SIXL vs. PWC
Compare and contrast key facts about ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Invesco Dynamic Market ETF (PWC).
SIXL and PWC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIXL is an actively managed fund by Exchange Traded Concepts. It was launched on May 11, 2020. PWC is a passively managed fund by Invesco that tracks the performance of the Dynamic Market Intellidex Index. It was launched on May 1, 2003.
Performance
SIXL vs. PWC - Performance Comparison
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SIXL vs. PWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF | 4.48% | -0.61% | 14.13% | 2.38% | -7.49% | 20.00% | 18.42% |
PWC Invesco Dynamic Market ETF | 2.60% | 6.15% | 17.46% | 19.03% | -16.01% | 19.38% | 28.18% |
Returns By Period
In the year-to-date period, SIXL achieves a 4.48% return, which is significantly higher than PWC's 2.60% return.
SIXL
- 1D
- 0.42%
- 1M
- -4.69%
- YTD
- 4.48%
- 6M
- 2.87%
- 1Y
- 2.42%
- 3Y*
- 7.20%
- 5Y*
- 4.17%
- 10Y*
- —
PWC
- 1D
- 1.17%
- 1M
- -5.11%
- YTD
- 2.60%
- 6M
- 2.73%
- 1Y
- 6.46%
- 3Y*
- 12.67%
- 5Y*
- 6.65%
- 10Y*
- 9.15%
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SIXL vs. PWC - Expense Ratio Comparison
SIXL has a 0.47% expense ratio, which is lower than PWC's 0.60% expense ratio.
Return for Risk
SIXL vs. PWC — Risk / Return Rank
SIXL
PWC
SIXL vs. PWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Invesco Dynamic Market ETF (PWC). 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.
| SIXL | PWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.46 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.36 | 0.74 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.10 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 0.70 | -0.34 |
Martin ratioReturn relative to average drawdown | 1.19 | 3.23 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIXL | PWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.46 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.41 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.11 | +0.55 |
Correlation
The correlation between SIXL and PWC is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SIXL vs. PWC - Dividend Comparison
SIXL's dividend yield for the trailing twelve months is around 2.37%, more than PWC's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF | 2.37% | 2.31% | 1.28% | 1.48% | 1.45% | 0.67% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWC Invesco Dynamic Market ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
Drawdowns
SIXL vs. PWC - Drawdown Comparison
The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum PWC drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for SIXL and PWC.
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Drawdown Indicators
| SIXL | PWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.08% | -78.13% | +62.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -11.26% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -16.08% | -26.58% | +10.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.45% | — |
Current DrawdownCurrent decline from peak | -5.07% | -5.36% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -36.46% | +31.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.45% | +0.21% |
Volatility
SIXL vs. PWC - Volatility Comparison
ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Invesco Dynamic Market ETF (PWC) have volatilities of 3.02% and 3.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIXL | PWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.07% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 7.37% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 14.30% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 16.29% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.64% | 18.84% | -6.20% |