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PBW vs. FLQS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBW vs. FLQS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco WilderHill Clean Energy ETF (PBW) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). The values are adjusted to include any dividend payments, if applicable.

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PBW vs. FLQS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBW
Invesco WilderHill Clean Energy ETF
3.51%53.96%-30.77%-20.03%-44.55%-29.86%204.82%62.58%-14.11%23.36%
FLQS
Franklin LibertyQ U.S. Small Cap Equity ETF
-0.70%5.04%8.34%21.28%-16.88%26.58%10.51%18.34%-5.86%7.41%

Returns By Period

In the year-to-date period, PBW achieves a 3.51% return, which is significantly higher than FLQS's -0.70% return.


PBW

1D
0.00%
1M
-4.70%
YTD
3.51%
6M
3.91%
1Y
100.93%
3Y*
-6.15%
5Y*
-18.62%
10Y*
6.57%

FLQS

1D
1.70%
1M
-5.45%
YTD
-0.70%
6M
-2.00%
1Y
9.91%
3Y*
9.43%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBW vs. FLQS - Expense Ratio Comparison

PBW has a 0.61% expense ratio, which is higher than FLQS's 0.35% expense ratio.


Return for Risk

PBW vs. FLQS — Risk / Return Rank

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

PBW
PBW Risk / Return Rank: 9292
Overall Rank
PBW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PBW Sortino Ratio Rank: 9393
Sortino Ratio Rank
PBW Omega Ratio Rank: 8484
Omega Ratio Rank
PBW Calmar Ratio Rank: 9696
Calmar Ratio Rank
PBW Martin Ratio Rank: 9292
Martin Ratio Rank

FLQS
FLQS Risk / Return Rank: 3131
Overall Rank
FLQS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FLQS Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLQS Omega Ratio Rank: 2828
Omega Ratio Rank
FLQS Calmar Ratio Rank: 3535
Calmar Ratio Rank
FLQS Martin Ratio Rank: 3333
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.

PBW vs. FLQS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco WilderHill Clean Energy ETF (PBW) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). 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.


PBWFLQSDifference

Sharpe ratio

Return per unit of total volatility

2.37

0.52

+1.86

Sortino ratio

Return per unit of downside risk

2.88

0.88

+2.00

Omega ratio

Gain probability vs. loss probability

1.34

1.11

+0.23

Calmar ratio

Return relative to maximum drawdown

4.83

0.87

+3.96

Martin ratio

Return relative to average drawdown

13.26

3.00

+10.26

PBW vs. FLQS - Sharpe Ratio Comparison

The current PBW Sharpe Ratio is 2.37, which is higher than the FLQS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PBW and FLQS, 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


PBWFLQSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

0.52

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.23

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.35

-0.42

Correlation

The correlation between PBW and FLQS is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PBW vs. FLQS - Dividend Comparison

PBW's dividend yield for the trailing twelve months is around 0.86%, less than FLQS's 1.45% yield.


TTM20252024202320222021202020192018201720162015
PBW
Invesco WilderHill Clean Energy ETF
0.86%0.79%2.84%3.68%4.21%1.71%0.44%1.45%2.04%1.28%2.68%1.53%
FLQS
Franklin LibertyQ U.S. Small Cap Equity ETF
1.45%1.16%1.29%1.75%1.40%0.95%1.20%1.41%1.27%1.02%0.00%0.00%

Drawdowns

PBW vs. FLQS - Drawdown Comparison

The maximum PBW drawdown since its inception was -89.02%, which is greater than FLQS's maximum drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for PBW and FLQS.


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Drawdown Indicators


PBWFLQSDifference

Max Drawdown

Largest peak-to-trough decline

-89.02%

-42.16%

-46.86%

Max Drawdown (1Y)

Largest decline over 1 year

-21.24%

-12.41%

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-84.98%

-28.05%

-56.93%

Max Drawdown (10Y)

Largest decline over 10 years

-89.02%

Current Drawdown

Current decline from peak

-73.91%

-6.55%

-67.36%

Average Drawdown

Average peak-to-trough decline

-62.86%

-8.14%

-54.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

3.59%

+4.15%

Volatility

PBW vs. FLQS - Volatility Comparison

Invesco WilderHill Clean Energy ETF (PBW) has a higher volatility of 11.75% compared to Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) at 5.22%. This indicates that PBW's price experiences larger fluctuations and is considered to be riskier than FLQS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBWFLQSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.75%

5.22%

+6.53%

Volatility (6M)

Calculated over the trailing 6-month period

31.89%

10.90%

+20.99%

Volatility (1Y)

Calculated over the trailing 1-year period

42.80%

19.33%

+23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.93%

19.35%

+23.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.48%

21.81%

+16.67%