PEJ vs. IBUY
Compare and contrast key facts about Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Amplify Online Retail ETF (IBUY).
PEJ and IBUY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PEJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Leisure and Entertainment Intellidex Index. It was launched on Jun 23, 2005. IBUY is a passively managed fund by Amplify that tracks the performance of the EQM Online Retail Index. It was launched on Apr 20, 2016. Both PEJ and IBUY 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
PEJ vs. IBUY - Performance Comparison
Loading graphics...
PEJ vs. IBUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEJ Invesco Dynamic Leisure & Entertainment ETF | -4.12% | 17.78% | 25.08% | 15.73% | -25.37% | 22.78% | -10.29% | 13.82% | -9.31% | 11.22% |
IBUY Amplify Online Retail ETF | -15.97% | 15.26% | 20.14% | 38.01% | -55.71% | -22.99% | 123.79% | 28.47% | -1.93% | 50.27% |
Returns By Period
In the year-to-date period, PEJ achieves a -4.12% return, which is significantly higher than IBUY's -15.97% return.
PEJ
- 1D
- 1.21%
- 1M
- -3.42%
- YTD
- -4.12%
- 6M
- -2.08%
- 1Y
- 20.99%
- 3Y*
- 13.38%
- 5Y*
- 5.21%
- 10Y*
- 5.34%
IBUY
- 1D
- 0.06%
- 1M
- -4.59%
- YTD
- -15.97%
- 6M
- -17.78%
- 1Y
- 3.26%
- 3Y*
- 12.33%
- 5Y*
- -13.11%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PEJ vs. IBUY - Expense Ratio Comparison
PEJ has a 0.55% expense ratio, which is lower than IBUY's 0.65% expense ratio.
Return for Risk
PEJ vs. IBUY — Risk / Return Rank
PEJ
IBUY
PEJ vs. IBUY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Amplify Online Retail ETF (IBUY). 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.
| PEJ | IBUY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.12 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.37 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.05 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.18 | +1.34 |
Martin ratioReturn relative to average drawdown | 5.21 | 0.48 | +4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PEJ | IBUY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.12 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.41 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.33 | -0.02 |
Correlation
The correlation between PEJ and IBUY is 0.71, 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
PEJ vs. IBUY - Dividend Comparison
PEJ's dividend yield for the trailing twelve months is around 0.42%, more than IBUY's 0.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEJ Invesco Dynamic Leisure & Entertainment ETF | 0.42% | 0.24% | 0.40% | 0.46% | 0.43% | 0.34% | 0.92% | 0.39% | 0.78% | 0.68% | 0.68% | 0.52% |
IBUY Amplify Online Retail ETF | 0.13% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEJ vs. IBUY - Drawdown Comparison
The maximum PEJ drawdown since its inception was -66.03%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for PEJ and IBUY.
Loading graphics...
Drawdown Indicators
| PEJ | IBUY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.03% | -73.00% | +6.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -23.23% | +9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | -71.15% | +35.71% |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | — | — |
Current DrawdownCurrent decline from peak | -5.44% | -54.99% | +49.55% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -29.26% | +16.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 8.49% | -4.43% |
Volatility
PEJ vs. IBUY - Volatility Comparison
Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Amplify Online Retail ETF (IBUY) have volatilities of 7.59% and 7.26%, 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.
Loading graphics...
Volatility by Period
| PEJ | IBUY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.59% | 7.26% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 16.46% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.42% | 26.27% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.30% | 32.30% | -9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.62% | 29.13% | -4.51% |