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ZAP vs. PUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZAP vs. PUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Electrification ETF (ZAP) and Invesco DWA Utilities Momentum ETF (PUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZAP achieves a 15.14% return, which is significantly higher than PUI's 6.30% return.


ZAP

1D
-0.63%
1M
-3.98%
YTD
15.14%
6M
13.19%
1Y
28.84%
3Y*
5Y*
10Y*

PUI

1D
-0.49%
1M
-4.33%
YTD
6.30%
6M
3.12%
1Y
11.74%
3Y*
15.24%
5Y*
8.55%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZAP vs. PUI - Yearly Performance Comparison


2026 (YTD)20252024
ZAP
Global X U.S. Electrification ETF
15.14%21.84%1.26%
PUI
Invesco DWA Utilities Momentum ETF
6.30%15.25%1.44%

Correlation

The correlation between ZAP and PUI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.90

The correlation between ZAP and PUI has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

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Return for Risk

ZAP vs. PUI — Risk / Return Rank

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

ZAP
ZAP Risk / Return Rank: 6060
Overall Rank
ZAP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZAP Sortino Ratio Rank: 5454
Sortino Ratio Rank
ZAP Omega Ratio Rank: 5252
Omega Ratio Rank
ZAP Calmar Ratio Rank: 7878
Calmar Ratio Rank
ZAP Martin Ratio Rank: 5858
Martin Ratio Rank

PUI
PUI Risk / Return Rank: 2222
Overall Rank
PUI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PUI Sortino Ratio Rank: 2121
Sortino Ratio Rank
PUI Omega Ratio Rank: 2121
Omega Ratio Rank
PUI Calmar Ratio Rank: 2323
Calmar Ratio Rank
PUI Martin Ratio Rank: 2121
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.

ZAP vs. PUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Electrification ETF (ZAP) and Invesco DWA Utilities Momentum ETF (PUI). 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.


ZAPPUIDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratioReturn relative to maximum drawdown

4.01

1.07

+2.94

Martin ratioReturn relative to average drawdown

10.25

2.48

+7.78

ZAP vs. PUI - Sharpe Ratio Comparison

The current ZAP Sharpe Ratio is 1.92, which is higher than the PUI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ZAP and PUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZAPPUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.79

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

0.45

+1.18

Drawdowns

ZAP vs. PUI - Drawdown Comparison

The maximum ZAP drawdown since its inception was -12.38%, smaller than the maximum PUI drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for ZAP and PUI.


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Drawdown Indicators


ZAPPUIDifference

Max Drawdown

Largest peak-to-trough decline

-12.38%

-43.20%

+30.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-11.07%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-15.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-4.11%

-5.33%

+1.22%

Average Drawdown

Average peak-to-trough decline

-2.57%

-8.46%

+5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.76%

-1.93%

Volatility

ZAP vs. PUI - Volatility Comparison

Global X U.S. Electrification ETF (ZAP) has a higher volatility of 6.28% compared to Invesco DWA Utilities Momentum ETF (PUI) at 5.31%. This indicates that ZAP's price experiences larger fluctuations and is considered to be riskier than PUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZAPPUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.31%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

11.14%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

14.96%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

16.67%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

19.07%

-2.16%

ZAP vs. PUI - Expense Ratio Comparison

ZAP has a 0.50% expense ratio, which is lower than PUI's 0.60% expense ratio.


Dividends

ZAP vs. PUI - Dividend Comparison

ZAP's dividend yield for the trailing twelve months is around 1.55%, less than PUI's 2.11% yield.


PositionTTM20252024202320222021202020192018201720162015
PUI
Invesco DWA Utilities Momentum ETF
2.11%2.22%2.06%2.36%2.16%2.03%2.42%2.02%1.87%2.98%3.35%2.82%
ZAP
Global X U.S. Electrification ETF
1.55%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZAP and PUI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZAP has higher volatility (6.28%) compared to PUI (5.31%). In terms of maximum drawdown, ZAP dropped -12.38% vs PUI's -43.20%.

On 1-year performance, ZAP leads with 28.84% vs 11.74% for PUI. On fees, ZAP is cheaper at 0.50% per year. On volatility, PUI has been the lower-risk option at 5.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZAP has performed better with a 28.84% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZAP is cheaper with a 0.50% expense ratio, compared with 0.60% for PUI.

PUI has the higher dividend yield at 2.11%, compared with 1.55% for ZAP.

ZAP is categorized as Utilities Equities, while PUI is Momentum. ZAP tracks Global X U.S. Electrification Index, while PUI tracks DWA Utilities Technical Leaders Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for ZAP and 0.60% for PUI.

ZAP currently has the higher Sharpe Ratio (1.92 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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