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PZT vs. XLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PZT vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco New York AMT-Free Municipal Bond ETF (PZT) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PZT achieves a 2.87% return, which is significantly lower than XLG's 7.57% return. Over the past 10 years, PZT has underperformed XLG with an annualized return of 1.90%, while XLG has yielded a comparatively higher 17.27% annualized return.


PZT

1D
-0.31%
1M
1.38%
YTD
2.87%
6M
3.17%
1Y
9.52%
3Y*
3.35%
5Y*
-0.03%
10Y*
1.90%

XLG

1D
-1.15%
1M
4.22%
YTD
7.57%
6M
7.32%
1Y
28.54%
3Y*
24.46%
5Y*
16.24%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZT vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZT
Invesco New York AMT-Free Municipal Bond ETF
2.87%1.76%1.17%7.57%-13.04%2.67%5.89%9.52%-0.55%6.21%
XLG
Invesco S&P 500 Top 50 ETF
7.57%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%

Correlation

The correlation between PZT and XLG is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

-0.01

The correlation between PZT and XLG shifts across timeframes, from -0.01 (all time) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PZT vs. XLG — Risk / Return Rank

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

PZT
PZT Risk / Return Rank: 6161
Overall Rank
PZT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PZT Sortino Ratio Rank: 6060
Sortino Ratio Rank
PZT Omega Ratio Rank: 6666
Omega Ratio Rank
PZT Calmar Ratio Rank: 6161
Calmar Ratio Rank
PZT Martin Ratio Rank: 5858
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 5656
Overall Rank
XLG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6161
Sortino Ratio Rank
XLG Omega Ratio Rank: 6161
Omega Ratio Rank
XLG Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLG Martin Ratio Rank: 5151
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.

PZT vs. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco New York AMT-Free Municipal Bond ETF (PZT) and Invesco S&P 500 Top 50 ETF (XLG). 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.


PZTXLGDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.02

2.31

+0.71

Martin ratioReturn relative to average drawdown

10.29

8.66

+1.62

PZT vs. XLG - Sharpe Ratio Comparison

The current PZT Sharpe Ratio is 2.02, which is comparable to the XLG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PZT and XLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PZTXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.15

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.87

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.92

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.62

-0.25

Drawdowns

PZT vs. XLG - Drawdown Comparison

The maximum PZT drawdown since its inception was -22.73%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for PZT and XLG.


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Drawdown Indicators


PZTXLGDifference

Max Drawdown

Largest peak-to-trough decline

-22.73%

-52.39%

+29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-12.41%

+9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-20.70%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.13%

-28.02%

+8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-19.13%

-30.46%

+11.33%

Current Drawdown

Current decline from peak

-1.42%

-1.44%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.91%

-7.64%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

3.30%

-2.37%

Volatility

PZT vs. XLG - Volatility Comparison

The current volatility for Invesco New York AMT-Free Municipal Bond ETF (PZT) is 2.10%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 3.19%. This indicates that PZT experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZTXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

3.19%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

9.80%

-6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

13.33%

-8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

18.68%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

18.84%

-11.88%

PZT vs. XLG - Expense Ratio Comparison

PZT has a 0.28% expense ratio, which is higher than XLG's 0.20% expense ratio.


Dividends

PZT vs. XLG - Dividend Comparison

PZT's dividend yield for the trailing twelve months is around 3.58%, more than XLG's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
PZT
Invesco New York AMT-Free Municipal Bond ETF
3.58%3.43%3.04%2.82%2.66%2.77%2.55%2.73%3.01%2.94%3.36%3.40%
XLG
Invesco S&P 500 Top 50 ETF
0.60%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


PZT and XLG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLG has higher volatility (3.19%) compared to PZT (2.10%). In terms of maximum drawdown, PZT dropped -22.73% vs XLG's -52.39%.

On 10-year performance, XLG leads with 17.27% vs 1.90% for PZT. On fees, XLG is cheaper at 0.20% per year. On volatility, PZT has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLG has performed better with a 17.27% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLG is cheaper with a 0.20% expense ratio, compared with 0.28% for PZT.

PZT has the higher dividend yield at 3.58%, compared with 0.60% for XLG.

PZT is categorized as Municipal Bonds, while XLG is S&P 500. PZT tracks ICE BofA New York Long-Term Core Plus Muni, while XLG tracks S&P 500 Top 50 Index. Their fees differ too: 0.28% for PZT and 0.20% for XLG.

XLG currently has the higher Sharpe Ratio (2.15 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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