PWC vs. TUSA
Compare and contrast key facts about Invesco Dynamic Market ETF (PWC) and First Trust Total US Market AlphaDEX ETF (TUSA).
PWC and TUSA 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. TUSA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Total US Market Index. It was launched on Dec 5, 2006. Both PWC and TUSA 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. TUSA - Performance Comparison
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PWC vs. TUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWC Invesco Dynamic Market ETF | 2.87% | 6.15% | 17.46% | 19.03% | -16.01% | 19.38% | 8.52% | 13.47% | -6.40% | 20.16% |
TUSA First Trust Total US Market AlphaDEX ETF | 7.05% | 13.64% | 11.12% | 11.75% | -13.54% | 24.79% | 14.16% | 24.29% | -10.35% | 20.07% |
Returns By Period
In the year-to-date period, PWC achieves a 2.87% return, which is significantly lower than TUSA's 7.05% return. Over the past 10 years, PWC has underperformed TUSA with an annualized return of 9.18%, while TUSA has yielded a comparatively higher 11.03% annualized return.
PWC
- 1D
- 0.27%
- 1M
- -4.86%
- YTD
- 2.87%
- 6M
- 3.46%
- 1Y
- 6.74%
- 3Y*
- 12.77%
- 5Y*
- 6.71%
- 10Y*
- 9.18%
TUSA
- 1D
- -0.28%
- 1M
- -4.01%
- YTD
- 7.05%
- 6M
- 9.20%
- 1Y
- 19.97%
- 3Y*
- 14.76%
- 5Y*
- 7.51%
- 10Y*
- 11.03%
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PWC vs. TUSA - Expense Ratio Comparison
PWC has a 0.60% expense ratio, which is lower than TUSA's 0.70% expense ratio.
Return for Risk
PWC vs. TUSA — Risk / Return Rank
PWC
TUSA
PWC vs. TUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) and First Trust Total US Market AlphaDEX ETF (TUSA). 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 | TUSA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.12 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.69 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.56 | -0.96 |
Martin ratioReturn relative to average drawdown | 2.73 | 6.97 | -4.24 |
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 | TUSA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.12 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.43 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.55 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.32 | -0.21 |
Correlation
The correlation between PWC and TUSA is 0.64, 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.
Dividends
PWC vs. TUSA - Dividend Comparison
PWC's dividend yield for the trailing twelve months is around 1.73%, more than TUSA's 1.65% 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% |
TUSA First Trust Total US Market AlphaDEX ETF | 1.65% | 1.59% | 2.05% | 2.15% | 2.31% | 0.72% | 0.99% | 1.13% | 1.14% | 0.79% | 1.24% | 0.95% |
Drawdowns
PWC vs. TUSA - Drawdown Comparison
The maximum PWC drawdown since its inception was -78.13%, which is greater than TUSA's maximum drawdown of -56.53%. Use the drawdown chart below to compare losses from any high point for PWC and TUSA.
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Drawdown Indicators
| PWC | TUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.13% | -56.53% | -21.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.98% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -23.35% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | -42.47% | +3.02% |
Current DrawdownCurrent decline from peak | -5.11% | -4.01% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -36.46% | -9.92% | -26.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.91% | -0.44% |
Volatility
PWC vs. TUSA - Volatility Comparison
Invesco Dynamic Market ETF (PWC) has a higher volatility of 3.09% compared to First Trust Total US Market AlphaDEX ETF (TUSA) at 2.78%. This indicates that PWC's price experiences larger fluctuations and is considered to be riskier than TUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWC | TUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.78% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 9.68% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 17.98% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 17.64% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 20.14% | -1.30% |