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PWZ vs. SWCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWZ vs. SWCAX - Performance Comparison

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

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PWZ vs. SWCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWZ
Invesco California AMT-Free Municipal Bond ETF
-0.25%1.26%2.16%6.55%-11.35%1.94%4.90%8.72%0.32%6.82%
SWCAX
Schwab California Tax-Free Bond Fund™
-0.74%3.95%1.51%4.73%-8.10%0.36%3.93%6.02%1.16%4.37%

Returns By Period

In the year-to-date period, PWZ achieves a -0.25% return, which is significantly higher than SWCAX's -0.74% return. Over the past 10 years, PWZ has outperformed SWCAX with an annualized return of 1.87%, while SWCAX has yielded a comparatively lower 1.42% annualized return.


PWZ

1D
0.25%
1M
-2.61%
YTD
-0.25%
6M
1.66%
1Y
3.75%
3Y*
2.09%
5Y*
-0.04%
10Y*
1.87%

SWCAX

1D
0.09%
1M
-2.66%
YTD
-0.74%
6M
0.80%
1Y
3.41%
3Y*
2.45%
5Y*
0.39%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWZ vs. SWCAX - Expense Ratio Comparison

PWZ has a 0.28% expense ratio, which is lower than SWCAX's 0.48% expense ratio.


Return for Risk

PWZ vs. SWCAX — Risk / Return Rank

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

PWZ
PWZ Risk / Return Rank: 2828
Overall Rank
PWZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PWZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
PWZ Omega Ratio Rank: 3232
Omega Ratio Rank
PWZ Calmar Ratio Rank: 2828
Calmar Ratio Rank
PWZ Martin Ratio Rank: 2424
Martin Ratio Rank

SWCAX
SWCAX Risk / Return Rank: 5151
Overall Rank
SWCAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SWCAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWCAX Omega Ratio Rank: 7777
Omega Ratio Rank
SWCAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SWCAX Martin Ratio Rank: 3131
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. SWCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco California AMT-Free Municipal Bond ETF (PWZ) and Schwab California Tax-Free Bond Fund™ (SWCAX). 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.


PWZSWCAXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.03

-0.52

Sortino ratio

Return per unit of downside risk

0.73

1.39

-0.66

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.64

1.01

-0.37

Martin ratio

Return relative to average drawdown

1.67

3.34

-1.67

PWZ vs. SWCAX - Sharpe Ratio Comparison

The current PWZ Sharpe Ratio is 0.52, which is lower than the SWCAX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PWZ and SWCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PWZSWCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.03

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.13

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.43

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.17

-0.73

Correlation

The correlation between PWZ and SWCAX is 0.49, 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

PWZ vs. SWCAX - Dividend Comparison

PWZ's dividend yield for the trailing twelve months is around 3.58%, more than SWCAX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
PWZ
Invesco California AMT-Free Municipal Bond ETF
3.58%3.41%3.28%2.84%2.49%2.28%2.34%2.51%2.53%2.48%2.86%3.16%
SWCAX
Schwab California Tax-Free Bond Fund™
2.99%3.46%2.67%2.23%1.57%1.68%2.45%2.54%2.50%2.22%3.10%2.79%

Drawdowns

PWZ vs. SWCAX - Drawdown Comparison

The maximum PWZ drawdown since its inception was -21.49%, which is greater than SWCAX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for PWZ and SWCAX.


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Drawdown Indicators


PWZSWCAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.49%

-13.51%

-7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-3.99%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

-12.30%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-17.56%

-12.30%

-5.26%

Current Drawdown

Current decline from peak

-3.19%

-2.66%

-0.53%

Average Drawdown

Average peak-to-trough decline

-3.56%

-1.88%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.21%

+1.11%

Volatility

PWZ vs. SWCAX - Volatility Comparison

Invesco California AMT-Free Municipal Bond ETF (PWZ) has a higher volatility of 1.83% compared to Schwab California Tax-Free Bond Fund™ (SWCAX) at 0.90%. This indicates that PWZ's price experiences larger fluctuations and is considered to be riskier than SWCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWZSWCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

0.90%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

1.50%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

4.03%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

3.07%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

3.35%

+2.54%