PRN vs. UMI

Last updated Jun 14, 2026

PRN (Invesco DWA Industrials Momentum ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both exchange-traded funds - PRN is a Momentum fund tracking the DWA Industrials Technical Leaders Index, while UMI is a Energy Equities fund actively managed by Wainwright, Inc.. PRN is passively managed, while UMI is actively managed. Over the past 5 years, PRN returned 20.00%/yr vs 19.88%/yr for UMI. At a 0.45 correlation, their price movements are largely independent. PRN charges 0.60%/yr vs 0.85%/yr for UMI.

Performance

PRN vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRN achieves a 40.09% return, which is significantly higher than UMI's 24.00% return.

PRN

• 1D: 1.02%
• 1M: -1.28%
• YTD: 40.09%
• 6M: 38.91%
• 1Y: 62.65%
• 3Y*: 34.70%
• 5Y*: 20.00%
• 10Y*: 18.49%

UMI

• 1D: 0.77%
• 1M: -1.25%
• YTD: 24.00%
• 6M: 23.82%
• 1Y: 25.24%
• 3Y*: 27.76%
• 5Y*: 19.88%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRN vs. UMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRN Invesco DWA Industrials Momentum ETF	40.09%	13.74%	30.35%	37.96%	-25.09%	25.21%	36.39%	34.52%	-16.19%	0.15%
UMI USCF Midstream Energy Income Fund ETF	24.00%	5.11%	42.97%	14.60%	20.78%	20.97%	-8.25%	21.06%	-10.64%	2.76%

Correlation

The correlation between PRN and UMI is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Nov 30, 2017	0.45

Over the past year, the correlation between PRN and UMI has dropped to 0.05 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

PRN vs. UMI - Sectors Allocation Comparison

Sectors	PRN	UMI
Industrials	80.0%	-
Technology	18.6%	-
Basic Materials	1.8%	-
Energy	1.6%	99.0%
Consumer Cyclical	1.2%	-
Financial Services	0.2%	-
Communication Services	-	-
Consumer Defensive	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	1.0%

Return for Risk

PRN vs. UMI — Risk / Return Rank

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

PRN

PRN Risk / Return Rank: 74
PRN Sharpe Ratio Rank: 73
PRN Sortino Ratio Rank: 64
PRN Omega Ratio Rank: 65
PRN Calmar Ratio Rank: 87
PRN Martin Ratio Rank: 82

UMI

UMI Risk / Return Rank: 64
UMI Sharpe Ratio Rank: 64
UMI Sortino Ratio Rank: 63
UMI Omega Ratio Rank: 59
UMI Calmar Ratio Rank: 76
UMI Martin Ratio Rank: 59

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. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) and USCF Midstream Energy Income Fund ETF (UMI). 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.

	PRN	UMI	Difference
Sharpe ratio: Return per unit of total volatility	2.04	1.83	+0.21
Sortino ratio: Return per unit of downside risk	2.60	2.53	+0.07
Omega ratio: Gain probability vs. loss probability	1.34	1.32	+0.02
Calmar ratio: Return relative to maximum drawdown	4.33	3.43	+0.89
Martin ratio: Return relative to average drawdown	14.20	9.22	+4.98

PRN vs. UMI - Sharpe Ratio Comparison

The current PRN Sharpe Ratio is 2.04, which is comparable to the UMI Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PRN and UMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRN vs. UMI - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for PRN and UMI.

Drawdown Indicators

	PRN	UMI	Difference
Max Drawdown Largest peak-to-trough decline	-59.88%	-48.08%	-11.80%
Max Drawdown (1Y) Largest decline over 1 year	-14.15%	-7.50%	-6.65%
Max Drawdown (3Y) Largest decline over 3 years	-30.78%	-17.08%	-13.70%
Max Drawdown (5Y) Largest decline over 5 years	-34.84%	-20.05%	-14.79%
Max Drawdown (10Y) Largest decline over 10 years	-36.27%	—	—
Current Drawdown Current decline from peak	-1.81%	-3.61%	+1.80%
Average Drawdown Average peak-to-trough decline	-10.83%	-6.59%	-4.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	2.79%	+1.51%

Volatility

PRN vs. UMI - Volatility Comparison

Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 12.21% compared to USCF Midstream Energy Income Fund ETF (UMI) at 5.61%. This indicates that PRN's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRN	UMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.21%	5.61%	+6.60%
Volatility (6M) Calculated over the trailing 6-month period	24.73%	11.01%	+13.72%
Volatility (1Y) Calculated over the trailing 1-year period	30.02%	14.09%	+15.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.33%	19.54%	+5.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.33%	23.17%	+1.16%

PRN vs. UMI - Expense Ratio Comparison

PRN has a 0.60% expense ratio, which is lower than UMI's 0.85% expense ratio.

Dividends

PRN vs. UMI - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.12%, less than UMI's 5.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRN Invesco DWA Industrials Momentum ETF	0.12%	0.17%	0.39%	0.52%	0.82%	0.11%	0.10%	0.42%	0.29%	0.60%	0.57%	0.44%
UMI USCF Midstream Energy Income Fund ETF	5.91%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRN and UMI in my portfolio?

PRN and UMI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRN or UMI?

PRN has higher volatility (12.21%) compared to UMI (5.61%). In terms of maximum drawdown, PRN dropped -59.88% vs UMI's -48.08%.

Which ETF is better, PRN or UMI?

On 5-year performance, PRN leads with 20.00% vs 19.88% for UMI. On fees, PRN is cheaper at 0.60% per year. On volatility, UMI has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRN or UMI?

Over the 5-year period, PRN has performed better with a 20.00% return vs 19.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRN or UMI?

PRN is cheaper with a 0.60% expense ratio, compared with 0.85% for UMI.

Which ETF pays a higher dividend yield, PRN or UMI?

UMI has the higher dividend yield at 5.91%, compared with 0.12% for PRN.

What is the main difference between PRN and UMI?

PRN is categorized as Momentum, while UMI is Energy Equities. They also come from different issuers: Invesco and Wainwright, Inc.. Their fees differ too: 0.60% for PRN and 0.85% for UMI.

Which has better risk-adjusted returns?

PRN currently has the higher Sharpe Ratio (2.04 vs 1.83), 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.