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PBTP vs. XMMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBTP vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBTP achieves a 1.42% return, which is significantly lower than XMMO's 25.95% return.


PBTP

1D
-0.18%
1M
-0.30%
YTD
1.42%
6M
1.44%
1Y
3.62%
3Y*
4.97%
5Y*
3.22%
10Y*

XMMO

1D
1.31%
1M
5.63%
YTD
25.95%
6M
23.04%
1Y
40.85%
3Y*
32.12%
5Y*
16.76%
10Y*
20.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBTP vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
1.42%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%
XMMO
Invesco S&P MidCap Momentum ETF
25.95%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%11.04%

Correlation

The correlation between PBTP and XMMO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.12

The correlation between PBTP and XMMO shifts across timeframes, from 0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PBTP vs. XMMO — Risk / Return Rank

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

PBTP
PBTP Risk / Return Rank: 8282
Overall Rank
PBTP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 8282
Sortino Ratio Rank
PBTP Omega Ratio Rank: 8282
Omega Ratio Rank
PBTP Calmar Ratio Rank: 8888
Calmar Ratio Rank
PBTP Martin Ratio Rank: 8686
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7474
Overall Rank
XMMO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 6363
Sortino Ratio Rank
XMMO Omega Ratio Rank: 6262
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8888
Calmar Ratio Rank
XMMO Martin Ratio Rank: 9090
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.

PBTP vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PBTPXMMODifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.47

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

4.98

4.92

+0.06

Martin ratioReturn relative to average drawdown

17.63

19.55

-1.93

PBTP vs. XMMO - Sharpe Ratio Comparison

The current PBTP Sharpe Ratio is 2.25, which is comparable to the XMMO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PBTP and XMMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBTP vs. XMMO - Drawdown Comparison

The maximum PBTP drawdown since its inception was -5.44%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for PBTP and XMMO.


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Drawdown Indicators


PBTPXMMODifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-55.37%

+49.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-8.34%

+7.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-24.93%

+23.90%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

-27.91%

+22.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-0.75%

-9.43%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

2.09%

-1.88%

Volatility

PBTP vs. XMMO - Volatility Comparison

The current volatility for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) is 0.63%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 8.04%. This indicates that PBTP experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBTPXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

8.04%

-7.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

16.60%

-15.43%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

19.82%

-18.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

21.62%

-18.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.64%

22.35%

-19.71%

PBTP vs. XMMO - Expense Ratio Comparison

PBTP has a 0.07% expense ratio, which is lower than XMMO's 0.35% expense ratio.


Dividends

PBTP vs. XMMO - Dividend Comparison

PBTP's dividend yield for the trailing twelve months is around 5.86%, more than XMMO's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
5.86%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.74%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Frequently Asked Questions


PBTP and XMMO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMMO has higher volatility (8.04%) compared to PBTP (0.63%). In terms of maximum drawdown, PBTP dropped -5.44% vs XMMO's -55.37%.

On 5-year performance, XMMO leads with 16.76% vs 3.22% for PBTP. On fees, PBTP is cheaper at 0.07% per year. On volatility, PBTP has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XMMO has performed better with a 16.76% return vs 3.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBTP is cheaper with a 0.07% expense ratio, compared with 0.35% for XMMO.

PBTP has the higher dividend yield at 5.86%, compared with 0.74% for XMMO.

PBTP is categorized as Inflation-Protected Bonds, while XMMO is Momentum. PBTP tracks ICE BofA U.S. Treasuries Inflation-Linked (0-5 Y), while XMMO tracks S&P MidCap 400 Momentum Index. Their fees differ too: 0.07% for PBTP and 0.35% for XMMO.

PBTP currently has the higher Sharpe Ratio (2.25 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PBTP and XMMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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