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PID vs. PSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PID vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

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PID vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%19.05%
PSQ
ProShares Short QQQ
7.10%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Returns By Period

In the year-to-date period, PID achieves a 2.04% return, which is significantly lower than PSQ's 7.10% return. Over the past 10 years, PID has outperformed PSQ with an annualized return of 8.98%, while PSQ has yielded a comparatively lower -17.21% annualized return.


PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%

PSQ

1D
-3.36%
1M
5.19%
YTD
7.10%
6M
5.61%
1Y
-17.44%
3Y*
-14.62%
5Y*
-10.93%
10Y*
-17.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PID vs. PSQ - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is lower than PSQ's 0.95% expense ratio.


Return for Risk

PID vs. PSQ — Risk / Return Rank

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

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 22
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 77
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.

PID vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and ProShares Short QQQ (PSQ). 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.


PIDPSQDifference

Sharpe ratio

Return per unit of total volatility

1.64

-0.78

+2.41

Sortino ratio

Return per unit of downside risk

2.39

-0.98

+3.37

Omega ratio

Gain probability vs. loss probability

1.34

0.86

+0.47

Calmar ratio

Return relative to maximum drawdown

2.36

-0.51

+2.88

Martin ratio

Return relative to average drawdown

10.33

-0.64

+10.97

PID vs. PSQ - Sharpe Ratio Comparison

The current PID Sharpe Ratio is 1.64, which is higher than the PSQ Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of PID and PSQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PIDPSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

-0.78

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.49

+1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

-0.78

+1.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.72

+0.98

Correlation

The correlation between PID and PSQ is -0.64. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PID vs. PSQ - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.38%, less than PSQ's 4.08% yield.


TTM20252024202320222021202020192018201720162015
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%
PSQ
ProShares Short QQQ
4.08%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%0.00%0.00%

Drawdowns

PID vs. PSQ - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, smaller than the maximum PSQ drawdown of -97.99%. Use the drawdown chart below to compare losses from any high point for PID and PSQ.


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Drawdown Indicators


PIDPSQDifference

Max Drawdown

Largest peak-to-trough decline

-66.34%

-97.99%

+31.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-33.97%

+25.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-54.95%

+31.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

-87.30%

+41.23%

Current Drawdown

Current decline from peak

-5.36%

-97.76%

+92.40%

Average Drawdown

Average peak-to-trough decline

-13.12%

-73.76%

+60.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

27.21%

-25.19%

Volatility

PID vs. PSQ - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.80%, while ProShares Short QQQ (PSQ) has a volatility of 6.57%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIDPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

6.57%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

12.77%

-5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

22.53%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

22.45%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

22.21%

-4.22%