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VPN vs. IGPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VPN vs. IGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Invesco AI and Next Gen Software ETF (IGPT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.13%
2.06%
VPN
IGPT

Returns By Period

In the year-to-date period, VPN achieves a 21.20% return, which is significantly lower than IGPT's 22.64% return.


VPN

YTD

21.20%

1M

-0.11%

6M

20.14%

1Y

27.57%

5Y (annualized)

N/A

10Y (annualized)

N/A

IGPT

YTD

22.64%

1M

2.91%

6M

2.07%

1Y

31.56%

5Y (annualized)

11.99%

10Y (annualized)

16.37%

Key characteristics


VPNIGPT
Sharpe Ratio1.631.35
Sortino Ratio2.361.88
Omega Ratio1.281.24
Calmar Ratio1.311.13
Martin Ratio5.994.56
Ulcer Index4.85%6.93%
Daily Std Dev17.82%23.32%
Max Drawdown-39.01%-48.44%
Current Drawdown-0.73%-4.84%

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VPN vs. IGPT - Expense Ratio Comparison

VPN has a 0.50% expense ratio, which is lower than IGPT's 0.60% expense ratio.


IGPT
Invesco AI and Next Gen Software ETF
Expense ratio chart for IGPT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VPN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Correlation

The correlation between VPN and IGPT is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Risk-Adjusted Performance

VPN vs. IGPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Invesco AI and Next Gen Software ETF (IGPT). 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.


Sharpe ratio
The chart of Sharpe ratio for VPN, currently valued at 1.55, compared to the broader market-2.000.002.004.001.551.35
The chart of Sortino ratio for VPN, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.0012.002.251.88
The chart of Omega ratio for VPN, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.24
The chart of Calmar ratio for VPN, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.241.13
The chart of Martin ratio for VPN, currently valued at 5.69, compared to the broader market0.0020.0040.0060.0080.00100.005.694.56
VPN
IGPT

The current VPN Sharpe Ratio is 1.63, which is comparable to the IGPT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VPN and IGPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.55
1.35
VPN
IGPT

Dividends

VPN vs. IGPT - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 1.16%, while IGPT has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VPN
Global X Data Center REITs & Digital Infrastructure ETF
1.16%1.18%2.57%0.85%0.30%0.00%0.00%0.00%0.00%0.00%0.00%
IGPT
Invesco AI and Next Gen Software ETF
0.00%0.00%4.23%18.63%0.11%0.15%0.00%0.00%0.10%0.44%0.29%

Drawdowns

VPN vs. IGPT - Drawdown Comparison

The maximum VPN drawdown since its inception was -39.01%, smaller than the maximum IGPT drawdown of -48.44%. Use the drawdown chart below to compare losses from any high point for VPN and IGPT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-4.84%
VPN
IGPT

Volatility

VPN vs. IGPT - Volatility Comparison

Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Invesco AI and Next Gen Software ETF (IGPT) have volatilities of 6.53% and 6.72%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.53%
6.72%
VPN
IGPT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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