PUI vs. SMOM
PUI (Invesco DWA Utilities Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - PUI is a Momentum fund tracking the DWA Utilities Technical Leaders Index, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. PUI is passively managed, while SMOM is actively managed. Their 0.48 correlation means their historical movements had little consistent relationship. PUI charges 0.60%/yr vs 0.63%/yr for SMOM.
Performance
PUI vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, PUI achieves a 5.60% return, which is significantly lower than SMOM's 9.28% return.
PUI
- 1D
- -0.27%
- 1M
- -4.01%
- 6M
- 2.49%
- YTD
- 5.60%
- 1Y
- 4.90%
- 3Y*
- 13.99%
- 5Y*
- 8.49%
- 10Y*
- 7.81%
- ALL TIME*
- 8.18%
SMOM
- 1D
- 0.07%
- 1M
- 1.78%
- 6M
- 7.98%
- YTD
- 9.28%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $210.08K | $1.19M | $591.02K | |
| $282.40K | $230.96K | $175.69K |
PUI vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PUI Invesco DWA Utilities Momentum ETF | 5.60% | 2.10% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.28% | 2.78% |
Correlation
The correlation between PUI and SMOM is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.48 |
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Return for Risk
PUI vs. SMOM — Risk / Return Rank
PUI
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PUI vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Utilities Momentum ETF (PUI) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PUI | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | — | — |
| Martin ratioReturn relative to average drawdown | 0.95 | — | — |
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Drawdowns
PUI vs. SMOM - Drawdown Comparison
The maximum PUI drawdown since its inception was -43.20%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PUI and SMOM.
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Drawdown Indicators
| PUI | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -7.45% | -35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | — | — |
Current DrawdownCurrent decline from peak | -5.95% | -0.56% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -1.49% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | — | — |
Volatility
PUI vs. SMOM - Volatility Comparison
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Volatility by Period
| PUI | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 12.42% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 12.42% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 12.42% | +6.67% |
PUI vs. SMOM - Expense Ratio Comparison
PUI has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
PUI vs. SMOM - Dividend Comparison
PUI's dividend yield for the trailing twelve months is around 2.05%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PUI Invesco DWA Utilities Momentum ETF | 2.05% | 2.22% | 2.06% | 2.36% | 2.16% | 2.03% | 2.42% | 2.02% | 1.87% | 2.98% | 3.35% | 2.82% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PUI and SMOM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PUI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PUI is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.
PUI has the higher dividend yield at 2.05%, compared with 0.15% for SMOM.
PUI is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PUI and 0.63% for SMOM.
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