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PJP vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJP vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJP achieves a 2.90% return, which is significantly higher than PBPH's -1.13% return.


PJP

1D
1.20%
1M
1.29%
YTD
2.90%
6M
2.29%
1Y
34.73%
3Y*
13.31%
5Y*
7.62%
10Y*
6.15%

PBPH

1D
0.58%
1M
0.07%
YTD
-1.13%
6M
-0.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJP vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between PJP and PBPH is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.82

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Return for Risk

PJP vs. PBPH — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 6464
Overall Rank
PJP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 6464
Sortino Ratio Rank
PJP Omega Ratio Rank: 5757
Omega Ratio Rank
PJP Calmar Ratio Rank: 7373
Calmar Ratio Rank
PJP Martin Ratio Rank: 6363
Martin Ratio Rank

PBPH
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.

PJP vs. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


PJPPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.70

Martin ratioReturn relative to average drawdown

11.55

PJP vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PJPPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.04

+0.63

Drawdowns

PJP vs. PBPH - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for PJP and PBPH.


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Drawdown Indicators


PJPPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-11.10%

-25.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

Current Drawdown

Current decline from peak

-2.94%

-8.69%

+5.75%

Average Drawdown

Average peak-to-trough decline

-8.85%

-4.23%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

PJP vs. PBPH - Volatility Comparison


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Volatility by Period


PJPPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

16.78%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

16.78%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

16.78%

+1.61%

PJP vs. PBPH - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

PJP vs. PBPH - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 0.99%, more than PBPH's 0.09% yield.


PositionTTM20252024202320222021202020192018201720162015
PBPH
Portfolio Building Block World Pharma and Biotech Index ETF
0.09%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PJP
Invesco Dynamic Pharmaceuticals ETF
0.99%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%

Frequently Asked Questions


PJP and PBPH have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.58% for PJP.

PJP has the higher dividend yield at 0.99%, compared with 0.09% for PBPH.

PJP tracks Dynamic Pharmaceuticals Intellidex Index, while PBPH tracks BITA Global Pharma and Biotech Select Index. They also come from different issuers: Invesco and Portfolio Building Block. Their fees differ too: 0.58% for PJP and 0.13% for PBPH.

Portfolio Optimizer

Find the right allocation for PJP and PBPH

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