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

Correlation

The correlation between PEJ and XTN 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PEJ vs. XTN - Performance Comparison

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

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
178.99%
199.73%
PEJ
XTN

Key characteristics

Sharpe Ratio

PEJ:

0.32

XTN:

-0.45

Sortino Ratio

PEJ:

0.61

XTN:

-0.49

Omega Ratio

PEJ:

1.09

XTN:

0.94

Calmar Ratio

PEJ:

0.31

XTN:

-0.37

Martin Ratio

PEJ:

1.11

XTN:

-1.20

Ulcer Index

PEJ:

7.18%

XTN:

10.75%

Daily Std Dev

PEJ:

25.35%

XTN:

28.65%

Max Drawdown

PEJ:

-66.02%

XTN:

-43.77%

Current Drawdown

PEJ:

-16.28%

XTN:

-28.40%

Returns By Period

In the year-to-date period, PEJ achieves a -7.43% return, which is significantly higher than XTN's -20.74% return. Over the past 10 years, PEJ has underperformed XTN with an annualized return of 3.31%, while XTN has yielded a comparatively higher 3.89% annualized return.


PEJ

YTD

-7.43%

1M

-4.01%

6M

-1.32%

1Y

7.88%

5Y*

13.61%

10Y*

3.31%

XTN

YTD

-20.74%

1M

-9.86%

6M

-17.50%

1Y

-10.43%

5Y*

8.94%

10Y*

3.89%

*Annualized

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PEJ vs. XTN - Expense Ratio Comparison

PEJ has a 0.55% expense ratio, which is higher than XTN's 0.35% expense ratio.


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%
Expense ratio chart for XTN: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XTN: 0.35%

Risk-Adjusted Performance

PEJ vs. XTN — 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

XTN
The Risk-Adjusted Performance Rank of XTN is 55
Overall Rank
The Sharpe Ratio Rank of XTN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of XTN is 66
Sortino Ratio Rank
The Omega Ratio Rank of XTN is 66
Omega Ratio Rank
The Calmar Ratio Rank of XTN is 55
Calmar Ratio Rank
The Martin Ratio Rank of XTN is 44
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. XTN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and SPDR S&P Transportation ETF (XTN). 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
XTN: -0.45
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
XTN: -0.49
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
XTN: 0.94
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
XTN: -0.37
The chart of Martin ratio for PEJ, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
PEJ: 1.11
XTN: -1.20

The current PEJ Sharpe Ratio is 0.32, which is higher than the XTN Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of PEJ and XTN, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.32
-0.45
PEJ
XTN

Dividends

PEJ vs. XTN - Dividend Comparison

PEJ's dividend yield for the trailing twelve months is around 0.13%, less than XTN's 1.14% yield.


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%
XTN
SPDR S&P Transportation ETF
1.14%0.93%0.73%1.04%1.02%0.75%1.17%0.98%0.64%0.66%1.03%0.39%

Drawdowns

PEJ vs. XTN - Drawdown Comparison

The maximum PEJ drawdown since its inception was -66.02%, which is greater than XTN's maximum drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for PEJ and XTN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.28%
-28.40%
PEJ
XTN

Volatility

PEJ vs. XTN - Volatility Comparison

The current volatility for Invesco Dynamic Leisure & Entertainment ETF (PEJ) is 17.47%, while SPDR S&P Transportation ETF (XTN) has a volatility of 19.57%. This indicates that PEJ experiences smaller price fluctuations and is considered to be less risky than XTN 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%
19.57%
PEJ
XTN