PUI vs. ^SP500TR
Compare and contrast key facts about Invesco DWA Utilities Momentum ETF (PUI) and S&P 500 Total Return (^SP500TR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PUI or ^SP500TR.
Performance
PUI vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, PUI achieves a 34.69% return, which is significantly higher than ^SP500TR's 26.70% return. Over the past 10 years, PUI has underperformed ^SP500TR with an annualized return of 8.81%, while ^SP500TR has yielded a comparatively higher 13.26% annualized return.
PUI
34.69%
4.42%
19.58%
38.23%
7.21%
8.81%
^SP500TR
26.70%
3.09%
13.28%
32.85%
15.78%
13.26%
Key characteristics
| PUI | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.68 |
| Sortino Ratio | 3.73 | 3.58 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 2.09 | 3.89 |
| Martin Ratio | 15.72 | 17.49 |
| Ulcer Index | 2.43% | 1.88% |
| Daily Std Dev | 14.11% | 12.24% |
| Max Drawdown | -43.20% | -55.25% |
| Current Drawdown | -0.21% | -0.46% |
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Correlation
The correlation between PUI and ^SP500TR is 0.56, 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.
Risk-Adjusted Performance
PUI vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Utilities Momentum ETF (PUI) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
PUI vs. ^SP500TR - Drawdown Comparison
The maximum PUI drawdown since its inception was -43.20%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PUI and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
PUI vs. ^SP500TR - Volatility Comparison
Invesco DWA Utilities Momentum ETF (PUI) has a higher volatility of 4.93% compared to S&P 500 Total Return (^SP500TR) at 3.96%. This indicates that PUI's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.