GLOV vs PDP

Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF).

GLOV vs PDP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOV(ETF)	PDP(ETF)
Net Assets	$1.50B	$1.60B
Expense Ratio	0.15%	0.62%
Max Drawdown	18.80%	59.45%
Sharpe Ratio	1.11	1.47
5Y Beta	0.58	1.16
P/E Ratio	24.28	36.92
Forward P/E	19.09	26.21
PEG Ratio	0.19	N/A
5Y Dividends CAGR	N/A	9.90%
5Y EPS CAGR	19.30%	26.82%
Debt to Equity	327.53%	55.90%
P/S Ratio	1.85	2.82
P/B Ratio	4.40	8.25

Net Assets

GLOV

$1.50B

Winner

PDP

$1.60B

Expense Ratio

Winner

GLOV

0.15%

PDP

0.62%

Max Drawdown

Winner

GLOV

18.80%

PDP

59.45%

Sharpe Ratio

GLOV

1.11

Winner

PDP

1.47

5Y Beta

Winner

GLOV

0.58

PDP

1.16

P/E Ratio

Winner

GLOV

24.28

PDP

36.92

Forward P/E

Winner

GLOV

19.09

PDP

26.21

PEG Ratio

GLOV

0.19

PDP

N/A

5Y Dividends CAGR

GLOV

N/A

PDP

9.90%

5Y EPS CAGR

GLOV

19.30%

Winner

PDP

26.82%

Debt to Equity

GLOV

327.53%

Winner

PDP

55.90%

P/S Ratio

Winner

GLOV

1.85

PDP

2.82

P/B Ratio

Winner

GLOV

4.40

PDP

8.25

GLOV vs PDP - Holdings Comparison

GLOV and PDP have 23 common holdings. Overlap is 12.14%

GLOV's top 25 holdings weight is 29.02%. PDP's top 25 holdings weight is 51.13%.

Rank	GLOV	PDP
#1	APPLE INC (AAPL) - 3.49%	APPLE INC (AAPL) - 3.27%
#2	NVIDIA CORP (NVDA) - 2.90%	COMFORT SYSTEMS USA INC (FIX) - 3.09%
#3	MICROSOFT CORP (MSFT) - 2.65%	MICRON TECHNOLOGY INC (MU) - 2.93%
#4	WALMART INC (WMT) - 1.68%	WESTERN DIGITAL CORP (WDC) - 2.88%
#5	AMAZON.COM INC (AMZN) - 1.50%	AMPHENOL CORP CLASS A (APH) - 2.81%
#6	ALPHABET INC CLASS A (GOOGL) - 1.30%	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 2.57%
#7	ALPHABET INC CLASS C (GOOG) - 1.16%	TARGA RESOURCES CORP (TRGP) - 2.50%
#8	O'REILLY AUTOMOTIVE INC (ORLY) - 1.08%	CARPENTER TECHNOLOGY CORP (CRS) - 2.38%
#9	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08%	CIENA CORP (CIEN) - 2.28%
#10	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02%	ATI INC (ATI) - 2.24%
#11	META PLATFORMS INC CLASS A (META) - 0.91%	QUANTA SERVICES INC (PWR) - 2.23%
#12	TJX COMPANIES INC (TJX) - 0.86%	W.W. GRAINGER INC (GWW) - 2.06%
#13	KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84%	APPLIED MATERIALS INC (AMAT) - 2.03%
#14	AUTOZONE INC (AZO) - 0.81%	HOWMET AEROSPACE INC (HWM) - 1.93%
#15	JPMORGAN CHASE & CO (JPM) - 0.80%	STERLING INFRASTRUCTURE INC (STRL) - 1.90%
#16	AMPHENOL CORP CLASS A (APH) - 0.75%	TRANE TECHNOLOGIES PLC CLASS A (TT) - 1.65%
#17	MASTERCARD INC CLASS A (MA) - 0.73%	JABIL INC (JBL) - 1.64%
#18	JOHNSON & JOHNSON (JNJ) - 0.72%	LAM RESEARCH CORP (LRCX) - 1.45%
#19	VISA INC CLASS A (V) - 0.71%	EMCOR GROUP INC (EME) - 1.42%
#20	LOWE'S COMPANIES INC (LOW) - 0.70%	GE VERNOVA INC (GEV) - 1.40%
#21	CISCO SYSTEMS INC (CSCO) - 0.70%	ALPHABET INC CLASS A (GOOGL) - 1.39%
#22	CARDINAL HEALTH INC (CAH) - 0.67%	COSTCO WHOLESALE CORP (COST) - 1.38%
#23	W.W. GRAINGER INC (GWW) - 0.66%	MUELLER INDUSTRIES INC (MLI) - 1.29%
#24	GILEAD SCIENCES INC (GILD) - 0.65%	MASTEC INC (MTZ) - 1.25%
#25	GENERALI (n/a) - 0.65%	API GROUP CORP (APG) - 1.16%
Total Holdings	446	103

GLOV vs PDP - Historical Returns

Returns include dividend reinvestment.

Period	GLOV	PDP
1 month	+2.42%	+8.78%
3 months	+5.81%	+20.35%
6 months	+8.62%	+31.44%
1 year	+17.40%	+42.17%
5 years(CAGR)	N/A	+11.78%
10 years(CAGR)	N/A	+14.05%
Max(CAGR)	+11.69%	+10.27%

GLOV

+2.42%

Winner

PDP

+8.78%

GLOV

+5.81%

Winner

PDP

+20.35%

GLOV

+8.62%

Winner

PDP

+31.44%

GLOV

+17.40%

Winner

PDP

+42.17%

5Y(CAGR)

GLOV

N/A

PDP

+11.78%

10Y(CAGR)

GLOV

N/A

PDP

+14.05%

Max(CAGR)

Winner

GLOV

+11.69%

PDP

+10.27%

GLOV vs PDP - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	GLOV	PDP
2026	+2.79%	+25.58%
2025	+18.96%	+8.02%
2024	+15.96%	+28.47%
2023	+16.40%	+21.82%
2022	-6.17%	-23.37%
2021	N/A	+9.40%
2020	N/A	+35.79%
2019	N/A	+34.74%
2018	N/A	-6.40%
2017	N/A	+22.97%
2016	N/A	+4.62%
2015	N/A	+1.55%
2014	N/A	+13.29%
2013	N/A	+28.69%
2012	N/A	+17.82%
2011	N/A	+0.33%
2010	N/A	+24.50%
2009	N/A	+24.87%
2008	N/A	-45.65%
2007	N/A	+13.82%

GLOV vs PDP Drawdown Comparison

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The maximum drawdown for PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 1087 trading sessions.

Rank	GLOV	PDP
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-59.34% Dec 10, 2007 - Apr 3, 2012
#2	-9.97% Feb 13, 2025 - May 2, 2025	-34.70% Feb 19, 2020 - Jul 17, 2020
#3	-7.71% Jul 25, 2023 - Nov 22, 2023	-33.92% Nov 8, 2021 - Jul 12, 2024
#4	-5.68% Dec 5, 2024 - Feb 11, 2025	-24.54% Sep 14, 2018 - Jun 10, 2019
#5	-4.68% Jul 17, 2024 - Aug 15, 2024	-23.79% Dec 4, 2024 - Sep 19, 2025
#6	-4.67% Mar 28, 2024 - Jun 12, 2024	-19.14% Mar 20, 2015 - Feb 9, 2017
#7	-3.36% Oct 18, 2024 - Nov 7, 2024	-13.91% Jul 13, 2007 - Oct 9, 2007
#8	-2.77% Nov 12, 2025 - Nov 26, 2025	-13.47% Feb 12, 2021 - Aug 5, 2021
#9	-2.75% Nov 7, 2024 - Nov 29, 2024	-11.87% Oct 29, 2025 - Jan 13, 2026
#10	-2.26% Jul 23, 2025 - Aug 12, 2025	-11.63% Feb 25, 2026 - Apr 10, 2026
#11	-2.04% Aug 30, 2024 - Sep 13, 2024	-9.80% May 2, 2012 - Sep 14, 2012
#12	-1.92% Oct 6, 2025 - Oct 27, 2025	-9.76% Sep 5, 2014 - Nov 3, 2014
#13	-1.80% Jan 12, 2026 - Jan 26, 2026	-9.59% Jul 16, 2024 - Sep 19, 2024
#14	-1.72% Jul 3, 2025 - Jul 23, 2025	-9.53% Jan 26, 2018 - May 30, 2018
#15	-1.71% Oct 27, 2025 - Nov 11, 2025	-8.91% Sep 2, 2020 - Oct 9, 2020

Correlation

Correlation between GLOV and PDP is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2007 - 2025)

GLOV vs PDP dividend yield comparison.

Year	GLOV	PDP
2025	1.74%	0.17%
2024	1.75%	0.15%
2023	2.06%	0.42%
2022	1.73%	0.45%
2020	0.00%	0.11%
2019	0.00%	0.25%
2018	0.00%	0.18%
2017	0.00%	0.28%
2016	0.00%	0.81%
2015	0.00%	0.39%
2014	0.00%	0.15%
2013	0.00%	0.28%
2012	0.00%	0.85%
2011	0.00%	0.16%
2010	0.00%	0.24%
2009	0.00%	0.54%
2008	0.00%	0.27%
2007	0.00%	0.09%