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PXJ vs. POW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXJ vs. POW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Oil & Gas Services ETF (PXJ) and VistaShares Electrification Supercycle ETF (POW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PXJ achieves a 41.36% return, which is significantly higher than POW's 38.93% return.


PXJ

1D
0.39%
1M
-6.30%
6M
29.86%
YTD
41.36%
1Y
62.95%
3Y*
18.32%
5Y*
20.43%
10Y*
-1.35%

POW

1D
-3.60%
1M
-8.76%
6M
31.71%
YTD
38.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXJ vs. POW - Yearly Performance Comparison


Correlation

The correlation between PXJ and POW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.25

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Return for Risk

PXJ vs. POW — Risk / Return Rank

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

PXJ
PXJ Risk / Return Rank: 8484
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: 8282
Calmar Ratio Rank
PXJ Martin Ratio Rank: 8181
Martin Ratio Rank

POW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. POW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Oil & Gas Services ETF (PXJ) 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.


PXJPOWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.44

Martin ratioReturn relative to average drawdown

12.34

PXJ vs. POW - Sharpe Ratio Comparison


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Drawdowns

PXJ vs. POW - Drawdown Comparison

The maximum PXJ drawdown since its inception was -94.82%, which is greater than POW's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for PXJ and POW.


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Drawdown Indicators


PXJPOWDifference

Max Drawdown

Largest peak-to-trough decline

-94.82%

-18.37%

-76.45%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

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

-67.70%

-18.37%

-49.33%

Average Drawdown

Average peak-to-trough decline

-55.72%

-4.33%

-51.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

Volatility

PXJ vs. POW - Volatility Comparison


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Volatility by Period


PXJPOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

32.94%

-6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

32.94%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.20%

32.94%

+6.26%

PXJ vs. POW - Expense Ratio Comparison

PXJ has a 0.63% expense ratio, which is lower than POW's 0.75% expense ratio.


Dividends

PXJ vs. POW - Dividend Comparison

PXJ's dividend yield for the trailing twelve months is around 2.47%, more than POW's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PXJ
Invesco Dynamic Oil & Gas Services ETF
2.47%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 POW have a correlation of 0.25, 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 0.75% for POW.

PXJ has the higher dividend yield at 2.47%, compared with 0.14% for POW.

PXJ 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 PXJ and 0.75% for POW.

Portfolio Optimizer

Find the right allocation for PXJ and POW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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