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PXE vs. VOLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXE vs. VOLT - Performance Comparison

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

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PXE vs. VOLT - Yearly Performance Comparison


2026 (YTD)20252024
PXE
Invesco Dynamic Energy Exploration & Production ETF
40.63%-2.82%-3.67%
VOLT
Tema Electrification ETF
18.37%25.92%-8.86%

Returns By Period

In the year-to-date period, PXE achieves a 40.63% return, which is significantly higher than VOLT's 18.37% return.


PXE

1D
-1.53%
1M
17.66%
YTD
40.63%
6M
34.61%
1Y
37.24%
3Y*
16.16%
5Y*
23.72%
10Y*
10.40%

VOLT

1D
3.29%
1M
-4.12%
YTD
18.37%
6M
19.46%
1Y
61.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXE vs. VOLT - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is lower than VOLT's 0.75% expense ratio.


Return for Risk

PXE vs. VOLT — Risk / Return Rank

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

PXE
PXE Risk / Return Rank: 6262
Overall Rank
PXE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PXE Sortino Ratio Rank: 6262
Sortino Ratio Rank
PXE Omega Ratio Rank: 6262
Omega Ratio Rank
PXE Calmar Ratio Rank: 6666
Calmar Ratio Rank
PXE Martin Ratio Rank: 5555
Martin Ratio Rank

VOLT
VOLT Risk / Return Rank: 9797
Overall Rank
VOLT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VOLT Sortino Ratio Rank: 9797
Sortino Ratio Rank
VOLT Omega Ratio Rank: 9696
Omega Ratio Rank
VOLT Calmar Ratio Rank: 9898
Calmar Ratio Rank
VOLT Martin Ratio Rank: 9797
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. VOLT - Risk-Adjusted Trends Comparison

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


PXEVOLTDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.88

-1.76

Sortino ratio

Return per unit of downside risk

1.55

3.55

-2.00

Omega ratio

Gain probability vs. loss probability

1.22

1.50

-0.28

Calmar ratio

Return relative to maximum drawdown

1.62

6.14

-4.51

Martin ratio

Return relative to average drawdown

5.21

19.19

-13.99

PXE vs. VOLT - Sharpe Ratio Comparison

The current PXE Sharpe Ratio is 1.12, which is lower than the VOLT Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of PXE and VOLT, 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


PXEVOLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.88

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.11

-0.93

Correlation

The correlation between PXE and VOLT is 0.20, 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. VOLT - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 1.89%, more than VOLT's 0.39% yield.


TTM20252024202320222021202020192018201720162015
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.89%2.98%2.54%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%
VOLT
Tema Electrification ETF
0.39%0.46%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PXE vs. VOLT - Drawdown Comparison

The maximum PXE drawdown since its inception was -83.99%, which is greater than VOLT's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for PXE and VOLT.


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Drawdown Indicators


PXEVOLTDifference

Max Drawdown

Largest peak-to-trough decline

-83.99%

-23.40%

-60.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.67%

-10.00%

-13.67%

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

-2.73%

-5.10%

+2.37%

Average Drawdown

Average peak-to-trough decline

-28.16%

-5.56%

-22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

3.20%

+4.18%

Volatility

PXE vs. VOLT - Volatility Comparison

The current volatility for Invesco Dynamic Energy Exploration & Production ETF (PXE) is 6.46%, while Tema Electrification ETF (VOLT) has a volatility of 9.44%. This indicates that PXE experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXEVOLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

9.44%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

19.00%

15.70%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

33.42%

21.43%

+11.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

23.85%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.98%

23.85%

+13.13%