PortfoliosLab logoPortfoliosLab logo
PIZ vs. KEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIZ vs. KEMX - Performance Comparison

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

Loading graphics...

PIZ vs. KEMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PIZ
Invesco DWA Developed Markets Momentum ETF
1.42%37.22%16.30%17.96%-30.48%20.53%17.96%10.58%
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
9.35%38.28%0.36%20.57%-19.35%10.55%12.84%7.93%

Returns By Period

In the year-to-date period, PIZ achieves a 1.42% return, which is significantly lower than KEMX's 9.35% return.


PIZ

1D
4.43%
1M
-10.41%
YTD
1.42%
6M
4.63%
1Y
32.20%
3Y*
20.23%
5Y*
9.25%
10Y*
9.66%

KEMX

1D
4.34%
1M
-11.07%
YTD
9.35%
6M
21.09%
1Y
50.32%
3Y*
20.32%
5Y*
9.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIZ vs. KEMX - Expense Ratio Comparison

PIZ has a 0.80% expense ratio, which is higher than KEMX's 0.25% expense ratio.


Return for Risk

PIZ vs. KEMX — Risk / Return Rank

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

PIZ
PIZ Risk / Return Rank: 8282
Overall Rank
PIZ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PIZ Sortino Ratio Rank: 8383
Sortino Ratio Rank
PIZ Omega Ratio Rank: 8181
Omega Ratio Rank
PIZ Calmar Ratio Rank: 8181
Calmar Ratio Rank
PIZ Martin Ratio Rank: 8383
Martin Ratio Rank

KEMX
KEMX Risk / Return Rank: 9494
Overall Rank
KEMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
KEMX Omega Ratio Rank: 9494
Omega Ratio Rank
KEMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
KEMX Martin Ratio Rank: 9393
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.

PIZ vs. KEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Developed Markets Momentum ETF (PIZ) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). 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.


PIZKEMXDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.36

-0.85

Sortino ratio

Return per unit of downside risk

2.11

3.00

-0.89

Omega ratio

Gain probability vs. loss probability

1.31

1.44

-0.13

Calmar ratio

Return relative to maximum drawdown

2.19

3.25

-1.07

Martin ratio

Return relative to average drawdown

9.18

13.60

-4.43

PIZ vs. KEMX - Sharpe Ratio Comparison

The current PIZ Sharpe Ratio is 1.51, which is lower than the KEMX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of PIZ and KEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PIZKEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.36

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.50

-0.26

Correlation

The correlation between PIZ and KEMX is 0.71, 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

PIZ vs. KEMX - Dividend Comparison

PIZ's dividend yield for the trailing twelve months is around 1.54%, less than KEMX's 3.00% yield.


TTM20252024202320222021202020192018201720162015
PIZ
Invesco DWA Developed Markets Momentum ETF
1.54%1.55%1.68%1.86%2.04%1.01%0.37%1.58%1.06%1.30%2.21%1.09%
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
3.00%3.28%3.39%2.00%4.10%4.79%1.69%2.77%0.00%0.00%0.00%0.00%

Drawdowns

PIZ vs. KEMX - Drawdown Comparison

The maximum PIZ drawdown since its inception was -60.61%, which is greater than KEMX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for PIZ and KEMX.


Loading graphics...

Drawdown Indicators


PIZKEMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-38.80%

-21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-15.36%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

-30.85%

-10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-40.93%

Current Drawdown

Current decline from peak

-10.56%

-11.68%

+1.12%

Average Drawdown

Average peak-to-trough decline

-14.99%

-9.02%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.67%

-0.25%

Volatility

PIZ vs. KEMX - Volatility Comparison

The current volatility for Invesco DWA Developed Markets Momentum ETF (PIZ) is 10.37%, while KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a volatility of 12.58%. This indicates that PIZ experiences smaller price fluctuations and is considered to be less risky than KEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PIZKEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.37%

12.58%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

16.96%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

21.39%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

17.55%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

20.61%

-1.29%