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PXJ vs. DVXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXJ vs. DVXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Oil & Gas Services ETF (PXJ) and WEBs Energy XLE Defined Volatility ETF (DVXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PXJ having a 46.18% return and DVXE slightly lower at 44.98%.


PXJ

1D
-0.58%
1M
-6.26%
YTD
46.18%
6M
38.54%
1Y
82.76%
3Y*
24.79%
5Y*
17.27%
10Y*
-0.80%

DVXE

1D
1.52%
1M
-1.50%
YTD
44.98%
6M
39.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXJ vs. DVXE - Yearly Performance Comparison


Correlation

The correlation between PXJ and DVXE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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Return for Risk

PXJ vs. DVXE — Risk / Return Rank

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

PXJ
PXJ Risk / Return Rank: 8989
Overall Rank
PXJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PXJ Sortino Ratio Rank: 8686
Sortino Ratio Rank
PXJ Omega Ratio Rank: 8080
Omega Ratio Rank
PXJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
PXJ Martin Ratio Rank: 9393
Martin Ratio Rank

DVXE
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.

PXJ vs. DVXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Oil & Gas Services ETF (PXJ) and WEBs Energy XLE Defined Volatility ETF (DVXE). 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.


PXJDVXEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

8.24

Martin ratioReturn relative to average drawdown

23.98

PXJ vs. DVXE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PXJDVXEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.99

-2.03

Drawdowns

PXJ vs. DVXE - Drawdown Comparison

The maximum PXJ drawdown since its inception was -94.82%, which is greater than DVXE's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for PXJ and DVXE.


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Drawdown Indicators


PXJDVXEDifference

Max Drawdown

Largest peak-to-trough decline

-94.82%

-17.96%

-76.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-40.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

Max Drawdown (10Y)

Largest decline over 10 years

-87.72%

Current Drawdown

Current decline from peak

-66.60%

-11.99%

-54.61%

Average Drawdown

Average peak-to-trough decline

-55.67%

-5.80%

-49.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

Volatility

PXJ vs. DVXE - Volatility Comparison


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Volatility by Period


PXJDVXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

31.23%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.57%

31.23%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.47%

31.23%

+8.24%

PXJ vs. DVXE - Expense Ratio Comparison

PXJ has a 0.63% expense ratio, which is lower than DVXE's 0.89% expense ratio.


Dividends

PXJ vs. DVXE - Dividend Comparison

PXJ's dividend yield for the trailing twelve months is around 2.21%, while DVXE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DVXE
WEBs Energy XLE Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXJ
Invesco Dynamic Oil & Gas Services ETF
2.21%2.91%3.34%1.99%0.65%2.40%4.72%1.87%0.99%2.75%1.18%2.36%

Frequently Asked Questions


PXJ and DVXE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PXJ is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PXJ is cheaper with a 0.63% expense ratio, compared with 0.89% for DVXE.

PXJ has the higher dividend yield at 2.21%, compared with 0.00% for DVXE.

PXJ tracks Dynamic Oil & Gas Services Intellidex Index, while DVXE tracks Syntax Defined Volatility XLE Index. They also come from different issuers: Invesco and WEBs. Their fees differ too: 0.63% for PXJ and 0.89% for DVXE.

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