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PWZ vs. PZT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWZ vs. PZT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco California AMT-Free Municipal Bond ETF (PWZ) and Invesco New York AMT-Free Municipal Bond ETF (PZT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWZ achieves a 2.53% return, which is significantly lower than PZT's 3.19% return. Both investments have delivered pretty close results over the past 10 years, with PWZ having a 1.91% annualized return and PZT not far ahead at 1.94%.


PWZ

1D
0.25%
1M
0.99%
YTD
2.53%
6M
2.73%
1Y
8.84%
3Y*
3.24%
5Y*
0.17%
10Y*
1.91%

PZT

1D
0.53%
1M
1.58%
YTD
3.19%
6M
3.42%
1Y
9.47%
3Y*
3.46%
5Y*
0.07%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWZ vs. PZT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWZ
Invesco California AMT-Free Municipal Bond ETF
2.53%1.26%2.16%6.55%-11.35%1.94%4.90%8.72%0.32%6.82%
PZT
Invesco New York AMT-Free Municipal Bond ETF
3.19%1.76%1.17%7.57%-13.04%2.67%5.89%9.52%-0.55%6.21%

Correlation

The correlation between PWZ and PZT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.61

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.46

The correlation between PWZ and PZT shifts across timeframes, from 0.46 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PWZ vs. PZT — Risk / Return Rank

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

PWZ
PWZ Risk / Return Rank: 5858
Overall Rank
PWZ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PWZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
PWZ Omega Ratio Rank: 6969
Omega Ratio Rank
PWZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
PWZ Martin Ratio Rank: 5050
Martin Ratio Rank

PZT
PZT Risk / Return Rank: 5959
Overall Rank
PZT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PZT Sortino Ratio Rank: 5959
Sortino Ratio Rank
PZT Omega Ratio Rank: 6565
Omega Ratio Rank
PZT Calmar Ratio Rank: 5858
Calmar Ratio Rank
PZT Martin Ratio Rank: 5656
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.

PWZ vs. PZT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco California AMT-Free Municipal Bond ETF (PWZ) and Invesco New York AMT-Free Municipal Bond ETF (PZT). 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.


PWZPZTDifference

Sharpe ratio

Return per unit of total volatility

2.04

2.01

+0.03

Sortino ratio

Return per unit of downside risk

3.08

2.81

+0.27

Omega ratio

Gain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratio

Return relative to maximum drawdown

2.36

2.93

-0.57

Martin ratio

Return relative to average drawdown

8.55

10.01

-1.47

PWZ vs. PZT - Sharpe Ratio Comparison

The current PWZ Sharpe Ratio is 2.04, which is comparable to the PZT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PWZ and PZT, 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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Sharpe Ratios by Period


PWZPZTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.01

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.01

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.28

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.38

+0.08

Drawdowns

PWZ vs. PZT - Drawdown Comparison

The maximum PWZ drawdown since its inception was -21.49%, smaller than the maximum PZT drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for PWZ and PZT.


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Drawdown Indicators


PWZPZTDifference

Max Drawdown

Largest peak-to-trough decline

-21.49%

-22.73%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-3.17%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-9.09%

-9.00%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

-19.13%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-17.56%

-19.13%

+1.57%

Current Drawdown

Current decline from peak

-0.48%

-1.11%

+0.63%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.91%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.93%

+0.03%

Volatility

PWZ vs. PZT - Volatility Comparison

The current volatility for Invesco California AMT-Free Municipal Bond ETF (PWZ) is 1.39%, while Invesco New York AMT-Free Municipal Bond ETF (PZT) has a volatility of 2.07%. This indicates that PWZ experiences smaller price fluctuations and is considered to be less risky than PZT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWZPZTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

2.07%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

3.46%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.74%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

6.62%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

6.96%

-1.07%

PWZ vs. PZT - Expense Ratio Comparison

Both PWZ and PZT have an expense ratio of 0.28%.


Dividends

PWZ vs. PZT - Dividend Comparison

PWZ's dividend yield for the trailing twelve months is around 3.57%, which matches PZT's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
PWZ
Invesco California AMT-Free Municipal Bond ETF
3.57%3.41%3.28%2.84%2.49%2.28%2.34%2.51%2.53%2.48%2.86%3.16%
PZT
Invesco New York AMT-Free Municipal Bond ETF
3.57%3.43%3.04%2.82%2.66%2.77%2.55%2.73%3.01%2.94%3.36%3.40%

Frequently Asked Questions


PWZ and PZT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZT has higher volatility (2.07%) compared to PWZ (1.39%). In terms of maximum drawdown, PWZ dropped -21.49% vs PZT's -22.73%.

On 10-year performance, PZT leads with 1.94% vs 1.91% for PWZ. Both ETFs have the same 0.28% expense ratio. On volatility, PWZ has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PZT has performed better with a 1.94% return vs 1.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PWZ and PZT have the same expense ratio: 0.28% per year.

PWZ and PZT have nearly identical dividend yields, around 3.57%.

PWZ tracks ICE BofA California Long-Term Core Plus Muni, while PZT tracks ICE BofA New York Long-Term Core Plus Muni.

PWZ currently has the higher Sharpe Ratio (2.04 vs 2.01), 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.

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