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PPA vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPA vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Aerospace & Defense ETF (PPA) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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PPA vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPA
Invesco Aerospace & Defense ETF
5.82%37.15%25.28%18.41%9.52%7.09%0.45%39.63%-7.51%30.10%
XMMO
Invesco S&P MidCap Momentum ETF
4.93%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, PPA achieves a 5.82% return, which is significantly higher than XMMO's 4.93% return. Both investments have delivered pretty close results over the past 10 years, with PPA having a 17.70% annualized return and XMMO not far ahead at 18.19%.


PPA

1D
3.49%
1M
-8.46%
YTD
5.82%
6M
6.62%
1Y
42.80%
3Y*
27.91%
5Y*
18.59%
10Y*
17.70%

XMMO

1D
4.31%
1M
-3.18%
YTD
4.93%
6M
7.61%
1Y
28.46%
3Y*
25.08%
5Y*
12.21%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPA vs. XMMO - Expense Ratio Comparison

PPA has a 0.61% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

PPA vs. XMMO — Risk / Return Rank

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

PPA
PPA Risk / Return Rank: 9292
Overall Rank
PPA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPA Sortino Ratio Rank: 9292
Sortino Ratio Rank
PPA Omega Ratio Rank: 9090
Omega Ratio Rank
PPA Calmar Ratio Rank: 9292
Calmar Ratio Rank
PPA Martin Ratio Rank: 9292
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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.

PPA vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Aerospace & Defense ETF (PPA) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


PPAXMMODifference

Sharpe ratio

Return per unit of total volatility

1.99

1.30

+0.69

Sortino ratio

Return per unit of downside risk

2.68

1.86

+0.81

Omega ratio

Gain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

3.11

2.28

+0.83

Martin ratio

Return relative to average drawdown

12.51

10.83

+1.67

PPA vs. XMMO - Sharpe Ratio Comparison

The current PPA Sharpe Ratio is 1.99, which is higher than the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PPA and XMMO, 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


PPAXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.30

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.58

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.83

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.54

+0.12

Correlation

The correlation between PPA and XMMO is 0.76, 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

PPA vs. XMMO - Dividend Comparison

PPA's dividend yield for the trailing twelve months is around 0.40%, less than XMMO's 0.71% yield.


TTM20252024202320222021202020192018201720162015
PPA
Invesco Aerospace & Defense ETF
0.40%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%
XMMO
Invesco S&P MidCap Momentum ETF
0.71%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

PPA vs. XMMO - Drawdown Comparison

The maximum PPA drawdown since its inception was -57.37%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for PPA and XMMO.


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Drawdown Indicators


PPAXMMODifference

Max Drawdown

Largest peak-to-trough decline

-57.37%

-55.37%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-12.81%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-27.91%

+9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

-36.74%

-7.18%

Current Drawdown

Current decline from peak

-10.69%

-4.39%

-6.30%

Average Drawdown

Average peak-to-trough decline

-9.19%

-9.52%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.69%

+0.72%

Volatility

PPA vs. XMMO - Volatility Comparison

The current volatility for Invesco Aerospace & Defense ETF (PPA) is 7.16%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that PPA experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPAXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

9.07%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

14.28%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

21.97%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

21.26%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

22.11%

-1.63%