PEY vs. UBSFY

Last updated Jun 5, 2026

PEY (Invesco High Yield Equity Dividend Achievers™ ETF) is Mid Cap Value Equities fund tracking the NASDAQ US Dividend Achievers 50 Index, while UBSFY (Ubisoft Entertainment ADR) is a stock. Over the past 10 years, PEY returned 8.51%/yr vs -16.96%/yr for UBSFY. At a 0.14 correlation, their price movements are largely independent.

Performance

PEY vs. UBSFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Equity Dividend Achievers™ ETF (PEY) and Ubisoft Entertainment ADR (UBSFY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PEY achieves a 13.21% return, which is significantly higher than UBSFY's -20.69% return. Over the past 10 years, PEY has outperformed UBSFY with an annualized return of 8.51%, while UBSFY has yielded a comparatively lower -16.96% annualized return.

PEY

• 1D: 1.25%
• 1M: 2.72%
• YTD: 13.21%
• 6M: 13.70%
• 1Y: 18.17%
• 3Y*: 11.81%
• 5Y*: 5.83%
• 10Y*: 8.51%

UBSFY

• 1D: -2.95%
• 1M: 4.55%
• YTD: -20.69%
• 6M: -18.73%
• 1Y: -50.43%
• 3Y*: -41.82%
• 5Y*: -39.33%
• 10Y*: -16.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PEY vs. UBSFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEY Invesco High Yield Equity Dividend Achievers™ ETF	13.21%	0.56%	5.25%	7.29%	2.45%	26.15%	-3.85%	24.76%	-7.49%	8.78%
UBSFY Ubisoft Entertainment ADR	-20.69%	-46.30%	-46.60%	-10.03%	-42.30%	-49.40%	39.69%	-14.78%	5.55%	117.49%

Correlation

The correlation between PEY and UBSFY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Nov 26, 2008	0.14

Return for Risk

PEY vs. UBSFY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEY

PEY Risk / Return Rank: 38
PEY Sharpe Ratio Rank: 37
PEY Sortino Ratio Rank: 40
PEY Omega Ratio Rank: 34
PEY Calmar Ratio Rank: 43
PEY Martin Ratio Rank: 38

UBSFY

UBSFY Risk / Return Rank: 11
UBSFY Sharpe Ratio Rank: 9
UBSFY Sortino Ratio Rank: 11
UBSFY Omega Ratio Rank: 11
UBSFY Calmar Ratio Rank: 12
UBSFY Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEY vs. UBSFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Equity Dividend Achievers™ ETF (PEY) and Ubisoft Entertainment ADR (UBSFY). 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.

	PEY	UBSFY	Difference
Sharpe ratio: Return per unit of total volatility	1.30	-0.79	+2.09
Sortino ratio: Return per unit of downside risk	1.99	-1.02	+3.01
Omega ratio: Gain probability vs. loss probability	1.22	0.87	+0.35
Calmar ratio: Return relative to maximum drawdown	2.05	-0.78	+2.84
Martin ratio: Return relative to average drawdown	5.75	-1.27	+7.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEY vs. UBSFY - Sharpe Ratio Comparison

The current PEY Sharpe Ratio is 1.30, which is higher than the UBSFY Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of PEY and UBSFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PEY	UBSFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	-0.79	+2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	-0.72	+1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	-0.37	+0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.17	+0.45

Drawdowns

PEY vs. UBSFY - Drawdown Comparison

The maximum PEY drawdown since its inception was -72.81%, smaller than the maximum UBSFY drawdown of -96.58%. Use the drawdown chart below to compare losses from any high point for PEY and UBSFY.

Drawdown Indicators

	PEY	UBSFY	Difference
Max Drawdown Largest peak-to-trough decline	-72.81%	-96.58%	+23.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-64.60%	+55.72%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-87.60%	+69.70%
Max Drawdown (5Y) Largest decline over 5 years	-17.90%	-94.28%	+76.38%
Max Drawdown (10Y) Largest decline over 10 years	-41.55%	-96.58%	+55.03%
Current Drawdown Current decline from peak	-0.41%	-95.27%	+94.86%
Average Drawdown Average peak-to-trough decline	-12.88%	-46.27%	+33.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	39.83%	-36.66%

Volatility

PEY vs. UBSFY - Volatility Comparison

The current volatility for Invesco High Yield Equity Dividend Achievers™ ETF (PEY) is 3.88%, while Ubisoft Entertainment ADR (UBSFY) has a volatility of 20.27%. This indicates that PEY experiences smaller price fluctuations and is considered to be less risky than UBSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEY	UBSFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	20.27%	-16.39%
Volatility (6M) Calculated over the trailing 6-month period	9.34%	55.79%	-46.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.13%	64.23%	-50.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	54.66%	-38.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.90%	45.93%	-27.03%

Dividends

PEY vs. UBSFY - Dividend Comparison

PEY's dividend yield for the trailing twelve months is around 4.46%, while UBSFY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEY Invesco High Yield Equity Dividend Achievers™ ETF	4.46%	4.85%	4.44%	4.58%	4.22%	3.83%	4.30%	3.78%	4.33%	3.21%	3.12%	3.44%
UBSFY Ubisoft Entertainment ADR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PEY and UBSFY in my portfolio?

PEY and UBSFY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEY or UBSFY?

UBSFY has higher volatility (20.27%) compared to PEY (3.88%). In terms of maximum drawdown, PEY dropped -72.81% vs UBSFY's -96.58%.

Which has better risk-adjusted returns?

PEY currently has the higher Sharpe Ratio (1.30 vs -0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.