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PKW vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKW vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BuyBack Achievers™ ETF (PKW) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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PKW vs. SNPD - Yearly Performance Comparison


2026 (YTD)2025202420232022
PKW
Invesco BuyBack Achievers™ ETF
-2.12%17.92%17.33%17.24%2.48%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%2.68%3.49%

Returns By Period

In the year-to-date period, PKW achieves a -2.12% return, which is significantly lower than SNPD's 4.62% return.


PKW

1D
2.20%
1M
-4.59%
YTD
-2.12%
6M
-0.56%
1Y
17.63%
3Y*
16.74%
5Y*
10.21%
10Y*
12.54%

SNPD

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PKW vs. SNPD - Expense Ratio Comparison

PKW has a 0.62% expense ratio, which is higher than SNPD's 0.15% expense ratio.


Return for Risk

PKW vs. SNPD — Risk / Return Rank

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

PKW
PKW Risk / Return Rank: 5757
Overall Rank
PKW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PKW Sortino Ratio Rank: 5555
Sortino Ratio Rank
PKW Omega Ratio Rank: 5757
Omega Ratio Rank
PKW Calmar Ratio Rank: 5656
Calmar Ratio Rank
PKW Martin Ratio Rank: 6060
Martin Ratio Rank

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
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.

PKW vs. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BuyBack Achievers™ ETF (PKW) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.


PKWSNPDDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.62

+0.30

Sortino ratio

Return per unit of downside risk

1.38

0.98

+0.40

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

1.33

0.88

+0.45

Martin ratio

Return relative to average drawdown

5.70

3.39

+2.31

PKW vs. SNPD - Sharpe Ratio Comparison

The current PKW Sharpe Ratio is 0.92, which is higher than the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PKW and SNPD, 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


PKWSNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.62

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between PKW and SNPD is 0.83, 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

PKW vs. SNPD - Dividend Comparison

PKW's dividend yield for the trailing twelve months is around 0.94%, less than SNPD's 3.11% yield.


TTM20252024202320222021202020192018201720162015
PKW
Invesco BuyBack Achievers™ ETF
0.94%0.99%0.86%1.17%1.22%0.72%1.48%1.30%1.30%0.65%1.59%1.14%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PKW vs. SNPD - Drawdown Comparison

The maximum PKW drawdown since its inception was -54.59%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for PKW and SNPD.


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Drawdown Indicators


PKWSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-54.59%

-15.80%

-38.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-11.68%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

Max Drawdown (10Y)

Largest decline over 10 years

-40.93%

Current Drawdown

Current decline from peak

-5.83%

-6.31%

+0.48%

Average Drawdown

Average peak-to-trough decline

-8.01%

-3.93%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.02%

+0.20%

Volatility

PKW vs. SNPD - Volatility Comparison

Invesco BuyBack Achievers™ ETF (PKW) has a higher volatility of 4.73% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.66%. This indicates that PKW's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKWSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.66%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

7.93%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

14.75%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

13.22%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

13.22%

+6.56%