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PIE vs. EMXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIE vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Emerging Markets Momentum ETF (PIE) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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PIE vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIE
Invesco DWA Emerging Markets Momentum ETF
10.23%25.98%-0.27%13.71%-28.77%14.30%21.23%26.11%-22.04%14.03%
EMXC
iShares MSCI Emerging Markets ex China ETF
8.23%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.01%

Returns By Period

In the year-to-date period, PIE achieves a 10.23% return, which is significantly higher than EMXC's 8.23% return.


PIE

1D
1.88%
1M
-8.10%
YTD
10.23%
6M
7.86%
1Y
46.75%
3Y*
14.64%
5Y*
3.86%
10Y*
7.75%

EMXC

1D
4.13%
1M
-10.29%
YTD
8.23%
6M
18.73%
1Y
47.21%
3Y*
19.79%
5Y*
8.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIE vs. EMXC - Expense Ratio Comparison

PIE has a 0.90% expense ratio, which is higher than EMXC's 0.49% expense ratio.


Return for Risk

PIE vs. EMXC — Risk / Return Rank

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

PIE
PIE Risk / Return Rank: 9090
Overall Rank
PIE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PIE Sortino Ratio Rank: 9090
Sortino Ratio Rank
PIE Omega Ratio Rank: 9090
Omega Ratio Rank
PIE Calmar Ratio Rank: 8989
Calmar Ratio Rank
PIE Martin Ratio Rank: 9393
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 9494
Overall Rank
EMXC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9494
Omega Ratio Rank
EMXC Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9494
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.

PIE vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Emerging Markets Momentum ETF (PIE) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


PIEEMXCDifference

Sharpe ratio

Return per unit of total volatility

2.02

2.31

-0.29

Sortino ratio

Return per unit of downside risk

2.57

2.98

-0.41

Omega ratio

Gain probability vs. loss probability

1.38

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

2.92

3.26

-0.34

Martin ratio

Return relative to average drawdown

13.34

13.81

-0.47

PIE vs. EMXC - Sharpe Ratio Comparison

The current PIE Sharpe Ratio is 2.02, which is comparable to the EMXC Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of PIE and EMXC, 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


PIEEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.31

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.49

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.39

-0.33

Correlation

The correlation between PIE and EMXC is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PIE vs. EMXC - Dividend Comparison

PIE's dividend yield for the trailing twelve months is around 2.14%, less than EMXC's 2.60% yield.


TTM20252024202320222021202020192018201720162015
PIE
Invesco DWA Emerging Markets Momentum ETF
2.14%2.28%2.33%2.59%3.45%1.28%1.32%2.29%3.32%1.63%1.48%0.80%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.60%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%

Drawdowns

PIE vs. EMXC - Drawdown Comparison

The maximum PIE drawdown since its inception was -72.98%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for PIE and EMXC.


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Drawdown Indicators


PIEEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-72.98%

-42.81%

-30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.48%

-14.41%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-40.32%

-28.91%

-11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

Current Drawdown

Current decline from peak

-8.10%

-10.88%

+2.78%

Average Drawdown

Average peak-to-trough decline

-26.31%

-10.35%

-15.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.40%

-0.01%

Volatility

PIE vs. EMXC - Volatility Comparison

The current volatility for Invesco DWA Emerging Markets Momentum ETF (PIE) is 10.36%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 11.89%. This indicates that PIE experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIEEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

11.89%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

16.14%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

20.58%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

16.70%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

19.51%

+1.59%