PBUS vs. MGC
Compare and contrast key facts about Invesco PureBeta MSCI USA ETF (PBUS) and Vanguard Mega Cap ETF (MGC).
PBUS and MGC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PBUS is a passively managed fund by Invesco that tracks the performance of the MSCI USA Index. It was launched on Sep 22, 2017. MGC is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Index. It was launched on Dec 17, 2007. Both PBUS and MGC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PBUS vs. MGC - Performance Comparison
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PBUS vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBUS Invesco PureBeta MSCI USA ETF | -4.49% | 17.58% | 24.99% | 27.33% | -19.64% | 26.77% | 21.75% | 31.60% | -4.77% | 7.13% |
MGC Vanguard Mega Cap ETF | -5.62% | 19.31% | 27.16% | 29.77% | -19.95% | 27.58% | 21.57% | 31.14% | -3.45% | 7.56% |
Returns By Period
In the year-to-date period, PBUS achieves a -4.49% return, which is significantly higher than MGC's -5.62% return.
PBUS
- 1D
- 2.91%
- 1M
- -4.81%
- YTD
- -4.49%
- 6M
- -2.24%
- 1Y
- 17.67%
- 3Y*
- 18.37%
- 5Y*
- 11.29%
- 10Y*
- —
MGC
- 1D
- 3.07%
- 1M
- -4.82%
- YTD
- -5.62%
- 6M
- -2.65%
- 1Y
- 18.56%
- 3Y*
- 19.64%
- 5Y*
- 12.23%
- 10Y*
- 14.69%
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PBUS vs. MGC - Expense Ratio Comparison
PBUS has a 0.04% expense ratio, which is lower than MGC's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PBUS vs. MGC — Risk / Return Rank
PBUS
MGC
PBUS vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta MSCI USA ETF (PBUS) and Vanguard Mega Cap ETF (MGC). 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.
| PBUS | MGC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.99 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.53 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.61 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.08 | 7.15 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PBUS | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.99 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.71 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.55 | +0.15 |
Correlation
The correlation between PBUS and MGC is 0.89, 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.
Dividends
PBUS vs. MGC - Dividend Comparison
PBUS's dividend yield for the trailing twelve months is around 1.14%, more than MGC's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBUS Invesco PureBeta MSCI USA ETF | 1.14% | 1.05% | 1.20% | 1.36% | 1.71% | 0.98% | 1.35% | 1.53% | 2.33% | 0.50% | 0.00% | 0.00% |
MGC Vanguard Mega Cap ETF | 1.02% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Drawdowns
PBUS vs. MGC - Drawdown Comparison
The maximum PBUS drawdown since its inception was -33.15%, smaller than the maximum MGC drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for PBUS and MGC.
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Drawdown Indicators
| PBUS | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -51.93% | +18.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.93% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -25.74% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.07% | — |
Current DrawdownCurrent decline from peak | -6.38% | -7.08% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -7.12% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.69% | -0.10% |
Volatility
PBUS vs. MGC - Volatility Comparison
Invesco PureBeta MSCI USA ETF (PBUS) and Vanguard Mega Cap ETF (MGC) have volatilities of 5.36% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBUS | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.48% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 9.84% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 18.79% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 17.26% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 18.19% | +1.27% |