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PXE vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXE vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Energy Exploration & Production ETF (PXE) 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

In the year-to-date period, PXE achieves a 33.64% return, which is significantly higher than GXPE's 31.18% 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%

GXPE

1D
1.65%
1M
-1.13%
YTD
31.18%
6M
29.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXE vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between PXE and GXPE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.87

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Return for Risk

PXE vs. GXPE — 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

GXPE
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. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) 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.


PXEGXPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

6.58

PXE vs. GXPE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PXEGXPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

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

2.18

-2.00

Drawdowns

PXE vs. GXPE - Drawdown Comparison

The maximum PXE drawdown since its inception was -83.99%, which is greater than GXPE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for PXE and GXPE.


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Drawdown Indicators


PXEGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-83.99%

-12.37%

-71.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

Max Drawdown (3Y)

Largest decline over 3 years

-37.65%

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%

-6.88%

-0.69%

Average Drawdown

Average peak-to-trough decline

-27.99%

-3.21%

-24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

Volatility

PXE vs. GXPE - Volatility Comparison


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Volatility by Period


PXEGXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

20.42%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

20.42%

+13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.99%

20.42%

+16.57%

PXE vs. GXPE - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

PXE vs. GXPE - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 1.99%, more than GXPE's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPE
Global X PureCap MSCI Energy ETF
0.92%1.20%0.00%0.00%0.00%0.00%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 GXPE have a correlation of 0.87, 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 0.63% for PXE.

PXE has the higher dividend yield at 1.99%, compared with 0.92% for GXPE.

PXE tracks Dynamic Energy Exploration & Production Intellidex Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.63% for PXE and 0.15% for GXPE.

Portfolio Optimizer

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