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PEJ vs. CHIQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEJ and CHIQ is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PEJ vs. CHIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Global X MSCI China Consumer Discretionary ETF (CHIQ). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
308.24%
57.57%
PEJ
CHIQ

Key characteristics

Sharpe Ratio

PEJ:

0.32

CHIQ:

0.52

Sortino Ratio

PEJ:

0.61

CHIQ:

1.01

Omega Ratio

PEJ:

1.09

CHIQ:

1.13

Calmar Ratio

PEJ:

0.31

CHIQ:

0.33

Martin Ratio

PEJ:

1.11

CHIQ:

1.33

Ulcer Index

PEJ:

7.18%

CHIQ:

15.54%

Daily Std Dev

PEJ:

25.35%

CHIQ:

40.04%

Max Drawdown

PEJ:

-66.02%

CHIQ:

-67.04%

Current Drawdown

PEJ:

-16.28%

CHIQ:

-49.60%

Returns By Period

In the year-to-date period, PEJ achieves a -7.43% return, which is significantly lower than CHIQ's 9.22% return. Over the past 10 years, PEJ has underperformed CHIQ with an annualized return of 3.31%, while CHIQ has yielded a comparatively higher 4.57% annualized return.


PEJ

YTD

-7.43%

1M

-4.01%

6M

-1.32%

1Y

7.88%

5Y*

13.61%

10Y*

3.31%

CHIQ

YTD

9.22%

1M

-10.14%

6M

1.44%

1Y

15.89%

5Y*

4.90%

10Y*

4.57%

*Annualized

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PEJ vs. CHIQ - Expense Ratio Comparison

PEJ has a 0.55% expense ratio, which is lower than CHIQ's 0.65% expense ratio.


Expense ratio chart for CHIQ: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHIQ: 0.65%
Expense ratio chart for PEJ: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEJ: 0.55%

Risk-Adjusted Performance

PEJ vs. CHIQ — Risk-Adjusted Performance Rank

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

PEJ
The Risk-Adjusted Performance Rank of PEJ is 4747
Overall Rank
The Sharpe Ratio Rank of PEJ is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PEJ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PEJ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PEJ is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PEJ is 4545
Martin Ratio Rank

CHIQ
The Risk-Adjusted Performance Rank of CHIQ is 5858
Overall Rank
The Sharpe Ratio Rank of CHIQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CHIQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CHIQ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CHIQ is 5050
Calmar Ratio Rank
The Martin Ratio Rank of CHIQ is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEJ vs. CHIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Global X MSCI China Consumer Discretionary ETF (CHIQ). 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.


The chart of Sharpe ratio for PEJ, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.00
PEJ: 0.32
CHIQ: 0.52
The chart of Sortino ratio for PEJ, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
PEJ: 0.61
CHIQ: 1.01
The chart of Omega ratio for PEJ, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
PEJ: 1.09
CHIQ: 1.13
The chart of Calmar ratio for PEJ, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
PEJ: 0.31
CHIQ: 0.33
The chart of Martin ratio for PEJ, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
PEJ: 1.11
CHIQ: 1.33

The current PEJ Sharpe Ratio is 0.32, which is lower than the CHIQ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PEJ and CHIQ, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.32
0.52
PEJ
CHIQ

Dividends

PEJ vs. CHIQ - Dividend Comparison

PEJ's dividend yield for the trailing twelve months is around 0.13%, less than CHIQ's 2.43% yield.


TTM20242023202220212020201920182017201620152014
PEJ
Invesco Dynamic Leisure & Entertainment ETF
0.13%0.41%0.46%0.43%0.34%0.92%0.39%0.78%0.68%0.68%0.52%0.51%
CHIQ
Global X MSCI China Consumer Discretionary ETF
2.43%2.66%2.26%0.38%0.00%0.11%1.04%2.71%0.62%1.51%4.86%2.08%

Drawdowns

PEJ vs. CHIQ - Drawdown Comparison

The maximum PEJ drawdown since its inception was -66.02%, roughly equal to the maximum CHIQ drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for PEJ and CHIQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.28%
-49.60%
PEJ
CHIQ

Volatility

PEJ vs. CHIQ - Volatility Comparison

Invesco Dynamic Leisure & Entertainment ETF (PEJ) has a higher volatility of 17.47% compared to Global X MSCI China Consumer Discretionary ETF (CHIQ) at 16.57%. This indicates that PEJ's price experiences larger fluctuations and is considered to be riskier than CHIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.47%
16.57%
PEJ
CHIQ