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PYZ vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYZ vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Basic Materials Momentum ETF (PYZ) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYZ achieves a 19.96% return, which is significantly higher than SMOM's 9.82% return.


PYZ

1D
-1.14%
1M
3.78%
YTD
19.96%
6M
23.71%
1Y
46.27%
3Y*
18.73%
5Y*
8.15%
10Y*
10.47%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYZ vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between PYZ and SMOM is 0.65, 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 Sep 11, 2025

0.65

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Return for Risk

PYZ vs. SMOM — Risk / Return Rank

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

PYZ
PYZ Risk / Return Rank: 5151
Overall Rank
PYZ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PYZ Sortino Ratio Rank: 5050
Sortino Ratio Rank
PYZ Omega Ratio Rank: 4949
Omega Ratio Rank
PYZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
PYZ Martin Ratio Rank: 5151
Martin Ratio Rank

SMOM
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.

PYZ vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Basic Materials Momentum ETF (PYZ) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


PYZSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.62

Martin ratioReturn relative to average drawdown

8.64

PYZ vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PYZSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.45

-1.08

Drawdowns

PYZ vs. SMOM - Drawdown Comparison

The maximum PYZ drawdown since its inception was -65.15%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PYZ and SMOM.


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Drawdown Indicators


PYZSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-65.15%

-7.45%

-57.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

Max Drawdown (5Y)

Largest decline over 5 years

-32.97%

Max Drawdown (10Y)

Largest decline over 10 years

-52.46%

Current Drawdown

Current decline from peak

-1.14%

0.00%

-1.14%

Average Drawdown

Average peak-to-trough decline

-12.64%

-1.48%

-11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

Volatility

PYZ vs. SMOM - Volatility Comparison


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Volatility by Period


PYZSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.57%

12.62%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

12.62%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.43%

12.62%

+13.81%

PYZ vs. SMOM - Expense Ratio Comparison

PYZ has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

PYZ vs. SMOM - Dividend Comparison

PYZ's dividend yield for the trailing twelve months is around 0.52%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PYZ
Invesco DWA Basic Materials Momentum ETF
0.52%0.72%1.13%1.19%1.18%0.33%1.04%1.38%1.20%0.53%1.07%1.25%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PYZ and SMOM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PYZ is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PYZ is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

PYZ has the higher dividend yield at 0.52%, compared with 0.15% for SMOM.

PYZ is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PYZ and 0.63% for SMOM.

Portfolio Optimizer

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