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PXE vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXE and VEA is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PXE vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Energy Exploration & Production ETF (PXE) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
69.75%
87.62%
PXE
VEA

Key characteristics

Sharpe Ratio

PXE:

-0.87

VEA:

0.62

Sortino Ratio

PXE:

-1.09

VEA:

0.99

Omega Ratio

PXE:

0.85

VEA:

1.13

Calmar Ratio

PXE:

-0.74

VEA:

0.80

Martin Ratio

PXE:

-1.85

VEA:

2.41

Ulcer Index

PXE:

15.08%

VEA:

4.45%

Daily Std Dev

PXE:

32.04%

VEA:

17.30%

Max Drawdown

PXE:

-83.99%

VEA:

-60.69%

Current Drawdown

PXE:

-30.91%

VEA:

-0.60%

Returns By Period

In the year-to-date period, PXE achieves a -14.50% return, which is significantly lower than VEA's 10.15% return. Over the past 10 years, PXE has underperformed VEA with an annualized return of 0.61%, while VEA has yielded a comparatively higher 5.43% annualized return.


PXE

YTD

-14.50%

1M

-14.20%

6M

-15.12%

1Y

-28.16%

5Y*

26.94%

10Y*

0.61%

VEA

YTD

10.15%

1M

1.16%

6M

5.84%

1Y

10.70%

5Y*

11.66%

10Y*

5.43%

*Annualized

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PXE vs. VEA - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is higher than VEA's 0.05% expense ratio.


Expense ratio chart for PXE: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PXE: 0.63%
Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%

Risk-Adjusted Performance

PXE vs. VEA — Risk-Adjusted Performance Rank

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

PXE
The Risk-Adjusted Performance Rank of PXE is 11
Overall Rank
The Sharpe Ratio Rank of PXE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PXE is 11
Sortino Ratio Rank
The Omega Ratio Rank of PXE is 11
Omega Ratio Rank
The Calmar Ratio Rank of PXE is 00
Calmar Ratio Rank
The Martin Ratio Rank of PXE is 00
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6969
Overall Rank
The Sharpe Ratio Rank of VEA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PXE vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) and Vanguard FTSE Developed Markets ETF (VEA). 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.


The chart of Sharpe ratio for PXE, currently valued at -0.87, compared to the broader market-1.000.001.002.003.004.00
PXE: -0.87
VEA: 0.62
The chart of Sortino ratio for PXE, currently valued at -1.09, compared to the broader market-2.000.002.004.006.008.00
PXE: -1.09
VEA: 0.99
The chart of Omega ratio for PXE, currently valued at 0.85, compared to the broader market0.501.001.502.002.50
PXE: 0.85
VEA: 1.13
The chart of Calmar ratio for PXE, currently valued at -0.74, compared to the broader market0.002.004.006.008.0010.0012.00
PXE: -0.74
VEA: 0.80
The chart of Martin ratio for PXE, currently valued at -1.85, compared to the broader market0.0020.0040.0060.00
PXE: -1.85
VEA: 2.41

The current PXE Sharpe Ratio is -0.87, which is lower than the VEA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PXE and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.87
0.62
PXE
VEA

Dividends

PXE vs. VEA - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 3.10%, more than VEA's 2.98% yield.


TTM20242023202220212020201920182017201620152014
PXE
Invesco Dynamic Energy Exploration & Production ETF
3.10%2.54%2.79%3.04%1.86%4.10%1.70%1.28%1.55%6.62%2.58%2.05%
VEA
Vanguard FTSE Developed Markets ETF
2.98%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

PXE vs. VEA - Drawdown Comparison

The maximum PXE drawdown since its inception was -83.99%, which is greater than VEA's maximum drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for PXE and VEA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.91%
-0.60%
PXE
VEA

Volatility

PXE vs. VEA - Volatility Comparison

Invesco Dynamic Energy Exploration & Production ETF (PXE) has a higher volatility of 22.51% compared to Vanguard FTSE Developed Markets ETF (VEA) at 11.52%. This indicates that PXE's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.51%
11.52%
PXE
VEA