PEJ vs. XRT
Compare and contrast key facts about Invesco Dynamic Leisure & Entertainment ETF (PEJ) and SPDR S&P Retail ETF (XRT).
PEJ and XRT 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. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. Both PEJ and XRT 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. XRT - Performance Comparison
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PEJ vs. XRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEJ Invesco Dynamic Leisure & Entertainment ETF | -5.26% | 17.78% | 25.08% | 15.73% | -25.37% | 22.78% | -10.29% | 13.82% | -9.31% | 11.22% |
XRT SPDR S&P Retail ETF | -5.40% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PEJ having a -5.26% return and XRT slightly lower at -5.40%. Over the past 10 years, PEJ has underperformed XRT with an annualized return of 5.21%, while XRT has yielded a comparatively higher 7.33% annualized 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%
XRT
- 1D
- 2.68%
- 1M
- -7.23%
- YTD
- -5.40%
- 6M
- -6.19%
- 1Y
- 17.47%
- 3Y*
- 9.68%
- 5Y*
- -0.58%
- 10Y*
- 7.33%
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PEJ vs. XRT - Expense Ratio Comparison
PEJ has a 0.55% expense ratio, which is higher than XRT's 0.35% expense ratio.
Return for Risk
PEJ vs. XRT — Risk / Return Rank
PEJ
XRT
PEJ vs. XRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and SPDR S&P Retail ETF (XRT). 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 | XRT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.71 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.21 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.36 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.84 | 3.60 | +1.23 |
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 | XRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.71 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.02 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.27 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.34 | -0.03 |
Correlation
The correlation between PEJ and XRT is 0.75, 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. XRT - Dividend Comparison
PEJ's dividend yield for the trailing twelve months is around 0.42%, less than XRT's 0.86% 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% |
XRT SPDR S&P Retail ETF | 0.86% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Drawdowns
PEJ vs. XRT - Drawdown Comparison
The maximum PEJ drawdown since its inception was -66.03%, roughly equal to the maximum XRT drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for PEJ and XRT.
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Drawdown Indicators
| PEJ | XRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.03% | -65.81% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -13.53% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | -44.57% | +9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | -47.02% | -11.94% |
Current DrawdownCurrent decline from peak | -6.57% | -16.82% | +10.25% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -15.01% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 5.11% | -1.07% |
Volatility
PEJ vs. XRT - Volatility Comparison
Invesco Dynamic Leisure & Entertainment ETF (PEJ) has a higher volatility of 7.49% compared to SPDR S&P Retail ETF (XRT) at 5.65%. This indicates that PEJ's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEJ | XRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 5.65% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 14.65% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 24.75% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.30% | 27.01% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.63% | 27.17% | -2.54% |