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PSJ vs. IGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSJ and IGV is 0.74, 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.


Performance

PSJ vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Software ETF (PSJ) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
950.64%
1,221.11%
PSJ
IGV

Key characteristics

Returns By Period


PSJ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IGV

YTD

-0.75%

1M

22.23%

6M

7.72%

1Y

22.88%

5Y*

15.26%

10Y*

17.62%

*Annualized

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PSJ vs. IGV - Expense Ratio Comparison

PSJ has a 0.58% expense ratio, which is higher than IGV's 0.46% expense ratio.


Risk-Adjusted Performance

PSJ vs. IGV — Risk-Adjusted Performance Rank

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

PSJ

IGV
The Risk-Adjusted Performance Rank of IGV is 7373
Overall Rank
The Sharpe Ratio Rank of IGV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSJ vs. IGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Software ETF (PSJ) and iShares Expanded Tech-Software Sector ET (IGV). 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.



Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.00
0.90
PSJ
IGV

Dividends

PSJ vs. IGV - Dividend Comparison

Neither PSJ nor IGV has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PSJ
Invesco Dynamic Software ETF
0.00%0.00%0.00%1.41%0.56%0.04%0.05%0.00%0.00%0.03%0.15%0.10%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

Drawdowns

PSJ vs. IGV - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.95%
-9.70%
PSJ
IGV

Volatility

PSJ vs. IGV - Volatility Comparison

The current volatility for Invesco Dynamic Software ETF (PSJ) is 0.00%, while iShares Expanded Tech-Software Sector ET (IGV) has a volatility of 15.76%. This indicates that PSJ experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay0
15.76%
PSJ
IGV