PWC vs. ABCS
Compare and contrast key facts about Invesco Dynamic Market ETF (PWC) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS).
PWC and ABCS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PWC is a passively managed fund by Invesco that tracks the performance of the Dynamic Market Intellidex Index. It was launched on May 1, 2003. ABCS is a passively managed fund by Alpha Architect that tracks the performance of the BNY Mellon ABC Index. It was launched on Dec 18, 2023. Both PWC and ABCS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PWC vs. ABCS - Performance Comparison
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PWC vs. ABCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PWC Invesco Dynamic Market ETF | 2.60% | 6.15% | 17.46% | 1.83% |
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF | -1.83% | 7.95% | 14.47% | 1.97% |
Returns By Period
In the year-to-date period, PWC achieves a 2.60% return, which is significantly higher than ABCS's -1.83% return.
PWC
- 1D
- 1.17%
- 1M
- -5.11%
- YTD
- 2.60%
- 6M
- 2.73%
- 1Y
- 6.46%
- 3Y*
- 12.67%
- 5Y*
- 6.65%
- 10Y*
- 9.15%
ABCS
- 1D
- 2.02%
- 1M
- -5.12%
- YTD
- -1.83%
- 6M
- -0.34%
- 1Y
- 9.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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PWC vs. ABCS - Expense Ratio Comparison
PWC has a 0.60% expense ratio, which is higher than ABCS's 0.27% expense ratio.
Return for Risk
PWC vs. ABCS — Risk / Return Rank
PWC
ABCS
PWC vs. ABCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). 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.
| PWC | ABCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.48 | -0.03 |
Sortino ratioReturn per unit of downside risk | 0.74 | 0.83 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.74 | -0.03 |
Martin ratioReturn relative to average drawdown | 3.23 | 2.83 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PWC | ABCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.48 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.57 | -0.46 |
Correlation
The correlation between PWC and ABCS is 0.84, 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
PWC vs. ABCS - Dividend Comparison
PWC's dividend yield for the trailing twelve months is around 1.73%, more than ABCS's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWC Invesco Dynamic Market ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF | 1.37% | 1.37% | 1.39% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PWC vs. ABCS - Drawdown Comparison
The maximum PWC drawdown since its inception was -78.13%, which is greater than ABCS's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for PWC and ABCS.
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Drawdown Indicators
| PWC | ABCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.13% | -20.52% | -57.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -13.40% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | -6.27% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -36.46% | -3.70% | -32.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.48% | -1.03% |
Volatility
PWC vs. ABCS - Volatility Comparison
The current volatility for Invesco Dynamic Market ETF (PWC) is 3.07%, while Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a volatility of 4.62%. This indicates that PWC experiences smaller price fluctuations and is considered to be less risky than ABCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWC | ABCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 4.62% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 10.35% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 19.25% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 17.49% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 17.49% | +1.35% |