PSL vs. PXI
Compare and contrast key facts about Invesco DWA Consumer Staples Momentum ETF (PSL) and Invesco DWA Energy Momentum ETF (PXI).
PSL and PXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSL is a passively managed fund by Invesco that tracks the performance of the DWA Consumer Staples Technical Leaders Index. It was launched on Oct 12, 2006. PXI is a passively managed fund by Invesco that tracks the performance of the Dynamic Energy Sector Intellidex Index. It was launched on Oct 12, 2006. Both PSL and PXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PSL vs. PXI - Performance Comparison
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PSL vs. PXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 8.30% | -3.47% | 15.42% | 12.32% | -7.76% | 6.88% | 18.15% | 14.16% | 0.92% | 21.82% |
PXI Invesco DWA Energy Momentum ETF | 31.90% | 3.86% | 0.76% | 5.48% | 45.85% | 75.05% | -35.91% | 1.67% | -27.56% | -8.42% |
Returns By Period
In the year-to-date period, PSL achieves a 8.30% return, which is significantly lower than PXI's 31.90% return. Over the past 10 years, PSL has underperformed PXI with an annualized return of 7.76%, while PXI has yielded a comparatively higher 8.32% annualized return.
PSL
- 1D
- 0.85%
- 1M
- -7.09%
- YTD
- 8.30%
- 6M
- -0.82%
- 1Y
- 1.04%
- 3Y*
- 9.05%
- 5Y*
- 4.34%
- 10Y*
- 7.76%
PXI
- 1D
- -1.19%
- 1M
- 10.64%
- YTD
- 31.90%
- 6M
- 27.94%
- 1Y
- 38.60%
- 3Y*
- 16.20%
- 5Y*
- 20.20%
- 10Y*
- 8.32%
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PSL vs. PXI - Expense Ratio Comparison
Both PSL and PXI have an expense ratio of 0.60%.
Return for Risk
PSL vs. PXI — Risk / Return Rank
PSL
PXI
PSL vs. PXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and Invesco DWA Energy Momentum ETF (PXI). 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.
| PSL | PXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.41 | -1.34 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.81 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.28 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.95 | -1.79 |
Martin ratioReturn relative to average drawdown | 0.38 | 7.30 | -6.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSL | PXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.41 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.60 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.22 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.16 | +0.39 |
Correlation
The correlation between PSL and PXI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PSL vs. PXI - Dividend Comparison
PSL's dividend yield for the trailing twelve months is around 0.85%, less than PXI's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 0.85% | 0.93% | 0.60% | 1.37% | 1.98% | 1.24% | 0.80% | 0.47% | 0.75% | 0.34% | 2.08% | 1.18% |
PXI Invesco DWA Energy Momentum ETF | 1.29% | 1.81% | 1.52% | 1.82% | 3.14% | 0.57% | 1.72% | 2.80% | 0.93% | 0.80% | 0.73% | 2.07% |
Drawdowns
PSL vs. PXI - Drawdown Comparison
The maximum PSL drawdown since its inception was -41.58%, smaller than the maximum PXI drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for PSL and PXI.
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Drawdown Indicators
| PSL | PXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.58% | -85.08% | +43.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | -20.29% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -33.47% | +11.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -79.55% | +44.88% |
Current DrawdownCurrent decline from peak | -7.09% | -3.23% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -29.66% | +23.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 5.41% | +0.35% |
Volatility
PSL vs. PXI - Volatility Comparison
The current volatility for Invesco DWA Consumer Staples Momentum ETF (PSL) is 4.01%, while Invesco DWA Energy Momentum ETF (PXI) has a volatility of 5.75%. This indicates that PSL experiences smaller price fluctuations and is considered to be less risky than PXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSL | PXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.75% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 15.07% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 27.47% | -12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 34.14% | -18.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 37.29% | -20.80% |