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PRN vs. MTUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRN vs. MTUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) and ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRN achieves a 45.08% return, which is significantly lower than MTUL's 66.24% return.


PRN

1D
-3.57%
1M
6.97%
YTD
45.08%
6M
39.29%
1Y
65.87%
3Y*
36.27%
5Y*
20.84%
10Y*
19.03%

MTUL

1D
-6.87%
1M
15.33%
YTD
66.24%
6M
59.30%
1Y
84.36%
3Y*
59.11%
5Y*
20.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRN vs. MTUL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRN
Invesco DWA Industrials Momentum ETF
45.08%13.74%30.35%37.96%-25.09%11.34%
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
66.24%27.42%58.70%10.66%-37.97%8.34%

Correlation

The correlation between PRN and MTUL is 0.75, 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

0.75

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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.78

The correlation between PRN and MTUL has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.

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Return for Risk

PRN vs. MTUL — Risk / Return Rank

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

PRN
PRN Risk / Return Rank: 7272
Overall Rank
PRN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PRN Sortino Ratio Rank: 6262
Sortino Ratio Rank
PRN Omega Ratio Rank: 6161
Omega Ratio Rank
PRN Calmar Ratio Rank: 8787
Calmar Ratio Rank
PRN Martin Ratio Rank: 8181
Martin Ratio Rank

MTUL
MTUL Risk / Return Rank: 6363
Overall Rank
MTUL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MTUL Sortino Ratio Rank: 5151
Sortino Ratio Rank
MTUL Omega Ratio Rank: 5454
Omega Ratio Rank
MTUL Calmar Ratio Rank: 7474
Calmar Ratio Rank
MTUL Martin Ratio Rank: 7777
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.

PRN vs. MTUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) and ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL). 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.


PRNMTULDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

4.68

3.55

+1.13

Martin ratioReturn relative to average drawdown

15.34

13.96

+1.38

PRN vs. MTUL - Sharpe Ratio Comparison

The current PRN Sharpe Ratio is 2.18, which is comparable to the MTUL Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PRN and MTUL, 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

PRN vs. MTUL - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, which is greater than MTUL's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for PRN and MTUL.


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Drawdown Indicators


PRNMTULDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-56.83%

-3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-23.86%

+9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

-39.15%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-56.83%

+21.99%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

Current Drawdown

Current decline from peak

-3.57%

-6.87%

+3.30%

Average Drawdown

Average peak-to-trough decline

-10.82%

-22.48%

+11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

6.06%

-1.75%

Volatility

PRN vs. MTUL - Volatility Comparison

The current volatility for Invesco DWA Industrials Momentum ETF (PRN) is 12.02%, while ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN (MTUL) has a volatility of 21.95%. This indicates that PRN experiences smaller price fluctuations and is considered to be less risky than MTUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNMTULDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

21.95%

-9.93%

Volatility (6M)

Calculated over the trailing 6-month period

24.35%

40.49%

-16.14%

Volatility (1Y)

Calculated over the trailing 1-year period

30.47%

47.37%

-16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.41%

43.49%

-18.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

44.11%

-19.73%

PRN vs. MTUL - Expense Ratio Comparison

PRN has a 0.60% expense ratio, which is lower than MTUL's 0.95% expense ratio.


Dividends

PRN vs. MTUL - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.08%, while MTUL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MTUL
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRN
Invesco DWA Industrials Momentum ETF
0.08%0.17%0.39%0.52%0.82%0.11%0.10%0.42%0.29%0.60%0.57%0.44%

Frequently Asked Questions


PRN and MTUL have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUL has higher volatility (21.95%) compared to PRN (12.02%). In terms of maximum drawdown, PRN dropped -59.88% vs MTUL's -56.83%.

On 5-year performance, PRN leads with 20.84% vs 20.69% for MTUL. On fees, PRN is cheaper at 0.60% per year. On volatility, PRN has been the lower-risk option at 12.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PRN has performed better with a 20.84% return vs 20.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PRN is cheaper with a 0.60% expense ratio, compared with 0.95% for MTUL.

PRN has the higher dividend yield at 0.08%, compared with 0.00% for MTUL.

PRN tracks DWA Industrials Technical Leaders Index, while MTUL tracks MSCI USA Momentum Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.60% for PRN and 0.95% for MTUL.

PRN currently has the higher Sharpe Ratio (2.18 vs 1.79), 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 PRN and MTUL

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