PXJ vs. PWRZ
PXJ (Invesco Dynamic Oil & Gas Services ETF) and PWRZ (TrueShares Eagle Global Next Gen Power Infrastructure ETF) are both Energy Equities funds. PXJ is passively managed, while PWRZ is actively managed. At a correlation of -1.00, they often move in opposite directions. PXJ charges 0.63%/yr vs 0.75%/yr for PWRZ.
Performance
PXJ vs. PWRZ - Performance Comparison
Loading charts...
Returns By Period
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%
PWRZ
- 1D
- -0.17%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PXJ vs. PWRZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PXJ Invesco Dynamic Oil & Gas Services ETF | 2.92% |
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF | -0.40% |
Correlation
The correlation between PXJ and PWRZ is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2026 | -1.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PXJ vs. PWRZ — Risk / Return Rank
PXJ
PWRZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PXJ vs. PWRZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Oil & Gas Services ETF (PXJ) and TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). 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.
| PXJ | PWRZ | Difference | |
|---|---|---|---|
| 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 | — | — |
Loading charts...
Drawdowns
PXJ vs. PWRZ - Drawdown Comparison
The maximum PXJ drawdown since its inception was -94.82%, which is greater than PWRZ's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for PXJ and PWRZ.
Loading charts...
Drawdown Indicators
| PXJ | PWRZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.82% | -0.40% | -94.42% |
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 DrawdownCurrent decline from peak | -67.70% | -0.40% | -67.30% |
Average DrawdownAverage peak-to-trough decline | -55.72% | -0.31% | -55.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | — | — |
Volatility
PXJ vs. PWRZ - Volatility Comparison
Loading charts...
Volatility by Period
| PXJ | PWRZ | Difference | |
|---|---|---|---|
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% | 0.62% | +26.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.36% | 0.62% | +33.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.20% | 0.62% | +38.58% |
PXJ vs. PWRZ - Expense Ratio Comparison
PXJ has a 0.63% expense ratio, which is lower than PWRZ's 0.75% expense ratio.
Dividends
PXJ vs. PWRZ - Dividend Comparison
PXJ's dividend yield for the trailing twelve months is around 2.47%, while PWRZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure 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 | 2.47% | 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 PWRZ have a correlation of -1.00, 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 PWRZ.
PXJ has the higher dividend yield at 2.47%, compared with 0.00% for PWRZ.
They also come from different issuers: Invesco and TrueShares. Their fees differ too: 0.63% for PXJ and 0.75% for PWRZ.
Find the right allocation for PXJ and PWRZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer