SPXD vs. PJFV

Last updated Jul 17, 2026

SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and PJFV (PGIM Jennison Focused Value ETF) are both Large Cap Value Equities funds. SPXD is passively managed, while PJFV is actively managed. A 0.78 correlation means they provide meaningful diversification when combined. SPXD charges 0.09%/yr vs 0.75%/yr for PJFV.

Performance

SPXD vs. PJFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and PGIM Jennison Focused Value ETF (PJFV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPXD achieves a 12.18% return, which is significantly lower than PJFV's 19.83% return.

SPXD

• 1D: 0.95%
• 1M: 0.84%
• 6M: 7.92%
• YTD: 12.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PJFV

• 1D: -0.32%
• 1M: 2.13%
• 6M: 16.38%
• YTD: 19.83%
• 1Y: 33.62%
• 3Y*: 24.23%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXD vs. PJFV - Yearly Performance Comparison

	2026 (YTD)	2025
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	12.18%	4.54%
PJFV PGIM Jennison Focused Value ETF	19.83%	9.92%

Correlation

The correlation between SPXD and PJFV is 0.78, 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 Jul 24, 2025	0.78

Return for Risk

SPXD vs. PJFV — Risk / Return Rank

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

SPXD

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

PJFV

PJFV Risk / Return Rank: 92
PJFV Sharpe Ratio Rank: 93
PJFV Sortino Ratio Rank: 92
PJFV Omega Ratio Rank: 91
PJFV Calmar Ratio Rank: 91
PJFV Martin Ratio Rank: 94

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.

SPXD vs. PJFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and PGIM Jennison Focused Value ETF (PJFV). 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.

	SPXD	PJFV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.64	—
Sortino ratio: Return per unit of downside risk	—	3.64	—
Omega ratio: Gain probability vs. loss probability	—	1.47	—
Calmar ratio: Return relative to maximum drawdown	—	4.62	—
Martin ratio: Return relative to average drawdown	—	19.58	—

Drawdowns

SPXD vs. PJFV - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum PJFV drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for SPXD and PJFV.

Drawdown Indicators

	SPXD	PJFV	Difference
Max Drawdown Largest peak-to-trough decline	-7.53%	-18.15%	+10.62%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.31%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.15%	—
Current Drawdown Current decline from peak	-0.13%	-0.32%	+0.19%
Average Drawdown Average peak-to-trough decline	-1.16%	-2.08%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.72%	—

Volatility

Volatility by Period

	SPXD	PJFV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	12.78%	-2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.69%	14.12%	-3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.69%	14.12%	-3.43%

SPXD vs. PJFV - Expense Ratio Comparison

SPXD has a 0.09% expense ratio, which is lower than PJFV's 0.75% expense ratio.

Dividends

SPXD vs. PJFV - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.39%, more than PJFV's 0.57% yield.

Position	TTM	2025	2024	2023	2022
PJFV PGIM Jennison Focused Value ETF	0.57%	0.68%	1.31%	1.20%	0.12%
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	1.39%	0.76%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPXD and PJFV in my portfolio?

SPXD and PJFV have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPXD or PJFV?

On fees, SPXD is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPXD or PJFV?

SPXD is cheaper with a 0.09% expense ratio, compared with 0.75% for PJFV.

Which ETF pays a higher dividend yield, SPXD or PJFV?

SPXD has the higher dividend yield at 1.39%, compared with 0.57% for PJFV.

What is the main difference between SPXD and PJFV?

They also come from different issuers: Xtrackers and PGIM. Their fees differ too: 0.09% for SPXD and 0.75% for PJFV.