PEJ vs. USCF
Compare and contrast key facts about Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Themes US Cash Flow Champions ETF (USCF).
PEJ and USCF 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. USCF is a passively managed fund by Themes that tracks the performance of the Solactive US Cash Flow Champions Index - Benchmark TR Gross. It was launched on Dec 12, 2023. Both PEJ and USCF 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. USCF - Performance Comparison
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PEJ vs. USCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PEJ Invesco Dynamic Leisure & Entertainment ETF | -5.26% | 17.78% | 25.08% | 1.60% |
USCF Themes US Cash Flow Champions ETF | 1.34% | 15.71% | 17.65% | 2.14% |
Returns By Period
In the year-to-date period, PEJ achieves a -5.26% return, which is significantly lower than USCF's 1.34% return.
PEJ
- 1D
- 3.67%
- 1M
- -5.77%
- YTD
- -5.26%
- 6M
- -3.98%
- 1Y
- 19.67%
- 3Y*
- 12.92%
- 5Y*
- 4.96%
- 10Y*
- 5.21%
USCF
- 1D
- 1.31%
- 1M
- -0.21%
- YTD
- 1.34%
- 6M
- 3.72%
- 1Y
- 12.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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PEJ vs. USCF - Expense Ratio Comparison
PEJ has a 0.55% expense ratio, which is higher than USCF's 0.29% expense ratio.
Return for Risk
PEJ vs. USCF — Risk / Return Rank
PEJ
USCF
PEJ vs. USCF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Themes US Cash Flow Champions ETF (USCF). 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 | USCF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.68 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.01 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.02 | +0.38 |
Martin ratioReturn relative to average drawdown | 4.84 | 4.48 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PEJ | USCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.68 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.05 | -0.74 |
Correlation
The correlation between PEJ and USCF is 0.60, 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
PEJ vs. USCF - Dividend Comparison
PEJ's dividend yield for the trailing twelve months is around 0.42%, less than USCF's 1.81% 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% |
USCF Themes US Cash Flow Champions ETF | 1.81% | 1.84% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEJ vs. USCF - Drawdown Comparison
The maximum PEJ drawdown since its inception was -66.03%, which is greater than USCF's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for PEJ and USCF.
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Drawdown Indicators
| PEJ | USCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.03% | -16.67% | -49.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -14.16% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | — | — |
Current DrawdownCurrent decline from peak | -6.57% | -2.49% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -2.28% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.23% | +0.81% |
Volatility
PEJ vs. USCF - Volatility Comparison
Invesco Dynamic Leisure & Entertainment ETF (PEJ) has a higher volatility of 7.49% compared to Themes US Cash Flow Champions ETF (USCF) at 5.48%. This indicates that PEJ's price experiences larger fluctuations and is considered to be riskier than USCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEJ | USCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 5.48% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 10.69% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 18.77% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.30% | 15.52% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.63% | 15.52% | +9.11% |