XTN vs. PEJ
Compare and contrast key facts about SPDR S&P Transportation ETF (XTN) and Invesco Dynamic Leisure & Entertainment ETF (PEJ).
XTN and PEJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTN is a passively managed fund by State Street that tracks the performance of the S&P Transportation Select Industry Index. It was launched on Jan 26, 2011. PEJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Leisure and Entertainment Intellidex Index. It was launched on Jun 23, 2005. Both XTN and PEJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XTN vs. PEJ - Performance Comparison
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XTN vs. PEJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 4.20% | 6.33% | 4.86% | 25.22% | -28.10% | 33.68% | 12.11% | 21.85% | -17.26% | 21.55% |
PEJ Invesco Dynamic Leisure & Entertainment ETF | -4.12% | 17.78% | 25.08% | 15.73% | -25.37% | 22.78% | -10.29% | 13.82% | -9.31% | 11.22% |
Returns By Period
In the year-to-date period, XTN achieves a 4.20% return, which is significantly higher than PEJ's -4.12% return. Over the past 10 years, XTN has outperformed PEJ with an annualized return of 8.66%, while PEJ has yielded a comparatively lower 5.34% annualized return.
XTN
- 1D
- 2.14%
- 1M
- -6.91%
- YTD
- 4.20%
- 6M
- 14.61%
- 1Y
- 29.92%
- 3Y*
- 10.41%
- 5Y*
- 2.30%
- 10Y*
- 8.66%
PEJ
- 1D
- 1.21%
- 1M
- -3.42%
- YTD
- -4.12%
- 6M
- -2.08%
- 1Y
- 20.99%
- 3Y*
- 13.38%
- 5Y*
- 5.21%
- 10Y*
- 5.34%
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XTN vs. PEJ - Expense Ratio Comparison
XTN has a 0.35% expense ratio, which is lower than PEJ's 0.55% expense ratio.
Return for Risk
XTN vs. PEJ — Risk / Return Rank
XTN
PEJ
XTN vs. PEJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) and Invesco Dynamic Leisure & Entertainment ETF (PEJ). 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.
| XTN | PEJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.86 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.41 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.52 | +0.20 |
Martin ratioReturn relative to average drawdown | 5.10 | 5.21 | -0.11 |
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
| XTN | PEJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.86 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.22 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.22 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between XTN and PEJ is 0.75, 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
XTN vs. PEJ - Dividend Comparison
XTN's dividend yield for the trailing twelve months is around 0.77%, more than PEJ's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 0.77% | 0.78% | 0.93% | 0.73% | 1.04% | 1.02% | 0.75% | 1.17% | 0.98% | 0.63% | 0.66% | 1.03% |
PEJ Invesco Dynamic Leisure & Entertainment ETF | 0.42% | 0.24% | 0.40% | 0.46% | 0.43% | 0.34% | 0.92% | 0.39% | 0.78% | 0.68% | 0.68% | 0.52% |
Drawdowns
XTN vs. PEJ - Drawdown Comparison
The maximum XTN drawdown since its inception was -43.77%, smaller than the maximum PEJ drawdown of -66.03%. Use the drawdown chart below to compare losses from any high point for XTN and PEJ.
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Drawdown Indicators
| XTN | PEJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.77% | -66.03% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -13.91% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | -35.44% | +0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -43.77% | -58.96% | +15.19% |
Current DrawdownCurrent decline from peak | -10.27% | -5.44% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -10.97% | -12.39% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 4.06% | +1.77% |
Volatility
XTN vs. PEJ - Volatility Comparison
SPDR S&P Transportation ETF (XTN) has a higher volatility of 10.26% compared to Invesco Dynamic Leisure & Entertainment ETF (PEJ) at 7.59%. This indicates that XTN's price experiences larger fluctuations and is considered to be riskier than PEJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTN | PEJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 7.59% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.44% | 13.17% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.32% | 24.42% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.21% | 23.30% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.88% | 24.62% | +1.26% |