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PWB vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWB vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Large Cap Growth ETF (PWB) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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PWB vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWB
Invesco Dynamic Large Cap Growth ETF
-0.93%24.94%31.04%30.61%-25.81%19.58%31.89%24.68%0.88%2.93%
BIBL
Inspire 100 ETF
4.92%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, PWB achieves a -0.93% return, which is significantly lower than BIBL's 4.92% return.


PWB

1D
3.98%
1M
-7.08%
YTD
-0.93%
6M
0.41%
1Y
31.12%
3Y*
24.82%
5Y*
12.92%
10Y*
15.44%

BIBL

1D
3.22%
1M
-5.73%
YTD
4.92%
6M
6.80%
1Y
24.23%
3Y*
15.73%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWB vs. BIBL - Expense Ratio Comparison

PWB has a 0.56% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

PWB vs. BIBL — Risk / Return Rank

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

PWB
PWB Risk / Return Rank: 8080
Overall Rank
PWB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PWB Sortino Ratio Rank: 7777
Sortino Ratio Rank
PWB Omega Ratio Rank: 7474
Omega Ratio Rank
PWB Calmar Ratio Rank: 8686
Calmar Ratio Rank
PWB Martin Ratio Rank: 8787
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7272
Overall Rank
BIBL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7070
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7070
Omega Ratio Rank
BIBL Calmar Ratio Rank: 7272
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8080
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.

PWB vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Growth ETF (PWB) and Inspire 100 ETF (BIBL). 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.


PWBBIBLDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.20

+0.15

Sortino ratio

Return per unit of downside risk

1.92

1.72

+0.21

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

2.59

1.78

+0.80

Martin ratio

Return relative to average drawdown

10.04

8.47

+1.57

PWB vs. BIBL - Sharpe Ratio Comparison

The current PWB Sharpe Ratio is 1.35, which is comparable to the BIBL Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PWB and BIBL, 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


PWBBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.20

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.42

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.53

+0.02

Correlation

The correlation between PWB and BIBL is 0.85, 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

PWB vs. BIBL - Dividend Comparison

PWB has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 1.12%.


TTM20252024202320222021202020192018201720162015
PWB
Invesco Dynamic Large Cap Growth ETF
0.00%0.00%0.08%0.37%0.31%0.04%0.21%0.58%0.97%0.54%0.82%0.67%
BIBL
Inspire 100 ETF
1.12%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%

Drawdowns

PWB vs. BIBL - Drawdown Comparison

The maximum PWB drawdown since its inception was -52.58%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for PWB and BIBL.


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Drawdown Indicators


PWBBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-36.12%

-16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-13.93%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-30.85%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.36%

Current Drawdown

Current decline from peak

-8.61%

-6.01%

-2.60%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.17%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.93%

+0.19%

Volatility

PWB vs. BIBL - Volatility Comparison

Invesco Dynamic Large Cap Growth ETF (PWB) has a higher volatility of 7.98% compared to Inspire 100 ETF (BIBL) at 6.90%. This indicates that PWB's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWBBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

6.90%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

12.24%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.23%

20.37%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

19.44%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

21.15%

-0.57%