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PSWD vs. PXQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSWD vs. PXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Cybersecurity Select Equity ETF (PSWD) and Invesco Dynamic Networking ETF (PXQ). The values are adjusted to include any dividend payments, if applicable.

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PSWD vs. PXQ - Yearly Performance Comparison


2026 (YTD)202520242023
PSWD
Xtrackers Cybersecurity Select Equity ETF
-7.80%1.69%9.46%18.58%
PXQ
Invesco Dynamic Networking ETF
5.86%28.65%19.41%10.32%

Returns By Period

In the year-to-date period, PSWD achieves a -7.80% return, which is significantly lower than PXQ's 5.86% return.


PSWD

1D
1.45%
1M
1.04%
YTD
-7.80%
6M
-17.78%
1Y
-6.68%
3Y*
5Y*
10Y*

PXQ

1D
2.12%
1M
-4.06%
YTD
5.86%
6M
10.12%
1Y
41.49%
3Y*
23.88%
5Y*
12.33%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSWD vs. PXQ - Expense Ratio Comparison

PSWD has a 0.20% expense ratio, which is lower than PXQ's 0.63% expense ratio.


Return for Risk

PSWD vs. PXQ — Risk / Return Rank

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

PSWD
PSWD Risk / Return Rank: 77
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 88
Calmar Ratio Rank
PSWD Martin Ratio Rank: 77
Martin Ratio Rank

PXQ
PXQ Risk / Return Rank: 8888
Overall Rank
PXQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8484
Omega Ratio Rank
PXQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
PXQ Martin Ratio Rank: 9494
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.

PSWD vs. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) and Invesco Dynamic Networking ETF (PXQ). 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.


PSWDPXQDifference

Sharpe ratio

Return per unit of total volatility

-0.26

1.79

-2.05

Sortino ratio

Return per unit of downside risk

-0.20

2.50

-2.69

Omega ratio

Gain probability vs. loss probability

0.98

1.35

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.24

3.26

-3.51

Martin ratio

Return relative to average drawdown

-0.61

15.18

-15.79

PSWD vs. PXQ - Sharpe Ratio Comparison

The current PSWD Sharpe Ratio is -0.26, which is lower than the PXQ Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PSWD and PXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSWDPXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

1.79

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.49

-0.16

Correlation

The correlation between PSWD and PXQ is 0.69, 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

PSWD vs. PXQ - Dividend Comparison

PSWD's dividend yield for the trailing twelve months is around 0.95%, more than PXQ's 0.88% yield.


TTM2025202420232022202120202019201820172016
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.95%0.88%1.49%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXQ
Invesco Dynamic Networking ETF
0.88%0.86%1.38%0.60%2.24%0.55%0.18%0.44%1.22%0.66%0.44%

Drawdowns

PSWD vs. PXQ - Drawdown Comparison

The maximum PSWD drawdown since its inception was -22.86%, smaller than the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for PSWD and PXQ.


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Drawdown Indicators


PSWDPXQDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-57.18%

+34.32%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-12.94%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-19.05%

-4.97%

-14.08%

Average Drawdown

Average peak-to-trough decline

-6.22%

-10.82%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

2.78%

+6.34%

Volatility

PSWD vs. PXQ - Volatility Comparison

Xtrackers Cybersecurity Select Equity ETF (PSWD) and Invesco Dynamic Networking ETF (PXQ) have volatilities of 8.00% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSWDPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

8.36%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

15.60%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

25.70%

23.35%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

22.87%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

22.72%

-0.13%