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PWRD vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWRD vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Transform Systems ETF (PWRD) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWRD achieves a 21.92% return, which is significantly lower than GRID's 23.40% return.


PWRD

1D
-4.36%
1M
4.92%
YTD
21.92%
6M
19.81%
1Y
36.33%
3Y*
33.16%
5Y*
10Y*

GRID

1D
-4.46%
1M
-1.96%
YTD
23.40%
6M
22.11%
1Y
42.41%
3Y*
24.21%
5Y*
16.63%
10Y*
19.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWRD vs. GRID - Yearly Performance Comparison


2026 (YTD)2025202420232022
PWRD
TCW Transform Systems ETF
21.92%32.84%28.54%20.83%-3.18%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
23.40%29.65%15.18%21.57%-5.64%

Correlation

The correlation between PWRD and GRID 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

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2022

0.85

The correlation between PWRD and GRID has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

PWRD vs. GRID — Risk / Return Rank

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

PWRD
PWRD Risk / Return Rank: 4646
Overall Rank
PWRD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PWRD Sortino Ratio Rank: 4141
Sortino Ratio Rank
PWRD Omega Ratio Rank: 4040
Omega Ratio Rank
PWRD Calmar Ratio Rank: 5555
Calmar Ratio Rank
PWRD Martin Ratio Rank: 5252
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 6565
Overall Rank
GRID Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 5757
Sortino Ratio Rank
GRID Omega Ratio Rank: 6060
Omega Ratio Rank
GRID Calmar Ratio Rank: 7474
Calmar Ratio Rank
GRID Martin Ratio Rank: 7272
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.

PWRD vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Transform Systems ETF (PWRD) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.


PWRDGRIDDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.58

3.63

-1.05

Martin ratioReturn relative to average drawdown

8.57

12.92

-4.35

PWRD vs. GRID - Sharpe Ratio Comparison

The current PWRD Sharpe Ratio is 1.44, which is comparable to the GRID Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PWRD and GRID, 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

PWRD vs. GRID - Drawdown Comparison

The maximum PWRD drawdown since its inception was -25.87%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for PWRD and GRID.


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Drawdown Indicators


PWRDGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-40.56%

+14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

-11.73%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.87%

-20.77%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-4.36%

-5.55%

+1.19%

Average Drawdown

Average peak-to-trough decline

-5.07%

-8.42%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

3.29%

+0.96%

Volatility

PWRD vs. GRID - Volatility Comparison

TCW Transform Systems ETF (PWRD) has a higher volatility of 10.84% compared to First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) at 10.12%. This indicates that PWRD's price experiences larger fluctuations and is considered to be riskier than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWRDGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

10.12%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

18.23%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

21.26%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

21.37%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

22.80%

+0.09%

PWRD vs. GRID - Expense Ratio Comparison

PWRD has a 0.75% expense ratio, which is higher than GRID's 0.70% expense ratio.


Dividends

PWRD vs. GRID - Dividend Comparison

PWRD has not paid dividends to shareholders, while GRID's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
PWRD
TCW Transform Systems ETF
0.00%0.22%0.49%0.78%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PWRD and GRID 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.

PWRD has higher volatility (10.84%) compared to GRID (10.12%). In terms of maximum drawdown, PWRD dropped -25.87% vs GRID's -40.56%.

On 3-year performance, PWRD leads with 33.16% vs 24.21% for GRID. On fees, GRID is cheaper at 0.70% per year. On volatility, GRID has been the lower-risk option at 10.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PWRD has performed better with a 33.16% return vs 24.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GRID is cheaper with a 0.70% expense ratio, compared with 0.75% for PWRD.

GRID has the higher dividend yield at 0.80%, compared with 0.00% for PWRD.

PWRD is categorized as Energy Equities, while GRID is Alternative Energy Equities. They also come from different issuers: TCW and First Trust. Their fees differ too: 0.75% for PWRD and 0.70% for GRID.

GRID currently has the higher Sharpe Ratio (2.01 vs 1.44), 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

Find the right allocation for PWRD and GRID

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