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PWB vs. SPUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWB vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Large Cap Growth ETF (PWB) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWB achieves a 26.79% return, which is significantly higher than SPUS's 10.08% return.


PWB

1D
-4.36%
1M
4.17%
YTD
26.79%
6M
24.81%
1Y
42.75%
3Y*
32.92%
5Y*
17.17%
10Y*
18.61%

SPUS

1D
-2.44%
1M
-1.97%
YTD
10.08%
6M
9.02%
1Y
31.44%
3Y*
21.93%
5Y*
15.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWB vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PWB
Invesco Dynamic Large Cap Growth ETF
26.79%24.94%31.04%30.61%-25.81%19.58%31.89%1.01%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
10.08%19.77%26.49%34.24%-22.76%35.92%25.68%0.95%

Correlation

The correlation between PWB and SPUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2019

0.91

The correlation between PWB and SPUS has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

PWB vs. SPUS — Risk / Return Rank

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

PWB
PWB Risk / Return Rank: 6868
Overall Rank
PWB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PWB Sortino Ratio Rank: 6060
Sortino Ratio Rank
PWB Omega Ratio Rank: 6262
Omega Ratio Rank
PWB Calmar Ratio Rank: 7373
Calmar Ratio Rank
PWB Martin Ratio Rank: 7979
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 6363
Overall Rank
SPUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPUS Omega Ratio Rank: 6262
Omega Ratio Rank
SPUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPUS Martin Ratio Rank: 6767
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. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Growth ETF (PWB) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


PWBSPUSDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.36

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

3.55

2.96

+0.59

Martin ratioReturn relative to average drawdown

14.75

11.81

+2.94

PWB vs. SPUS - Sharpe Ratio Comparison

The current PWB Sharpe Ratio is 2.08, which is comparable to the SPUS Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PWB and SPUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PWB vs. SPUS - Drawdown Comparison

The maximum PWB drawdown since its inception was -52.58%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for PWB and SPUS.


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Drawdown Indicators


PWBSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-30.80%

-21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-10.66%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.10%

-22.82%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-28.06%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.36%

Current Drawdown

Current decline from peak

-4.36%

-5.76%

+1.40%

Average Drawdown

Average peak-to-trough decline

-8.22%

-6.19%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.67%

+0.24%

Volatility

PWB vs. SPUS - Volatility Comparison

Invesco Dynamic Large Cap Growth ETF (PWB) has a higher volatility of 10.34% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 6.81%. This indicates that PWB's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWBSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

6.81%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

12.29%

+5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

15.27%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

19.41%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

21.33%

-0.42%

PWB vs. SPUS - Expense Ratio Comparison

PWB has a 0.56% expense ratio, which is higher than SPUS's 0.45% expense ratio.


Dividends

PWB vs. SPUS - Dividend Comparison

PWB has not paid dividends to shareholders, while SPUS's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.55%0.60%0.70%0.87%1.21%1.15%1.04%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PWB and SPUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWB has higher volatility (10.34%) compared to SPUS (6.81%). In terms of maximum drawdown, PWB dropped -52.58% vs SPUS's -30.80%.

On 5-year performance, PWB leads with 17.17% vs 15.64% for SPUS. On fees, SPUS is cheaper at 0.45% per year. On volatility, SPUS has been the lower-risk option at 6.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PWB has performed better with a 17.17% return vs 15.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPUS is cheaper with a 0.45% expense ratio, compared with 0.56% for PWB.

SPUS has the higher dividend yield at 0.55%, compared with 0.00% for PWB.

PWB is categorized as Large Cap Growth Equities, while SPUS is S&P 500. PWB tracks Dynamic Large Cap Growth Intellidex Index, while SPUS tracks S&P 500 Shariah Industry Exclusions Index. They also come from different issuers: Invesco and SP Funds. Their fees differ too: 0.56% for PWB and 0.45% for SPUS.

PWB currently has the higher Sharpe Ratio (2.08 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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