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PTF vs. CHPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTF vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Technology Momentum ETF (PTF) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

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PTF vs. CHPS - Yearly Performance Comparison


2026 (YTD)202520242023
PTF
Invesco DWA Technology Momentum ETF
12.86%5.68%43.65%-1.02%
CHPS
Xtrackers Semiconductor Select Equity ETF
12.20%58.47%7.75%10.88%

Returns By Period

In the year-to-date period, PTF achieves a 12.86% return, which is significantly higher than CHPS's 12.20% return.


PTF

1D
5.98%
1M
-6.21%
YTD
12.86%
6M
15.38%
1Y
46.43%
3Y*
25.72%
5Y*
12.13%
10Y*
21.44%

CHPS

1D
5.84%
1M
-8.97%
YTD
12.20%
6M
33.13%
1Y
95.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTF vs. CHPS - Expense Ratio Comparison

PTF has a 0.60% expense ratio, which is higher than CHPS's 0.15% expense ratio.


Return for Risk

PTF vs. CHPS — Risk / Return Rank

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

PTF
PTF Risk / Return Rank: 7575
Overall Rank
PTF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PTF Omega Ratio Rank: 6666
Omega Ratio Rank
PTF Calmar Ratio Rank: 8585
Calmar Ratio Rank
PTF Martin Ratio Rank: 8383
Martin Ratio Rank

CHPS
CHPS Risk / Return Rank: 9696
Overall Rank
CHPS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9494
Omega Ratio Rank
CHPS Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPS Martin Ratio Rank: 9797
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.

PTF vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Technology Momentum ETF (PTF) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.


PTFCHPSDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.55

-1.34

Sortino ratio

Return per unit of downside risk

1.70

3.10

-1.39

Omega ratio

Gain probability vs. loss probability

1.23

1.42

-0.19

Calmar ratio

Return relative to maximum drawdown

2.50

5.39

-2.89

Martin ratio

Return relative to average drawdown

9.12

18.93

-9.80

PTF vs. CHPS - Sharpe Ratio Comparison

The current PTF Sharpe Ratio is 1.20, which is lower than the CHPS Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of PTF and CHPS, 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


PTFCHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.55

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.98

-0.53

Correlation

The correlation between PTF and CHPS is 0.77, 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.


Dividends

PTF vs. CHPS - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, less than CHPS's 0.60% yield.


TTM2025202420232022202120202019201820172016
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%
CHPS
Xtrackers Semiconductor Select Equity ETF
0.60%0.68%1.75%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTF vs. CHPS - Drawdown Comparison

The maximum PTF drawdown since its inception was -55.38%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for PTF and CHPS.


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Drawdown Indicators


PTFCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-39.44%

-15.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-17.50%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-9.77%

-12.68%

+2.91%

Average Drawdown

Average peak-to-trough decline

-13.38%

-9.63%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.98%

-0.06%

Volatility

PTF vs. CHPS - Volatility Comparison

Invesco DWA Technology Momentum ETF (PTF) has a higher volatility of 16.55% compared to Xtrackers Semiconductor Select Equity ETF (CHPS) at 13.99%. This indicates that PTF's price experiences larger fluctuations and is considered to be riskier than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTFCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.55%

13.99%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

32.43%

26.20%

+6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

38.88%

37.67%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

32.80%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%

32.80%

-0.24%