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PBP vs. PAPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBP vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 BuyWrite ETF (PBP) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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PBP vs. PAPI - Yearly Performance Comparison


2026 (YTD)202520242023
PBP
Invesco S&P 500 BuyWrite ETF
-1.04%8.49%19.83%4.21%
PAPI
Parametric Equity Premium Income ETF
8.31%6.33%8.90%5.36%

Returns By Period

In the year-to-date period, PBP achieves a -1.04% return, which is significantly lower than PAPI's 8.31% return.


PBP

1D
2.04%
1M
-2.62%
YTD
-1.04%
6M
5.76%
1Y
11.29%
3Y*
10.74%
5Y*
7.48%
10Y*
6.70%

PAPI

1D
0.54%
1M
-2.62%
YTD
8.31%
6M
9.20%
1Y
11.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBP vs. PAPI - Expense Ratio Comparison

Both PBP and PAPI have an expense ratio of 0.29%.


Return for Risk

PBP vs. PAPI — Risk / Return Rank

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

PBP
PBP Risk / Return Rank: 5656
Overall Rank
PBP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PBP Sortino Ratio Rank: 4949
Sortino Ratio Rank
PBP Omega Ratio Rank: 6969
Omega Ratio Rank
PBP Calmar Ratio Rank: 4747
Calmar Ratio Rank
PBP Martin Ratio Rank: 6767
Martin Ratio Rank

PAPI
PAPI Risk / Return Rank: 4646
Overall Rank
PAPI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 4646
Sortino Ratio Rank
PAPI Omega Ratio Rank: 4343
Omega Ratio Rank
PAPI Calmar Ratio Rank: 4444
Calmar Ratio Rank
PAPI Martin Ratio Rank: 5050
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.

PBP vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 BuyWrite ETF (PBP) and Parametric Equity Premium Income ETF (PAPI). 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.


PBPPAPIDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.82

-0.02

Sortino ratio

Return per unit of downside risk

1.27

1.23

+0.04

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

1.12

1.08

+0.04

Martin ratio

Return relative to average drawdown

6.40

4.62

+1.78

PBP vs. PAPI - Sharpe Ratio Comparison

The current PBP Sharpe Ratio is 0.80, which is comparable to the PAPI Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PBP and PAPI, 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


PBPPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.82

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.02

-0.69

Correlation

The correlation between PBP and PAPI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PBP vs. PAPI - Dividend Comparison

PBP's dividend yield for the trailing twelve months is around 11.63%, more than PAPI's 7.50% yield.


TTM20252024202320222021202020192018201720162015
PBP
Invesco S&P 500 BuyWrite ETF
11.63%11.12%9.36%3.35%1.33%6.21%1.41%5.04%2.59%10.86%2.56%6.19%
PAPI
Parametric Equity Premium Income ETF
7.50%7.59%7.07%1.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBP vs. PAPI - Drawdown Comparison

The maximum PBP drawdown since its inception was -43.43%, which is greater than PAPI's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for PBP and PAPI.


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Drawdown Indicators


PBPPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-14.27%

-29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-11.59%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

Current Drawdown

Current decline from peak

-3.29%

-2.82%

-0.47%

Average Drawdown

Average peak-to-trough decline

-6.75%

-2.57%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.72%

-0.93%

Volatility

PBP vs. PAPI - Volatility Comparison

Invesco S&P 500 BuyWrite ETF (PBP) has a higher volatility of 4.09% compared to Parametric Equity Premium Income ETF (PAPI) at 3.21%. This indicates that PBP's price experiences larger fluctuations and is considered to be riskier than PAPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBPPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

3.21%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

7.51%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

14.14%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

11.96%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

11.96%

+1.73%