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POWA vs. RAFE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWA vs. RAFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Pricing Power ETF (POWA) and PIMCO RAFI ESG U.S. ETF (RAFE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWA achieves a -2.46% return, which is significantly lower than RAFE's 13.50% return.


POWA

1D
1.03%
1M
0.67%
YTD
-2.46%
6M
-3.75%
1Y
2.72%
3Y*
10.35%
5Y*
7.15%
10Y*
10.28%

RAFE

1D
0.04%
1M
2.27%
YTD
13.50%
6M
12.30%
1Y
28.30%
3Y*
19.09%
5Y*
11.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWA vs. RAFE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
POWA
Invesco Bloomberg Pricing Power ETF
-2.46%11.71%13.18%10.58%-7.67%24.93%7.61%0.36%
RAFE
PIMCO RAFI ESG U.S. ETF
13.50%17.60%13.81%18.80%-13.76%30.16%5.29%0.43%

Correlation

The correlation between POWA and RAFE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2019

0.83

The correlation between POWA and RAFE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

POWA vs. RAFE — Risk / Return Rank

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

POWA
POWA Risk / Return Rank: 1212
Overall Rank
POWA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
POWA Sortino Ratio Rank: 1111
Sortino Ratio Rank
POWA Omega Ratio Rank: 1111
Omega Ratio Rank
POWA Calmar Ratio Rank: 1212
Calmar Ratio Rank
POWA Martin Ratio Rank: 1212
Martin Ratio Rank

RAFE
RAFE Risk / Return Rank: 8484
Overall Rank
RAFE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RAFE Sortino Ratio Rank: 8787
Sortino Ratio Rank
RAFE Omega Ratio Rank: 8383
Omega Ratio Rank
RAFE Calmar Ratio Rank: 8181
Calmar Ratio Rank
RAFE Martin Ratio Rank: 8383
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.

POWA vs. RAFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Pricing Power ETF (POWA) and PIMCO RAFI ESG U.S. ETF (RAFE). 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.


POWARAFEDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

1.05

1.44

-0.39

Calmar ratioReturn relative to maximum drawdown

0.28

3.81

-3.53

Martin ratioReturn relative to average drawdown

0.70

14.74

-14.04

POWA vs. RAFE - Sharpe Ratio Comparison

The current POWA Sharpe Ratio is 0.23, which is lower than the RAFE Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of POWA and RAFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POWA vs. RAFE - Drawdown Comparison

The maximum POWA drawdown since its inception was -47.91%, which is greater than RAFE's maximum drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for POWA and RAFE.


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Drawdown Indicators


POWARAFEDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-35.74%

-12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-7.46%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-16.36%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-24.28%

+6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

Current Drawdown

Current decline from peak

-6.60%

-1.21%

-5.39%

Average Drawdown

Average peak-to-trough decline

-6.24%

-6.17%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.93%

+1.98%

Volatility

POWA vs. RAFE - Volatility Comparison

The current volatility for Invesco Bloomberg Pricing Power ETF (POWA) is 3.27%, while PIMCO RAFI ESG U.S. ETF (RAFE) has a volatility of 3.71%. This indicates that POWA experiences smaller price fluctuations and is considered to be less risky than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWARAFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.71%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.70%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

11.51%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

15.10%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

19.39%

-3.34%

POWA vs. RAFE - Expense Ratio Comparison

POWA has a 0.40% expense ratio, which is higher than RAFE's 0.30% expense ratio.


Dividends

POWA vs. RAFE - Dividend Comparison

POWA's dividend yield for the trailing twelve months is around 0.96%, less than RAFE's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
POWA
Invesco Bloomberg Pricing Power ETF
0.96%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%
RAFE
PIMCO RAFI ESG U.S. ETF
1.50%1.67%1.79%1.81%2.22%1.42%2.36%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


POWA and RAFE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAFE has higher volatility (3.71%) compared to POWA (3.27%). In terms of maximum drawdown, POWA dropped -47.91% vs RAFE's -35.74%.

On 5-year performance, RAFE leads with 11.13% vs 7.15% for POWA. On fees, RAFE is cheaper at 0.30% per year. On volatility, POWA has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RAFE has performed better with a 11.13% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAFE is cheaper with a 0.30% expense ratio, compared with 0.40% for POWA.

RAFE has the higher dividend yield at 1.50%, compared with 0.96% for POWA.

POWA tracks Bloomberg Pricing Power Index, while RAFE tracks RAFI ESG US Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.40% for POWA and 0.30% for RAFE.

RAFE currently has the higher Sharpe Ratio (2.48 vs 0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for POWA and RAFE

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