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PBUS vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBUS and XLG is 0.80, 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.


-0.50.00.51.00.8

Performance

PBUS vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta MSCI USA ETF (PBUS) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.48%
10.14%
PBUS
XLG

Key characteristics

Sharpe Ratio

PBUS:

1.95

XLG:

2.38

Sortino Ratio

PBUS:

2.61

XLG:

3.08

Omega Ratio

PBUS:

1.36

XLG:

1.44

Calmar Ratio

PBUS:

2.93

XLG:

3.16

Martin Ratio

PBUS:

12.89

XLG:

12.99

Ulcer Index

PBUS:

1.93%

XLG:

2.75%

Daily Std Dev

PBUS:

12.72%

XLG:

15.03%

Max Drawdown

PBUS:

-33.16%

XLG:

-52.39%

Current Drawdown

PBUS:

-3.90%

XLG:

-2.41%

Returns By Period

In the year-to-date period, PBUS achieves a 24.59% return, which is significantly lower than XLG's 34.28% return.


PBUS

YTD

24.59%

1M

-0.72%

6M

8.48%

1Y

26.42%

5Y*

14.73%

10Y*

N/A

XLG

YTD

34.28%

1M

2.35%

6M

10.14%

1Y

35.72%

5Y*

18.08%

10Y*

15.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PBUS vs. XLG - Expense Ratio Comparison

PBUS has a 0.04% expense ratio, which is lower than XLG's 0.20% 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%.


XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for PBUS: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PBUS vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta MSCI USA ETF (PBUS) and Invesco S&P 500® Top 50 ETF (XLG). 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.


Sharpe ratio
The chart of Sharpe ratio for PBUS, currently valued at 2.09, compared to the broader market0.002.004.002.092.38
The chart of Sortino ratio for PBUS, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.002.783.08
The chart of Omega ratio for PBUS, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.44
The chart of Calmar ratio for PBUS, currently valued at 3.12, compared to the broader market0.005.0010.0015.003.123.16
The chart of Martin ratio for PBUS, currently valued at 13.60, compared to the broader market0.0020.0040.0060.0080.00100.0013.6012.99
PBUS
XLG

The current PBUS Sharpe Ratio is 1.95, which is comparable to the XLG Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PBUS and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.09
2.38
PBUS
XLG

Dividends

PBUS vs. XLG - Dividend Comparison

PBUS's dividend yield for the trailing twelve months is around 0.88%, more than XLG's 0.54% yield.


TTM20232022202120202019201820172016201520142013
PBUS
Invesco PureBeta MSCI USA ETF
0.88%1.36%1.71%0.97%1.35%1.53%2.33%0.50%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.54%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%

Drawdowns

PBUS vs. XLG - Drawdown Comparison

The maximum PBUS drawdown since its inception was -33.16%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for PBUS and XLG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.90%
-2.41%
PBUS
XLG

Volatility

PBUS vs. XLG - Volatility Comparison

The current volatility for Invesco PureBeta MSCI USA ETF (PBUS) is 3.81%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.02%. This indicates that PBUS experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.81%
4.02%
PBUS
XLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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