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PUI vs. UTES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUI vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Utilities Momentum ETF (PUI) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

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PUI vs. UTES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUI
Invesco DWA Utilities Momentum ETF
9.10%15.25%23.91%-4.47%-2.17%15.02%-5.05%20.95%6.12%11.85%
UTES
Virtus Reaves Utilities ETF
2.56%25.71%45.35%-2.46%0.80%20.74%-0.30%25.48%5.14%14.21%

Returns By Period

In the year-to-date period, PUI achieves a 9.10% return, which is significantly higher than UTES's 2.56% return. Over the past 10 years, PUI has underperformed UTES with an annualized return of 9.01%, while UTES has yielded a comparatively higher 12.94% annualized return.


PUI

1D
0.58%
1M
-1.24%
YTD
9.10%
6M
3.61%
1Y
17.79%
3Y*
15.18%
5Y*
9.79%
10Y*
9.01%

UTES

1D
0.95%
1M
-4.01%
YTD
2.56%
6M
-3.09%
1Y
25.28%
3Y*
23.12%
5Y*
16.60%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUI vs. UTES - Expense Ratio Comparison

PUI has a 0.60% expense ratio, which is higher than UTES's 0.49% expense ratio.


Return for Risk

PUI vs. UTES — Risk / Return Rank

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

PUI
PUI Risk / Return Rank: 5353
Overall Rank
PUI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PUI Sortino Ratio Rank: 5656
Sortino Ratio Rank
PUI Omega Ratio Rank: 5050
Omega Ratio Rank
PUI Calmar Ratio Rank: 6060
Calmar Ratio Rank
PUI Martin Ratio Rank: 3939
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 5858
Overall Rank
UTES Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 5858
Sortino Ratio Rank
UTES Omega Ratio Rank: 5454
Omega Ratio Rank
UTES Calmar Ratio Rank: 7272
Calmar Ratio Rank
UTES Martin Ratio Rank: 4848
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.

PUI vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Utilities Momentum ETF (PUI) and Virtus Reaves Utilities ETF (UTES). 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.


PUIUTESDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.12

-0.01

Sortino ratio

Return per unit of downside risk

1.51

1.55

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.93

-0.29

Martin ratio

Return relative to average drawdown

3.79

4.77

-0.98

PUI vs. UTES - Sharpe Ratio Comparison

The current PUI Sharpe Ratio is 1.11, which is comparable to the UTES Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PUI and UTES, 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


PUIUTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.12

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.82

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.65

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.72

-0.26

Correlation

The correlation between PUI and UTES is 0.82, 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

PUI vs. UTES - Dividend Comparison

PUI's dividend yield for the trailing twelve months is around 2.05%, more than UTES's 1.46% yield.


TTM20252024202320222021202020192018201720162015
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%
UTES
Virtus Reaves Utilities ETF
1.46%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Drawdowns

PUI vs. UTES - Drawdown Comparison

The maximum PUI drawdown since its inception was -43.20%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for PUI and UTES.


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Drawdown Indicators


PUIUTESDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-35.39%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-13.88%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

-20.40%

-3.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-35.39%

-0.22%

Current Drawdown

Current decline from peak

-2.03%

-7.01%

+4.98%

Average Drawdown

Average peak-to-trough decline

-8.51%

-5.51%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

5.61%

-0.84%

Volatility

PUI vs. UTES - Volatility Comparison

The current volatility for Invesco DWA Utilities Momentum ETF (PUI) is 4.71%, while Virtus Reaves Utilities ETF (UTES) has a volatility of 8.04%. This indicates that PUI experiences smaller price fluctuations and is considered to be less risky than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUIUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

8.04%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

16.29%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

22.80%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

20.29%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

20.03%

-0.99%