PXE vs. POW
PXE (Invesco Dynamic Energy Exploration & Production ETF) and POW (VistaShares Electrification Supercycle ETF) are both exchange-traded funds - PXE is a Energy Equities fund tracking the Dynamic Energy Exploration & Production Intellidex Index, while POW is a Actively Managed fund actively managed by VistaShares. PXE is passively managed, while POW is actively managed. At a correlation of -0.18, they often move in opposite directions. PXE charges 0.63%/yr vs 0.75%/yr for POW.
Performance
PXE vs. POW - Performance Comparison
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Returns By Period
In the year-to-date period, PXE achieves a 30.28% return, which is significantly lower than POW's 41.57% return.
PXE
- 1D
- 0.19%
- 1M
- 0.68%
- 6M
- 28.67%
- YTD
- 30.28%
- 1Y
- 25.96%
- 3Y*
- 11.99%
- 5Y*
- 20.19%
- 10Y*
- 8.82%
POW
- 1D
- 1.90%
- 1M
- -7.03%
- 6M
- 34.18%
- YTD
- 41.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PXE vs. POW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PXE Invesco Dynamic Energy Exploration & Production ETF | 30.28% | -1.16% |
POW VistaShares Electrification Supercycle ETF | 41.57% | -1.70% |
Correlation
The correlation between PXE and POW is -0.18, 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 (All Time) Calculated using the full available price history since Oct 28, 2025 | -0.18 |
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Return for Risk
PXE vs. POW — Risk / Return Rank
PXE
POW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PXE vs. POW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) and VistaShares Electrification Supercycle ETF (POW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PXE | POW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | — | — |
| Martin ratioReturn relative to average drawdown | 3.73 | — | — |
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Drawdowns
PXE vs. POW - Drawdown Comparison
The maximum PXE drawdown since its inception was -83.99%, which is greater than POW's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for PXE and POW.
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Drawdown Indicators
| PXE | POW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.99% | -18.37% | -65.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | — | — |
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 DrawdownCurrent decline from peak | -9.89% | -16.82% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -27.91% | -4.40% | -23.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | — | — |
Volatility
PXE vs. POW - Volatility Comparison
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Volatility by Period
| PXE | POW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 32.91% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.47% | 32.91% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.95% | 32.91% | +4.04% |
PXE vs. POW - Expense Ratio Comparison
PXE has a 0.63% expense ratio, which is lower than POW's 0.75% expense ratio.
Dividends
PXE vs. POW - Dividend Comparison
PXE's dividend yield for the trailing twelve months is around 1.83%, more than POW's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POW VistaShares Electrification Supercycle ETF | 0.14% | 0.19% | 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 | 1.83% | 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 POW have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PXE is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PXE is cheaper with a 0.63% expense ratio, compared with 0.75% for POW.
PXE has the higher dividend yield at 1.83%, compared with 0.14% for POW.
PXE is categorized as Energy Equities, while POW is Actively Managed. They also come from different issuers: Invesco and VistaShares. Their fees differ too: 0.63% for PXE and 0.75% for POW.
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