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TEKX vs. PDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEKX vs. PDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) and Invesco Dorsey Wright Momentum ETF (PDP). The values are adjusted to include any dividend payments, if applicable.

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TEKX vs. PDP - Yearly Performance Comparison


2026 (YTD)20252024
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
2.40%40.92%14.80%
PDP
Invesco Dorsey Wright Momentum ETF
3.73%8.37%12.16%

Returns By Period

In the year-to-date period, TEKX achieves a 2.40% return, which is significantly lower than PDP's 3.73% return.


TEKX

1D
4.77%
1M
-11.36%
YTD
2.40%
6M
-0.20%
1Y
85.48%
3Y*
5Y*
10Y*

PDP

1D
4.68%
1M
-6.38%
YTD
3.73%
6M
2.28%
1Y
20.93%
3Y*
16.94%
5Y*
7.20%
10Y*
11.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEKX vs. PDP - Expense Ratio Comparison

TEKX has a 0.65% expense ratio, which is higher than PDP's 0.62% expense ratio.


Return for Risk

TEKX vs. PDP — Risk / Return Rank

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

TEKX
TEKX Risk / Return Rank: 9191
Overall Rank
TEKX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TEKX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TEKX Omega Ratio Rank: 8383
Omega Ratio Rank
TEKX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TEKX Martin Ratio Rank: 9393
Martin Ratio Rank

PDP
PDP Risk / Return Rank: 5656
Overall Rank
PDP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PDP Sortino Ratio Rank: 5050
Sortino Ratio Rank
PDP Omega Ratio Rank: 4747
Omega Ratio Rank
PDP Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDP Martin Ratio Rank: 6161
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.

TEKX vs. PDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) and Invesco Dorsey Wright Momentum ETF (PDP). 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.


TEKXPDPDifference

Sharpe ratio

Return per unit of total volatility

2.01

0.87

+1.14

Sortino ratio

Return per unit of downside risk

2.62

1.30

+1.32

Omega ratio

Gain probability vs. loss probability

1.34

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

4.65

1.78

+2.87

Martin ratio

Return relative to average drawdown

14.15

5.80

+8.35

TEKX vs. PDP - Sharpe Ratio Comparison

The current TEKX Sharpe Ratio is 2.01, which is higher than the PDP Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of TEKX and PDP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEKXPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.87

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.41

+0.45

Correlation

The correlation between TEKX and PDP is 0.73, 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

TEKX vs. PDP - Dividend Comparison

TEKX's dividend yield for the trailing twelve months is around 0.35%, more than PDP's 0.13% yield.


TTM20252024202320222021202020192018201720162015
TEKX
SPDR Galaxy Transformative Tech Accelerators ETF
0.35%0.36%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDP
Invesco Dorsey Wright Momentum ETF
0.13%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%

Drawdowns

TEKX vs. PDP - Drawdown Comparison

The maximum TEKX drawdown since its inception was -45.57%, smaller than the maximum PDP drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for TEKX and PDP.


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Drawdown Indicators


TEKXPDPDifference

Max Drawdown

Largest peak-to-trough decline

-45.57%

-59.34%

+13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-12.04%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-14.01%

-7.49%

-6.52%

Average Drawdown

Average peak-to-trough decline

-11.24%

-10.69%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

3.69%

+2.20%

Volatility

TEKX vs. PDP - Volatility Comparison

SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) has a higher volatility of 14.22% compared to Invesco Dorsey Wright Momentum ETF (PDP) at 9.98%. This indicates that TEKX's price experiences larger fluctuations and is considered to be riskier than PDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEKXPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

9.98%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

28.63%

18.59%

+10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

42.82%

24.13%

+18.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.86%

21.93%

+22.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.86%

21.44%

+23.42%