PFFD vs. PERF

Last updated Jun 4, 2026

PFFD (Global X U.S. Preferred ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE BofAML Diversified Core U.S. Preferred Securities Index, while PERF (Perfect Corp.) is a stock. Over the past 5 years, PFFD returned -0.16%/yr vs -29.70%/yr for PERF. At a 0.07 correlation, their price movements are largely independent.

Performance

PFFD vs. PERF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) and Perfect Corp. (PERF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFFD achieves a 2.29% return, which is significantly higher than PERF's -8.29% return.

PFFD

• 1D: -0.58%
• 1M: 0.16%
• YTD: 2.29%
• 6M: 2.67%
• 1Y: 7.65%
• 3Y*: 5.10%
• 5Y*: -0.16%
• 10Y*: —

PERF

• 1D: -2.92%
• 1M: -3.49%
• YTD: -8.29%
• 6M: -9.29%
• 1Y: -7.78%
• 3Y*: -31.21%
• 5Y*: -29.70%
• 10Y*: —

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

PFFD vs. PERF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PFFD Global X U.S. Preferred ETF	2.29%	3.22%	7.07%	6.85%	-20.20%	7.59%
PERF Perfect Corp.	-8.29%	-36.04%	-8.71%	-56.58%	-27.51%	-2.54%

Correlation

The correlation between PFFD and PERF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021	0.07

Return for Risk

PFFD vs. PERF — Risk / Return Rank

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

PFFD

PFFD Risk / Return Rank: 27
PFFD Sharpe Ratio Rank: 29
PFFD Sortino Ratio Rank: 28
PFFD Omega Ratio Rank: 27
PFFD Calmar Ratio Rank: 26
PFFD Martin Ratio Rank: 27

PERF

PERF Risk / Return Rank: 36
PERF Sharpe Ratio Rank: 35
PERF Sortino Ratio Rank: 36
PERF Omega Ratio Rank: 36
PERF Calmar Ratio Rank: 36
PERF Martin Ratio Rank: 36

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.

PFFD vs. PERF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and Perfect Corp. (PERF). 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.

	PFFD	PERF	Difference
Sharpe ratio: Return per unit of total volatility	1.07	-0.13	+1.20
Sortino ratio: Return per unit of downside risk	1.55	0.25	+1.29
Omega ratio: Gain probability vs. loss probability	1.19	1.03	+0.15
Calmar ratio: Return relative to maximum drawdown	1.29	-0.16	+1.44
Martin ratio: Return relative to average drawdown	3.81	-0.25	+4.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFFD vs. PERF - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 1.07, which is higher than the PERF Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of PFFD and PERF, 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

	PFFD	PERF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	-0.13	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	-0.42	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	-0.42	+0.63

Drawdowns

PFFD vs. PERF - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum PERF drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for PFFD and PERF.

Drawdown Indicators

	PFFD	PERF	Difference
Max Drawdown Largest peak-to-trough decline	-30.93%	-88.17%	+57.24%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-50.38%	+44.41%
Max Drawdown (3Y) Largest decline over 3 years	-10.84%	-74.31%	+63.47%
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	-88.17%	+63.72%
Current Drawdown Current decline from peak	-3.68%	-84.90%	+81.22%
Average Drawdown Average peak-to-trough decline	-6.59%	-50.41%	+43.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	31.01%	-29.00%

Volatility

PFFD vs. PERF - Volatility Comparison

The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.09%, while Perfect Corp. (PERF) has a volatility of 7.33%. This indicates that PFFD experiences smaller price fluctuations and is considered to be less risky than PERF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFFD	PERF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.09%	7.33%	-5.24%
Volatility (6M) Calculated over the trailing 6-month period	5.32%	41.75%	-36.43%
Volatility (1Y) Calculated over the trailing 1-year period	7.19%	60.69%	-53.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.98%	71.06%	-60.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.76%	69.28%	-56.52%

Dividends

PFFD vs. PERF - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.37%, while PERF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PERF Perfect Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PFFD Global X U.S. Preferred ETF	6.37%	6.37%	6.42%	6.49%	6.63%	5.09%	5.17%	5.48%	6.21%	1.94%

Frequently Asked Questions

Can I hold both PFFD and PERF in my portfolio?

PFFD and PERF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFFD or PERF?

PERF has higher volatility (7.33%) compared to PFFD (2.09%). In terms of maximum drawdown, PFFD dropped -30.93% vs PERF's -88.17%.

Which has better risk-adjusted returns?

PFFD currently has the higher Sharpe Ratio (1.07 vs -0.13), 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.