PDP vs GLOV

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

PDP vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PDP(ETF)	GLOV(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.62%	0.15%
Max Drawdown	59.45%	18.80%
Sharpe Ratio	0.83	1.11
5Y Beta	1.19	0.58
P/E Ratio	47.85	24.28
Forward P/E	24.54	19.09
PEG Ratio	N/A	0.19
5Y Dividends CAGR	9.90%	N/A
5Y EPS CAGR	24.05%	19.30%
Debt to Equity	14.45%	327.53%
P/S Ratio	3.57	1.85
P/B Ratio	8.02	4.40

Net Assets

PDP

$1.40B

Winner

GLOV

$1.50B

Expense Ratio

PDP

0.62%

Winner

GLOV

0.15%

Max Drawdown

PDP

59.45%

Winner

GLOV

18.80%

Sharpe Ratio

PDP

0.83

Winner

GLOV

1.11

5Y Beta

PDP

1.19

Winner

GLOV

0.58

P/E Ratio

PDP

47.85

Winner

GLOV

24.28

Forward P/E

PDP

24.54

Winner

GLOV

19.09

PEG Ratio

PDP

N/A

GLOV

0.19

5Y Dividends CAGR

PDP

9.90%

GLOV

N/A

5Y EPS CAGR

Winner

PDP

24.05%

GLOV

19.30%

Debt to Equity

Winner

PDP

14.45%

GLOV

327.53%

P/S Ratio

PDP

3.57

Winner

GLOV

1.85

P/B Ratio

PDP

8.02

Winner

GLOV

4.40

PDP vs GLOV - Holdings Comparison

PDP and GLOV have 12 common holdings. Overlap is 8.41%

PDP's top 25 holdings weight is 47.37%. GLOV's top 25 holdings weight is 29.02%.

Rank	PDP	GLOV
#1	APPLE INC (AAPL) - 3.49%	APPLE INC (AAPL) - 3.49%
#2	TARGA RESOURCES CORP (TRGP) - 2.84%	NVIDIA CORP (NVDA) - 2.90%
#3	AMPHENOL CORP CLASS A (APH) - 2.82%	MICROSOFT CORP (MSFT) - 2.65%
#4	COMFORT SYSTEMS USA INC (FIX) - 2.50%	WALMART INC (WMT) - 1.68%
#5	SANDISK CORP ORDINARY SHARES (SNDK) - 2.49%	AMAZON.COM INC (AMZN) - 1.50%
#6	CARPENTER TECHNOLOGY CORP (CRS) - 2.44%	ALPHABET INC CLASS A (GOOGL) - 1.30%
#7	ATI INC (ATI) - 2.17%	ALPHABET INC CLASS C (GOOG) - 1.16%
#8	APPLIED MATERIALS INC (AMAT) - 1.98%	O'REILLY AUTOMOTIVE INC (ORLY) - 1.08%
#9	ROBINHOOD MARKETS INC CLASS A (HOOD) - 1.85%	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08%
#10	WESTERN DIGITAL CORP (WDC) - 1.85%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02%
#11	W.W. GRAINGER INC (GWW) - 1.83%	META PLATFORMS INC CLASS A (META) - 0.91%
#12	MICRON TECHNOLOGY INC (MU) - 1.82%	TJX COMPANIES INC (TJX) - 0.86%
#13	HOWMET AEROSPACE INC (HWM) - 1.78%	KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84%
#14	QUANTA SERVICES INC (PWR) - 1.77%	AUTOZONE INC (AZO) - 0.81%
#15	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 1.75%	JPMORGAN CHASE & CO (JPM) - 0.80%
#16	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.70%	AMPHENOL CORP CLASS A (APH) - 0.75%
#17	GUARDANT HEALTH INC (GH) - 1.64%	MASTERCARD INC CLASS A (MA) - 0.73%
#18	TRANE TECHNOLOGIES PLC CLASS A (TT) - 1.63%	JOHNSON & JOHNSON (JNJ) - 0.72%
#19	ARISTA NETWORKS INC (ANET) - 1.44%	VISA INC CLASS A (V) - 0.71%
#20	TTM TECHNOLOGIES INC (TTMI) - 1.33%	LOWE'S COMPANIES INC (LOW) - 0.70%
#21	COSTCO WHOLESALE CORP (COST) - 1.31%	CISCO SYSTEMS INC (CSCO) - 0.70%
#22	EMCOR GROUP INC (EME) - 1.24%	CARDINAL HEALTH INC (CAH) - 0.67%
#23	ALPHABET INC CLASS A (GOOGL) - 1.24%	W.W. GRAINGER INC (GWW) - 0.66%
#24	LAM RESEARCH CORP (LRCX) - 1.24%	GILEAD SCIENCES INC (GILD) - 0.65%
#25	JABIL INC (JBL) - 1.22%	GENERALI (n/a) - 0.65%
Total Holdings	103	446

PDP vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	PDP	GLOV
1 month	-2.00%	+2.42%
3 months	-1.71%	+5.81%
6 months	+5.59%	+8.62%
1 year	+25.02%	+17.40%
5 years(CAGR)	+8.79%	N/A
10 years(CAGR)	+12.57%	N/A
Max(CAGR)	+9.70%	+11.69%

PDP

-2.00%

Winner

GLOV

+2.42%

PDP

-1.71%

Winner

GLOV

+5.81%

PDP

+5.59%

Winner

GLOV

+8.62%

Winner

PDP

+25.02%

GLOV

+17.40%

5Y(CAGR)

PDP

+8.79%

GLOV

N/A

10Y(CAGR)

PDP

+12.57%

GLOV

N/A

Max(CAGR)

PDP

+9.70%

Winner

GLOV

+11.69%

PDP vs GLOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	PDP	GLOV
2026	+15.37%	+2.79%
2025	+8.02%	+18.96%
2024	+28.47%	+15.96%
2023	+21.82%	+16.40%
2022	-23.37%	-6.17%
2021	+9.40%	N/A
2020	+35.79%	N/A
2019	+34.74%	N/A
2018	-6.40%	N/A
2017	+22.97%	N/A
2016	+4.62%	N/A
2015	+1.55%	N/A
2014	+13.29%	N/A
2013	+28.69%	N/A
2012	+17.82%	N/A
2011	+0.33%	N/A
2010	+24.50%	N/A
2009	+24.87%	N/A
2008	-45.65%	N/A
2007	+13.82%	N/A

PDP vs GLOV Drawdown Comparison

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

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

The current PDP drawdown is -10.64%.

Rank	PDP	GLOV
#1	-59.34% Dec 10, 2007 - Apr 3, 2012	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-34.70% Feb 19, 2020 - Jul 17, 2020	-9.97% Feb 13, 2025 - May 2, 2025
#3	-33.92% Nov 8, 2021 - Jul 12, 2024	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-24.54% Sep 14, 2018 - Jun 10, 2019	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-23.79% Dec 4, 2024 - Sep 19, 2025	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-19.14% Mar 20, 2015 - Feb 9, 2017	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-17.58% Jun 22, 2026 - Jul 29, 2026	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-13.91% Jul 13, 2007 - Oct 9, 2007	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-13.47% Feb 12, 2021 - Aug 5, 2021	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-11.87% Oct 29, 2025 - Jan 13, 2026	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-11.63% Feb 25, 2026 - Apr 10, 2026	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-9.80% May 2, 2012 - Sep 14, 2012	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-9.76% Sep 5, 2014 - Nov 3, 2014	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-9.59% Jul 16, 2024 - Sep 19, 2024	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-9.53% Jan 26, 2018 - May 30, 2018	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

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

0.98

-101

Dividend Comparison (2007 - 2025)

PDP vs GLOV dividend yield comparison.

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