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PXE vs. BKUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXE vs. BKUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Energy Exploration & Production ETF (PXE) and BNY Mellon Ultra Short Income ETF (BKUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PXE achieves a 33.64% return, which is significantly higher than BKUI's 1.42% return.


PXE

1D
1.36%
1M
-4.42%
YTD
33.64%
6M
22.49%
1Y
37.56%
3Y*
15.66%
5Y*
18.55%
10Y*
8.62%

BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXE vs. BKUI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PXE
Invesco Dynamic Energy Exploration & Production ETF
33.64%-2.82%-1.86%7.69%58.32%21.18%
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%-0.08%-0.26%

Correlation

The correlation between PXE and BKUI is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.26

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2021

-0.09

The correlation between PXE and BKUI shifts across timeframes, from -0.26 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PXE vs. BKUI — Risk / Return Rank

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

PXE
PXE Risk / Return Rank: 4040
Overall Rank
PXE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PXE Sortino Ratio Rank: 3535
Sortino Ratio Rank
PXE Omega Ratio Rank: 3333
Omega Ratio Rank
PXE Calmar Ratio Rank: 5555
Calmar Ratio Rank
PXE Martin Ratio Rank: 4141
Martin Ratio Rank

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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. BKUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) and BNY Mellon Ultra Short Income ETF (BKUI). 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.


PXEBKUIDifference
Sharpe ratioReturn per unit of total volatility

-9.15

Sortino ratioReturn per unit of downside risk

-23.39

Omega ratioGain probability vs. loss probability

1.23

6.02

-4.80

Calmar ratioReturn relative to maximum drawdown

2.72

32.56

-29.84

Martin ratioReturn relative to average drawdown

6.58

230.94

-224.36

PXE vs. BKUI - Sharpe Ratio Comparison

The current PXE Sharpe Ratio is 1.37, which is lower than the BKUI Sharpe Ratio of 10.52. The chart below compares the historical Sharpe Ratios of PXE and BKUI, 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


PXEBKUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

10.52

-9.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

6.08

-5.91

Drawdowns

PXE vs. BKUI - Drawdown Comparison

The maximum PXE drawdown since its inception was -83.99%, which is greater than BKUI's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for PXE and BKUI.


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Drawdown Indicators


PXEBKUIDifference

Max Drawdown

Largest peak-to-trough decline

-83.99%

-1.72%

-82.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-0.13%

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-37.65%

-0.25%

-37.40%

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

-7.57%

-0.01%

-7.56%

Average Drawdown

Average peak-to-trough decline

-27.99%

-0.27%

-27.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

0.02%

+5.71%

Volatility

PXE vs. BKUI - Volatility Comparison

Invesco Dynamic Energy Exploration & Production ETF (PXE) has a higher volatility of 9.57% compared to BNY Mellon Ultra Short Income ETF (BKUI) at 0.15%. This indicates that PXE's price experiences larger fluctuations and is considered to be riskier than BKUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXEBKUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

0.15%

+9.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

0.31%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

0.41%

+27.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

0.59%

+33.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.99%

0.59%

+36.40%

PXE vs. BKUI - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is higher than BKUI's 0.12% expense ratio.


Dividends

PXE vs. BKUI - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 1.99%, less than BKUI's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%0.00%0.00%0.00%0.00%0.00%0.00%
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.99%2.98%2.54%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%

Frequently Asked Questions


PXE and BKUI have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXE has higher volatility (9.57%) compared to BKUI (0.15%). In terms of maximum drawdown, PXE dropped -83.99% vs BKUI's -1.72%.

On 3-year performance, PXE leads with 15.66% vs 5.21% for BKUI. On fees, BKUI is cheaper at 0.12% per year. On volatility, BKUI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PXE has performed better with a 15.66% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKUI is cheaper with a 0.12% expense ratio, compared with 0.63% for PXE.

BKUI has the higher dividend yield at 4.21%, compared with 1.99% for PXE.

PXE is categorized as Energy Equities, while BKUI is Ultrashort Bond. They also come from different issuers: Invesco and BNY Mellon. Their fees differ too: 0.63% for PXE and 0.12% for BKUI.

BKUI currently has the higher Sharpe Ratio (10.52 vs 1.37), 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

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