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PXI vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXI vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Energy Momentum ETF (PXI) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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PXI vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXI
Invesco DWA Energy Momentum ETF
28.18%3.86%0.76%5.48%45.85%75.05%-35.91%1.67%-27.56%-8.42%
XMMO
Invesco S&P MidCap Momentum ETF
6.86%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, PXI achieves a 28.18% return, which is significantly higher than XMMO's 6.86% return. Over the past 10 years, PXI has underperformed XMMO with an annualized return of 8.01%, while XMMO has yielded a comparatively higher 18.41% annualized return.


PXI

1D
-2.82%
1M
4.67%
YTD
28.18%
6M
22.68%
1Y
33.26%
3Y*
15.10%
5Y*
19.51%
10Y*
8.01%

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXI vs. XMMO - Expense Ratio Comparison

PXI has a 0.60% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

PXI vs. XMMO — Risk / Return Rank

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

PXI
PXI Risk / Return Rank: 6262
Overall Rank
PXI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PXI Sortino Ratio Rank: 5959
Sortino Ratio Rank
PXI Omega Ratio Rank: 6363
Omega Ratio Rank
PXI Calmar Ratio Rank: 6262
Calmar Ratio Rank
PXI Martin Ratio Rank: 6060
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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.

PXI vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Energy Momentum ETF (PXI) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


PXIXMMODifference

Sharpe ratio

Return per unit of total volatility

1.21

1.34

-0.13

Sortino ratio

Return per unit of downside risk

1.60

1.91

-0.31

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.71

2.41

-0.70

Martin ratio

Return relative to average drawdown

6.40

11.42

-5.03

PXI vs. XMMO - Sharpe Ratio Comparison

The current PXI Sharpe Ratio is 1.21, which is comparable to the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PXI and XMMO, 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


PXIXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.34

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.60

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.83

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.55

-0.39

Correlation

The correlation between PXI and XMMO 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.


Dividends

PXI vs. XMMO - Dividend Comparison

PXI's dividend yield for the trailing twelve months is around 1.32%, more than XMMO's 0.70% yield.


TTM20252024202320222021202020192018201720162015
PXI
Invesco DWA Energy Momentum ETF
1.32%1.81%1.52%1.82%3.14%0.57%1.72%2.80%0.93%0.80%0.73%2.07%
XMMO
Invesco S&P MidCap Momentum ETF
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

PXI vs. XMMO - Drawdown Comparison

The maximum PXI drawdown since its inception was -85.08%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for PXI and XMMO.


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Drawdown Indicators


PXIXMMODifference

Max Drawdown

Largest peak-to-trough decline

-85.08%

-55.37%

-29.71%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-12.81%

-7.48%

Max Drawdown (5Y)

Largest decline over 5 years

-33.47%

-27.91%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-79.55%

-36.74%

-42.81%

Current Drawdown

Current decline from peak

-5.96%

-2.62%

-3.34%

Average Drawdown

Average peak-to-trough decline

-29.65%

-9.52%

-20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

2.70%

+2.72%

Volatility

PXI vs. XMMO - Volatility Comparison

The current volatility for Invesco DWA Energy Momentum ETF (PXI) is 6.58%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that PXI experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXIXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

9.04%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

14.39%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.62%

22.03%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.09%

21.27%

+12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.30%

22.11%

+15.19%