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

Correlation

The correlation between PEJ and JETS is 0.59, 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. JETS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Leisure & Entertainment ETF (PEJ) and U.S. Global Jets ETF (JETS). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
40.48%
-15.37%
PEJ
JETS

Key characteristics

Sharpe Ratio

PEJ:

0.32

JETS:

-0.19

Sortino Ratio

PEJ:

0.61

JETS:

-0.04

Omega Ratio

PEJ:

1.09

JETS:

0.99

Calmar Ratio

PEJ:

0.31

JETS:

-0.13

Martin Ratio

PEJ:

1.11

JETS:

-0.55

Ulcer Index

PEJ:

7.18%

JETS:

11.47%

Daily Std Dev

PEJ:

25.35%

JETS:

33.95%

Max Drawdown

PEJ:

-66.02%

JETS:

-64.73%

Current Drawdown

PEJ:

-16.28%

JETS:

-42.27%

Returns By Period

In the year-to-date period, PEJ achieves a -7.43% return, which is significantly higher than JETS's -23.04% return.


PEJ

YTD

-7.43%

1M

-4.01%

6M

-1.32%

1Y

7.88%

5Y*

13.61%

10Y*

3.31%

JETS

YTD

-23.04%

1M

-10.46%

6M

-13.44%

1Y

-4.69%

5Y*

7.96%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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PEJ vs. JETS - Expense Ratio Comparison

PEJ has a 0.55% expense ratio, which is lower than JETS's 0.60% expense ratio.


Expense ratio chart for JETS: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JETS: 0.60%
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. JETS — 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

JETS
The Risk-Adjusted Performance Rank of JETS is 1313
Overall Rank
The Sharpe Ratio Rank of JETS is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JETS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of JETS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of JETS is 1313
Calmar Ratio Rank
The Martin Ratio Rank of JETS is 1212
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. JETS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and U.S. Global Jets ETF (JETS). 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
JETS: -0.19
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
JETS: -0.04
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
JETS: 0.99
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
JETS: -0.13
The chart of Martin ratio for PEJ, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
PEJ: 1.11
JETS: -0.55

The current PEJ Sharpe Ratio is 0.32, which is higher than the JETS Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of PEJ and JETS, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
-0.19
PEJ
JETS

Dividends

PEJ vs. JETS - Dividend Comparison

PEJ's dividend yield for the trailing twelve months is around 0.13%, while JETS has not paid dividends to shareholders.


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%
JETS
U.S. Global Jets ETF
0.00%0.00%0.00%0.00%0.67%0.04%1.24%0.63%1.57%0.58%0.17%0.00%

Drawdowns

PEJ vs. JETS - Drawdown Comparison

The maximum PEJ drawdown since its inception was -66.02%, roughly equal to the maximum JETS drawdown of -64.73%. Use the drawdown chart below to compare losses from any high point for PEJ and JETS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.28%
-42.27%
PEJ
JETS

Volatility

PEJ vs. JETS - Volatility Comparison

The current volatility for Invesco Dynamic Leisure & Entertainment ETF (PEJ) is 17.47%, while U.S. Global Jets ETF (JETS) has a volatility of 23.18%. This indicates that PEJ experiences smaller price fluctuations and is considered to be less risky than JETS 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%
23.18%
PEJ
JETS