PBJA vs. DGT

In the year-to-date period, PBJA achieves a 1.62% return, which is significantly lower than DGT's 11.35% return.

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Both PBJA and DGT have an expense ratio of 0.50%.

This table presents a comparison of risk-adjusted performance metrics for PGIM US Large-Cap Buffer 20 ETF - January (PBJA) and SPDR Global Dow ETF (DGT). 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.

The current PBJA Sharpe Ratio is 0.98, which is comparable to the DGT Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PBJA and DGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PBJA has not paid dividends to shareholders, while DGT's dividend yield for the trailing twelve months is around 2.56%.

The maximum PBJA drawdown since its inception was -8.50%, smaller than the maximum DGT drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for PBJA and DGT.

The current volatility for PGIM US Large-Cap Buffer 20 ETF - January (PBJA) is 2.19%, while SPDR Global Dow ETF (DGT) has a volatility of 3.12%. This indicates that PBJA experiences smaller price fluctuations and is considered to be less risky than DGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.