PUI vs. GII
Compare and contrast key facts about Invesco DWA Utilities Momentum ETF (PUI) and SPDR S&P Global Infrastructure ETF (GII).
PUI and GII are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PUI is a passively managed fund by Invesco that tracks the performance of the DWA Utilities Technical Leaders Index. It was launched on Oct 26, 2005. GII is a passively managed fund by State Street that tracks the performance of the S&P Global Infrastructure. It was launched on Jan 25, 2007. Both PUI and GII 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
PUI vs. GII - Performance Comparison
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PUI vs. GII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PUI Invesco DWA Utilities Momentum ETF | 8.48% | 15.25% | 23.91% | -4.47% | -2.17% | 15.02% | -5.05% | 20.95% | 6.12% | 11.85% |
GII SPDR S&P Global Infrastructure ETF | 8.96% | 21.79% | 14.30% | 5.90% | -0.54% | 11.39% | -6.81% | 26.32% | -10.08% | 19.07% |
Returns By Period
In the year-to-date period, PUI achieves a 8.48% return, which is significantly lower than GII's 8.96% return. Both investments have delivered pretty close results over the past 10 years, with PUI having a 8.94% annualized return and GII not far ahead at 8.95%.
PUI
- 1D
- 0.58%
- 1M
- -2.41%
- YTD
- 8.48%
- 6M
- 3.53%
- 1Y
- 17.40%
- 3Y*
- 14.96%
- 5Y*
- 9.66%
- 10Y*
- 8.94%
GII
- 1D
- 0.69%
- 1M
- -3.47%
- YTD
- 8.96%
- 6M
- 11.19%
- 1Y
- 26.64%
- 3Y*
- 15.62%
- 5Y*
- 11.34%
- 10Y*
- 8.95%
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PUI vs. GII - Expense Ratio Comparison
PUI has a 0.60% expense ratio, which is higher than GII's 0.40% expense ratio.
Return for Risk
PUI vs. GII — Risk / Return Rank
PUI
GII
PUI vs. GII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Utilities Momentum ETF (PUI) and SPDR S&P Global Infrastructure ETF (GII). 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.
| PUI | GII | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.03 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.66 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.09 | -1.41 |
Martin ratioReturn relative to average drawdown | 3.91 | 15.68 | -11.77 |
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
| PUI | GII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.03 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.82 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.52 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.29 | +0.17 |
Correlation
The correlation between PUI and GII is 0.68, 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
PUI vs. GII - Dividend Comparison
PUI's dividend yield for the trailing twelve months is around 2.07%, less than GII's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PUI Invesco DWA Utilities Momentum ETF | 2.07% | 2.22% | 2.06% | 2.36% | 2.16% | 2.03% | 2.42% | 2.02% | 1.87% | 2.98% | 3.35% | 2.82% |
GII SPDR S&P Global Infrastructure ETF | 2.91% | 3.17% | 3.23% | 3.70% | 3.07% | 2.37% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% |
Drawdowns
PUI vs. GII - Drawdown Comparison
The maximum PUI drawdown since its inception was -43.20%, smaller than the maximum GII drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for PUI and GII.
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Drawdown Indicators
| PUI | GII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -50.98% | +7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -8.78% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -20.67% | -2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -42.84% | +7.23% |
Current DrawdownCurrent decline from peak | -2.59% | -3.47% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -11.60% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 1.73% | +3.03% |
Volatility
PUI vs. GII - Volatility Comparison
Invesco DWA Utilities Momentum ETF (PUI) and SPDR S&P Global Infrastructure ETF (GII) have volatilities of 4.75% and 4.56%, 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
| PUI | GII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.56% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 7.61% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 13.22% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 13.98% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 17.15% | +1.89% |