PDP vs HYLS

Comparison between INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF) and FIRST TRUST TACTICAL HIGH YIELD ETF (HYLS, ETF).

5-Year PerformancePDP has outperformed HYLS, delivering a return of +11.8% compared to +2.9%

PDP vs HYLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PDP(ETF)	HYLS(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.62%	0.69%
Max Drawdown	59.45%	29.12%
Sharpe Ratio	1.47	0.31
5Y Beta	1.16	0.18
P/E Ratio	36.92	N/A
Forward P/E	26.21	N/A
5Y Dividends CAGR	9.90%	1.15%
5Y EPS CAGR	26.82%	N/A
Debt to Equity	55.90%	N/A
P/S Ratio	2.82	N/A
P/B Ratio	8.25	N/A

Net Assets

PDP

$1.60B

HYLS

$1.60B

Expense Ratio

Winner

PDP

0.62%

HYLS

0.69%

Max Drawdown

PDP

59.45%

Winner

HYLS

29.12%

Sharpe Ratio

Winner

PDP

1.47

HYLS

0.31

5Y Beta

PDP

1.16

Winner

HYLS

0.18

P/E Ratio

PDP

36.92

HYLS

N/A

Forward P/E

PDP

26.21

HYLS

N/A

5Y Dividends CAGR

Winner

PDP

9.90%

HYLS

1.15%

5Y EPS CAGR

PDP

26.82%

HYLS

N/A

Debt to Equity

PDP

55.90%

HYLS

N/A

P/S Ratio

PDP

2.82

HYLS

N/A

P/B Ratio

PDP

8.25

HYLS

N/A

PDP vs HYLS - Historical Returns

Returns include dividend reinvestment.

Period	PDP	HYLS
1 month	+8.78%	+0.51%
3 months	+20.35%	+1.33%
6 months	+31.44%	+0.87%
1 year	+42.17%	+4.98%
5 years(CAGR)	+11.78%	+2.89%
10 years(CAGR)	+14.05%	+4.40%
Max(CAGR)	+10.27%	+4.38%

Winner

PDP

+8.78%

HYLS

+0.51%

Winner

PDP

+20.35%

HYLS

+1.33%

Winner

PDP

+31.44%

HYLS

+0.87%

Winner

PDP

+42.17%

HYLS

+4.98%

5Y(CAGR)

Winner

PDP

+11.78%

HYLS

+2.89%

10Y(CAGR)

Winner

PDP

+14.05%

HYLS

+4.40%

Max(CAGR)

Winner

PDP

+10.27%

HYLS

+4.38%

PDP vs HYLS - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	PDP	HYLS
2026	+25.58%	+0.24%
2025	+8.02%	+7.80%
2024	+28.47%	+6.51%
2023	+21.82%	+12.58%
2022	-23.37%	-12.77%
2021	+9.40%	+3.66%
2020	+35.79%	+5.07%
2019	+34.74%	+14.37%
2018	-6.40%	-2.47%
2017	+22.97%	+5.99%
2016	+4.62%	+8.92%
2015	+1.55%	+0.04%
2014	+13.29%	+1.92%
2013	+28.69%	+8.46%
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 HYLS Drawdown Comparison

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

The maximum drawdown for HYLS was -22.99%, occurring on Mar 20, 2020. Recovery took 122 trading sessions.

The current HYLS drawdown is -0.35%.

Rank	PDP	HYLS
#1	-59.34% Dec 10, 2007 - Apr 3, 2012	-22.99% Feb 12, 2020 - Aug 6, 2020
#2	-34.70% Feb 19, 2020 - Jul 17, 2020	-15.75% Dec 31, 2021 - Jun 5, 2024
#3	-33.92% Nov 8, 2021 - Jul 12, 2024	-7.46% Jun 2, 2015 - Jun 8, 2016
#4	-24.54% Sep 14, 2018 - Jun 10, 2019	-5.73% Jul 3, 2014 - Feb 27, 2015
#5	-23.79% Dec 4, 2024 - Sep 19, 2025	-5.69% Oct 1, 2018 - Jan 31, 2019
#6	-19.14% Mar 20, 2015 - Feb 9, 2017	-5.53% May 22, 2013 - Oct 17, 2013
#7	-13.91% Jul 13, 2007 - Oct 9, 2007	-3.96% Feb 28, 2025 - Apr 29, 2025
#8	-13.47% Feb 12, 2021 - Aug 5, 2021	-3.09% Jan 22, 2026 - Jun 15, 2026
#9	-11.87% Oct 29, 2025 - Jan 13, 2026	-2.83% Oct 24, 2016 - Jan 3, 2017
#10	-11.63% Feb 25, 2026 - Apr 10, 2026	-2.00% Jan 8, 2018 - Jul 25, 2018
#11	-9.80% May 2, 2012 - Sep 14, 2012	-1.89% Sep 2, 2020 - Oct 12, 2020
#12	-9.76% Sep 5, 2014 - Nov 3, 2014	-1.79% Jun 8, 2016 - Jul 7, 2016
#13	-9.59% Jul 16, 2024 - Sep 19, 2024	-1.73% Sep 16, 2021 - Dec 21, 2021
#14	-9.53% Jan 26, 2018 - May 30, 2018	-1.65% Oct 25, 2017 - Dec 26, 2017
#15	-8.91% Sep 2, 2020 - Oct 9, 2020	-1.63% Oct 12, 2020 - Nov 4, 2020

Correlation

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

0.98

-101

Dividend Comparison (2007 - 2026)

PDP vs HYLS dividend yield comparison.

Year	PDP	HYLS
2026	0.00%	2.79%
2025	0.17%	6.38%
2024	0.15%	6.25%
2023	0.42%	5.98%
2022	0.45%	7.38%
2021	0.00%	5.48%
2020	0.11%	5.09%
2019	0.25%	5.17%
2018	0.18%	5.81%
2017	0.28%	5.53%
2016	0.81%	5.37%
2015	0.39%	6.11%
2014	0.15%	5.78%
2013	0.28%	5.10%
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%