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ZAP vs. PUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ZAP vs. PUI - Yearly Performance Comparison


2026 (YTD)20252024
ZAP
Global X U.S. Electrification ETF
10.67%21.84%1.26%
PUI
Invesco DWA Utilities Momentum ETF
8.48%15.25%1.44%

Returns By Period

In the year-to-date period, ZAP achieves a 10.67% return, which is significantly higher than PUI's 8.48% return.


ZAP

1D
1.20%
1M
-3.57%
YTD
10.67%
6M
9.86%
1Y
33.11%
3Y*
5Y*
10Y*

PUI

1D
0.58%
1M
-2.41%
YTD
8.48%
6M
3.53%
1Y
17.40%
3Y*
14.96%
5Y*
9.66%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZAP vs. PUI - Expense Ratio Comparison

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


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: 9191
Overall Rank
ZAP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ZAP Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZAP Omega Ratio Rank: 8989
Omega Ratio Rank
ZAP Calmar Ratio Rank: 9595
Calmar Ratio Rank
ZAP Martin Ratio Rank: 9090
Martin Ratio Rank

PUI
PUI Risk / Return Rank: 5656
Overall Rank
PUI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PUI Sortino Ratio Rank: 5858
Sortino Ratio Rank
PUI Omega Ratio Rank: 5353
Omega Ratio Rank
PUI Calmar Ratio Rank: 6767
Calmar Ratio Rank
PUI Martin Ratio Rank: 4242
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 ratio

Return per unit of total volatility

2.07

1.09

+0.99

Sortino ratio

Return per unit of downside risk

2.71

1.48

+1.23

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

3.99

1.68

+2.30

Martin ratio

Return relative to average drawdown

11.91

3.91

+8.00

ZAP vs. PUI - Sharpe Ratio Comparison

The current ZAP Sharpe Ratio is 2.07, which is higher than the PUI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ZAP and PUI, 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


ZAPPUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.09

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.46

+1.23

Correlation

The correlation between ZAP and PUI is 0.90, 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

ZAP vs. PUI - Dividend Comparison

ZAP's dividend yield for the trailing twelve months is around 1.64%, less than PUI's 2.07% yield.


TTM20252024202320222021202020192018201720162015
ZAP
Global X U.S. Electrification ETF
1.64%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PUI
Invesco DWA Utilities Momentum ETF
2.07%2.22%2.06%2.36%2.16%2.03%2.42%2.02%1.87%2.98%3.35%2.82%

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

-8.59%

-11.07%

+2.48%

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

-3.71%

-2.59%

-1.12%

Average Drawdown

Average peak-to-trough decline

-2.67%

-8.51%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.76%

-1.88%

Volatility

ZAP vs. PUI - Volatility Comparison

Global X U.S. Electrification ETF (ZAP) has a higher volatility of 5.40% compared to Invesco DWA Utilities Momentum ETF (PUI) at 4.75%. 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

5.40%

4.75%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

10.90%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

16.12%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

16.52%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

19.04%

-2.49%