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PPIE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PPIE vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Panagora ESG International Equity ETF - (PPIE) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PPIE

1D
0.04%
1M
2.11%
YTD
8.36%
6M
10.15%
1Y
20.91%
3Y*
18.29%
5Y*
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPIE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023
PPIE
Putnam Panagora ESG International Equity ETF -
8.36%32.77%7.67%9.66%
USD=X
USD Cash
0.00%0.00%0.00%0.00%

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Return for Risk

PPIE vs. USD=X — Risk / Return Rank

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

PPIE
PPIE Risk / Return Rank: 4141
Overall Rank
PPIE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PPIE Sortino Ratio Rank: 4242
Sortino Ratio Rank
PPIE Omega Ratio Rank: 4242
Omega Ratio Rank
PPIE Calmar Ratio Rank: 3838
Calmar Ratio Rank
PPIE Martin Ratio Rank: 4343
Martin Ratio Rank

USD=X
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.

PPIE vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Panagora ESG International Equity ETF - (PPIE) and USD Cash (USD=X). 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.


PPIEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.75

Martin ratioReturn relative to average drawdown

6.47

PPIE vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PPIEUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

Drawdowns

PPIE vs. USD=X - Drawdown Comparison

The maximum PPIE drawdown since its inception was -13.55%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PPIE and USD=X.


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Drawdown Indicators


PPIEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-13.55%

0.00%

-13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

0.00%

-12.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

0.00%

-13.55%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-0.71%

0.00%

-0.71%

Average Drawdown

Average peak-to-trough decline

-2.50%

0.00%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

0.00%

+3.24%

Volatility

PPIE vs. USD=X - Volatility Comparison

Putnam Panagora ESG International Equity ETF - (PPIE) has a higher volatility of 3.20% compared to USD Cash (USD=X) at 0.00%. This indicates that PPIE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPIEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

0.00%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

0.00%

+12.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.24%

0.00%

+15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

0.00%

+14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

0.00%

+14.81%

Frequently Asked Questions


PPIE has higher volatility (3.20%) compared to USD=X (0.00%). In terms of maximum drawdown, PPIE dropped -13.55% vs USD=X's 0.00%.

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