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PXE vs. BILD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXE vs. BILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Energy Exploration & Production ETF (PXE) and Macquarie Global Listed Infrastructure ETF (BILD). The values are adjusted to include any dividend payments, if applicable.

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PXE vs. BILD - Yearly Performance Comparison


2026 (YTD)202520242023
PXE
Invesco Dynamic Energy Exploration & Production ETF
35.79%-2.82%-1.86%0.84%
BILD
Macquarie Global Listed Infrastructure ETF
9.56%21.08%-2.68%3.97%

Returns By Period

In the year-to-date period, PXE achieves a 35.79% return, which is significantly higher than BILD's 9.56% return.


PXE

1D
-3.44%
1M
9.91%
YTD
35.79%
6M
28.06%
1Y
31.89%
3Y*
14.81%
5Y*
22.86%
10Y*
10.02%

BILD

1D
0.55%
1M
-2.79%
YTD
9.56%
6M
11.25%
1Y
26.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXE vs. BILD - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is higher than BILD's 0.49% expense ratio.


Return for Risk

PXE vs. BILD — Risk / Return Rank

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

PXE
PXE Risk / Return Rank: 4848
Overall Rank
PXE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PXE Sortino Ratio Rank: 4949
Sortino Ratio Rank
PXE Omega Ratio Rank: 4848
Omega Ratio Rank
PXE Calmar Ratio Rank: 5050
Calmar Ratio Rank
PXE Martin Ratio Rank: 4444
Martin Ratio Rank

BILD
BILD Risk / Return Rank: 9191
Overall Rank
BILD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BILD Sortino Ratio Rank: 9191
Sortino Ratio Rank
BILD Omega Ratio Rank: 9191
Omega Ratio Rank
BILD Calmar Ratio Rank: 9090
Calmar Ratio Rank
BILD Martin Ratio Rank: 9292
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.

PXE vs. BILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) and Macquarie Global Listed Infrastructure ETF (BILD). 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.


PXEBILDDifference

Sharpe ratio

Return per unit of total volatility

0.95

2.10

-1.15

Sortino ratio

Return per unit of downside risk

1.37

2.74

-1.37

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratio

Return relative to maximum drawdown

1.37

3.30

-1.93

Martin ratio

Return relative to average drawdown

4.40

14.23

-9.83

PXE vs. BILD - Sharpe Ratio Comparison

The current PXE Sharpe Ratio is 0.95, which is lower than the BILD Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PXE and BILD, 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


PXEBILDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.10

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.03

-0.85

Correlation

The correlation between PXE and BILD is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PXE vs. BILD - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 1.96%, less than BILD's 2.80% yield.


TTM20252024202320222021202020192018201720162015
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.96%2.98%2.54%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%
BILD
Macquarie Global Listed Infrastructure ETF
2.80%3.05%5.53%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PXE vs. BILD - Drawdown Comparison

The maximum PXE drawdown since its inception was -83.99%, which is greater than BILD's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for PXE and BILD.


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Drawdown Indicators


PXEBILDDifference

Max Drawdown

Largest peak-to-trough decline

-83.99%

-14.78%

-69.21%

Max Drawdown (1Y)

Largest decline over 1 year

-23.67%

-8.09%

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-37.65%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

Current Drawdown

Current decline from peak

-6.08%

-2.98%

-3.10%

Average Drawdown

Average peak-to-trough decline

-28.16%

-3.75%

-24.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

1.88%

+5.51%

Volatility

PXE vs. BILD - Volatility Comparison

Invesco Dynamic Energy Exploration & Production ETF (PXE) has a higher volatility of 7.62% compared to Macquarie Global Listed Infrastructure ETF (BILD) at 3.66%. This indicates that PXE's price experiences larger fluctuations and is considered to be riskier than BILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXEBILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

3.66%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

7.35%

+11.97%

Volatility (1Y)

Calculated over the trailing 1-year period

33.61%

12.66%

+20.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.81%

13.12%

+20.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.99%

13.12%

+23.87%