PortfoliosLab logoPortfoliosLab logo
PEZ vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEZ vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Cyclicals Momentum ETF (PEZ) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PEZ achieves a -1.07% return, which is significantly lower than CERY's 19.54% return.


PEZ

1D
-0.31%
1M
4.13%
YTD
-1.07%
6M
-3.66%
1Y
8.49%
3Y*
15.36%
5Y*
2.72%
10Y*
10.15%

CERY

1D
-0.67%
1M
-8.39%
YTD
19.54%
6M
18.91%
1Y
26.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEZ vs. CERY - Yearly Performance Comparison


Correlation

The correlation between PEZ and CERY is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

-0.02

The correlation between PEZ and CERY shifts across timeframes, from -0.14 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PEZ vs. CERY — Risk / Return Rank

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

PEZ
PEZ Risk / Return Rank: 1515
Overall Rank
PEZ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PEZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
PEZ Omega Ratio Rank: 1414
Omega Ratio Rank
PEZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
PEZ Martin Ratio Rank: 1515
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 5050
Overall Rank
CERY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 4747
Sortino Ratio Rank
CERY Omega Ratio Rank: 4747
Omega Ratio Rank
CERY Calmar Ratio Rank: 4848
Calmar Ratio Rank
CERY Martin Ratio Rank: 5858
Martin Ratio Rank
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.

PEZ vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Cyclicals Momentum ETF (PEZ) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEZCERYDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.09

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

0.54

2.31

-1.77

Martin ratioReturn relative to average drawdown

1.38

9.93

-8.55

PEZ vs. CERY - Sharpe Ratio Comparison

The current PEZ Sharpe Ratio is 0.43, which is lower than the CERY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PEZ and CERY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PEZ vs. CERY - Drawdown Comparison

The maximum PEZ drawdown since its inception was -58.39%, which is greater than CERY's maximum drawdown of -11.37%. Use the drawdown chart below to compare losses from any high point for PEZ and CERY.


Loading charts...

Drawdown Indicators


PEZCERYDifference

Max Drawdown

Largest peak-to-trough decline

-58.39%

-11.37%

-47.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-11.37%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-31.48%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

Max Drawdown (10Y)

Largest decline over 10 years

-52.05%

Current Drawdown

Current decline from peak

-8.32%

-11.37%

+3.05%

Average Drawdown

Average peak-to-trough decline

-13.84%

-2.27%

-11.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

2.83%

+3.34%

Volatility

PEZ vs. CERY - Volatility Comparison

Invesco DWA Consumer Cyclicals Momentum ETF (PEZ) has a higher volatility of 3.87% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 3.57%. This indicates that PEZ's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PEZCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.57%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

13.57%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

15.63%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.36%

14.73%

+9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

14.73%

+10.35%

PEZ vs. CERY - Expense Ratio Comparison

PEZ has a 0.60% expense ratio, which is higher than CERY's 0.28% expense ratio.


Dividends

PEZ vs. CERY - Dividend Comparison

PEZ's dividend yield for the trailing twelve months is around 0.36%, less than CERY's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.18%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEZ
Invesco DWA Consumer Cyclicals Momentum ETF
0.36%0.11%0.12%0.60%0.43%0.23%0.39%0.01%0.40%0.42%0.83%0.64%

Frequently Asked Questions


PEZ and CERY have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEZ has higher volatility (3.87%) compared to CERY (3.57%). In terms of maximum drawdown, PEZ dropped -58.39% vs CERY's -11.37%.

On 1-year performance, CERY leads with 26.17% vs 8.49% for PEZ. On fees, CERY is cheaper at 0.28% per year. On volatility, CERY has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 26.17% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CERY is cheaper with a 0.28% expense ratio, compared with 0.60% for PEZ.

CERY has the higher dividend yield at 4.18%, compared with 0.36% for PEZ.

PEZ is categorized as Momentum, while CERY is Commodities. PEZ tracks DWA Consumer Cyclicals Technical Leaders Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.60% for PEZ and 0.28% for CERY.

CERY currently has the higher Sharpe Ratio (1.68 vs 0.43), 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.

Portfolio Optimizer

Find the right allocation for PEZ and CERY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer