratio

Return per unit of downside risk

0.92

1.31

-0.39

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.78

1.19

-0.41

Martin ratio

Return relative to average drawdown

1.92

6.18

-4.26

PBJ vs. QLV - Sharpe Ratio Comparison

The current PBJ Sharpe Ratio is 0.58, which is lower than the QLV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PBJ and QLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBJQLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.86

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.83

-0.42

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

0.65

-0.18

Correlation

The correlation between PBJ and QLV 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. QLV - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.54%, less than QLV's 1.60% yield.


TTM20252024202320222021202020192018201720162015
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%
QLV
FlexShares US Quality Low Volatility Index Fund
1.60%1.60%1.66%1.60%1.74%0.96%1.24%0.58%0.00%0.00%0.00%0.00%

Drawdowns

PBJ vs. QLV - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, which is greater than QLV's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for PBJ and QLV.


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Drawdown Indicators


PBJQLVDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-33.71%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-9.75%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-17.93%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-28.49%

Current Drawdown

Current decline from peak

-3.63%

-4.29%

+0.66%

Average Drawdown

Average peak-to-trough decline

-5.41%

-4.08%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

1.88%

+3.21%

Volatility

PBJ vs. QLV - Volatility Comparison

Invesco Dynamic Food & Beverage ETF (PBJ) has a higher volatility of 4.09% compared to FlexShares US Quality Low Volatility Index Fund (QLV) at 3.18%. This indicates that PBJ's price experiences larger fluctuations and is considered to be riskier than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBJQLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

3.18%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

5.81%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

12.74%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

12.73%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

16.75%

-1.62%