PEJ vs. VDC
Compare and contrast key facts about Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Vanguard Consumer Staples ETF (VDC).
PEJ and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both PEJ and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEJ or VDC.
Key characteristics
| PEJ | VDC | |
|---|---|---|
| YTD Return | 26.23% | 14.96% |
| 1Y Return | 35.75% | 19.76% |
| 3Y Return (Ann) | 1.60% | 7.00% |
| 5Y Return (Ann) | 4.85% | 9.37% |
| 10Y Return (Ann) | 5.05% | 8.54% |
| Sharpe Ratio | 2.32 | 2.14 |
| Sortino Ratio | 3.22 | 3.07 |
| Omega Ratio | 1.40 | 1.37 |
| Calmar Ratio | 1.46 | 2.49 |
| Martin Ratio | 14.09 | 14.09 |
| Ulcer Index | 2.91% | 1.50% |
| Daily Std Dev | 17.69% | 9.90% |
| Max Drawdown | -66.03% | -34.24% |
| Current Drawdown | -2.18% | -1.97% |
Correlation
The correlation between PEJ and VDC is 0.56, 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.
Performance
PEJ vs. VDC - Performance Comparison
In the year-to-date period, PEJ achieves a 26.23% return, which is significantly higher than VDC's 14.96% return. Over the past 10 years, PEJ has underperformed VDC with an annualized return of 5.05%, while VDC has yielded a comparatively higher 8.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PEJ vs. VDC - Expense Ratio Comparison
PEJ has a 0.55% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
PEJ vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
PEJ vs. VDC - Dividend Comparison
PEJ's dividend yield for the trailing twelve months is around 0.40%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEJ Invesco Dynamic Leisure & Entertainment ETF | 0.40% | 0.46% | 0.43% | 0.34% | 0.92% | 0.39% | 0.78% | 0.68% | 0.68% | 0.52% | 0.51% | 0.43% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
PEJ vs. VDC - Drawdown Comparison
The maximum PEJ drawdown since its inception was -66.03%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for PEJ and VDC. For additional features, visit the drawdowns tool.
Volatility
PEJ vs. VDC - Volatility Comparison
Invesco Dynamic Leisure & Entertainment ETF (PEJ) has a higher volatility of 5.25% compared to Vanguard Consumer Staples ETF (VDC) at 2.68%. This indicates that PEJ's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.