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PWRD vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWRD vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Transform Systems ETF (PWRD) and Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PWRD having a 21.92% return and GXPE slightly higher at 22.46%.


PWRD

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

GXPE

1D
0.98%
1M
-7.62%
YTD
22.46%
6M
23.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWRD vs. GXPE - Yearly Performance Comparison


2026 (YTD)2025
PWRD
TCW Transform Systems ETF
21.92%6.37%
GXPE
Global X PureCap MSCI Energy ETF
22.46%4.62%

Correlation

The correlation between PWRD and GXPE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

-0.07

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Return for Risk

PWRD vs. GXPE — 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

GXPE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Transform Systems ETF (PWRD) and Global X PureCap MSCI Energy ETF (GXPE). 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.


PWRDGXPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.58

Martin ratioReturn relative to average drawdown

8.57

PWRD vs. GXPE - Sharpe Ratio Comparison


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Drawdowns

PWRD vs. GXPE - Drawdown Comparison

The maximum PWRD drawdown since its inception was -25.87%, which is greater than GXPE's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for PWRD and GXPE.


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Drawdown Indicators


PWRDGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-14.89%

-10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.87%

Current Drawdown

Current decline from peak

-4.36%

-13.07%

+8.71%

Average Drawdown

Average peak-to-trough decline

-5.07%

-3.62%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

Volatility

PWRD vs. GXPE - Volatility Comparison


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Volatility by Period


PWRDGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

Volatility (1Y)

Calculated over the trailing 1-year period

25.31%

20.69%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

20.69%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

20.69%

+2.20%

PWRD vs. GXPE - Expense Ratio Comparison

PWRD has a 0.75% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

PWRD vs. GXPE - Dividend Comparison

PWRD has not paid dividends to shareholders, while GXPE's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM2025202420232022
GXPE
Global X PureCap MSCI Energy ETF
0.98%1.20%0.00%0.00%0.00%
PWRD
TCW Transform Systems ETF
0.00%0.22%0.49%0.78%0.91%

Frequently Asked Questions


PWRD and GXPE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPE is cheaper with a 0.15% expense ratio, compared with 0.75% for PWRD.

GXPE has the higher dividend yield at 0.98%, compared with 0.00% for PWRD.

They also come from different issuers: TCW and Global X. Their fees differ too: 0.75% for PWRD and 0.15% for GXPE.

Portfolio Optimizer

Find the right allocation for PWRD and GXPE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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