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PEZ vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEZ vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Cyclicals Momentum ETF (PEZ) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEZ achieves a -4.23% return, which is significantly lower than SMOM's 9.82% return.


PEZ

1D
0.45%
1M
0.97%
YTD
-4.23%
6M
-0.27%
1Y
5.43%
3Y*
14.83%
5Y*
2.63%
10Y*
9.46%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEZ vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between PEZ and SMOM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.71

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Return for Risk

PEZ vs. SMOM — Risk / Return Rank

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

PEZ
PEZ Risk / Return Rank: 1313
Overall Rank
PEZ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PEZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
PEZ Omega Ratio Rank: 1212
Omega Ratio Rank
PEZ Calmar Ratio Rank: 1313
Calmar Ratio Rank
PEZ Martin Ratio Rank: 1313
Martin Ratio Rank

SMOM
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. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Cyclicals Momentum ETF (PEZ) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


PEZSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.34

Martin ratioReturn relative to average drawdown

0.91

PEZ vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PEZSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.45

-1.12

Drawdowns

PEZ vs. SMOM - Drawdown Comparison

The maximum PEZ drawdown since its inception was -58.39%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PEZ and SMOM.


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Drawdown Indicators


PEZSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-58.39%

-7.45%

-50.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

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

-11.25%

0.00%

-11.25%

Average Drawdown

Average peak-to-trough decline

-13.86%

-1.48%

-12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

Volatility

PEZ vs. SMOM - Volatility Comparison


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Volatility by Period


PEZSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

12.62%

+7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

12.62%

+11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

12.62%

+12.44%

PEZ vs. SMOM - Expense Ratio Comparison

PEZ has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

PEZ vs. SMOM - Dividend Comparison

PEZ's dividend yield for the trailing twelve months is around 0.22%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PEZ
Invesco DWA Consumer Cyclicals Momentum ETF
0.22%0.11%0.12%0.60%0.43%0.23%0.39%0.01%0.40%0.42%0.83%0.64%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PEZ and SMOM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PEZ is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PEZ is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

PEZ has the higher dividend yield at 0.22%, compared with 0.15% for SMOM.

PEZ is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PEZ and 0.63% for SMOM.

Portfolio Optimizer

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