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PIEL vs. IPOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIEL vs. IPOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer International Export Leaders ETF (PIEL) and Renaissance International IPO ETF (IPOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIEL achieves a 12.32% return, which is significantly lower than IPOS's 32.73% return.


PIEL

1D
-0.39%
1M
-3.22%
6M
8.29%
YTD
12.32%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IPOS

1D
0.99%
1M
-8.90%
6M
16.48%
YTD
32.73%
1Y
48.11%
3Y*
12.33%
5Y*
-7.18%
10Y*
2.37%
ALL TIME*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.92K$63.26K$109.96K
$1.50K$4.13K$8.68K

PIEL vs. IPOS - Yearly Performance Comparison


Correlation

The correlation between PIEL and IPOS is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 23, 2025

0.64

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Return for Risk

PIEL vs. IPOS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PIEL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IPOS
IPOS Risk / Return Rank: 6161
Overall Rank
IPOS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 5656
Sortino Ratio Rank
IPOS Omega Ratio Rank: 5959
Omega Ratio Rank
IPOS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IPOS Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PIEL vs. IPOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer International Export Leaders ETF (PIEL) and Renaissance International IPO ETF (IPOS). 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.


PIELIPOSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

7.14

PIEL vs. IPOS - Sharpe Ratio Comparison


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Drawdowns

PIEL vs. IPOS - Drawdown Comparison

The maximum PIEL drawdown since its inception was -14.67%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for PIEL and IPOS.


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Drawdown Indicators


PIELIPOSDifference

Max Drawdown

Largest peak-to-trough decline

-14.67%

-73.09%

+58.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-31.49%

Max Drawdown (5Y)

Largest decline over 5 years

-67.41%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

Current Drawdown

Current decline from peak

-6.03%

-43.60%

+37.57%

Average Drawdown

Average peak-to-trough decline

-3.72%

-32.09%

+28.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

Volatility

PIEL vs. IPOS - Volatility Comparison


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Volatility by Period


PIELIPOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.88%

Volatility (6M)

Calculated over the trailing 6-month period

31.55%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

34.20%

-9.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.42%

28.15%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

24.60%

-0.18%

PIEL vs. IPOS - Expense Ratio Comparison

PIEL has a 0.60% expense ratio, which is lower than IPOS's 0.80% expense ratio.


Dividends

PIEL vs. IPOS - Dividend Comparison

PIEL has not paid dividends to shareholders, while IPOS's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM20252024202320222021202020192018201720162015
IPOS
Renaissance International IPO ETF
0.35%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%
PIEL
Pacer International Export Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PIEL and IPOS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PIEL is cheaper with a 0.60% expense ratio, compared with 0.80% for IPOS.

IPOS has the higher dividend yield at 0.35%, compared with 0.00% for PIEL.

PIEL tracks Pacer International Export Leaders Index, while IPOS tracks Renaissance International IPO Index. They also come from different issuers: Pacer and Renaissance Capital. Their fees differ too: 0.60% for PIEL and 0.80% for IPOS.

Portfolio Optimizer

Find the right allocation for PIEL and IPOS

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