PIE vs EHI

Comparison between INVESCO DORSEY WRIGHT EMERGING MARKETS MOMENTUM ETF (PIE, ETF) and Western Asset Global High Income Fund Inc (EHI, ETF).

5-Year PerformancePIE has outperformed EHI, delivering a return of +5.5% compared to +0.1%

PIE vs EHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PIE(ETF)	EHI(ETF)
Net Assets	$201M	$199M
Expense Ratio	0.90%	N/A
Max Drawdown	73.06%	66.09%
Sharpe Ratio	1.93	0.18
5Y Beta	0.84	0.29
5Y Dividends CAGR	12.90%	2.51%

Net Assets

Winner

PIE

$201M

EHI

$199M

Expense Ratio

PIE

0.90%

EHI

N/A

Max Drawdown

PIE

73.06%

Winner

EHI

66.09%

Sharpe Ratio

Winner

PIE

1.93

EHI

0.18

5Y Beta

PIE

0.84

Winner

EHI

0.29

5Y Dividends CAGR

Winner

PIE

12.90%

EHI

2.51%

PIE vs EHI - Historical Returns

Returns include dividend reinvestment.

Period	PIE	EHI
1 month	-3.34%	-1.64%
3 months	+15.69%	-2.86%
6 months	+27.77%	-0.27%
1 year	+56.78%	+6.07%
5 years(CAGR)	+5.53%	+0.09%
10 years(CAGR)	+9.29%	+5.27%
Max(CAGR)	+2.58%	+6.03%

PIE

-3.34%

Winner

EHI

-1.64%

Winner

PIE

+15.69%

EHI

-2.86%

Winner

PIE

+27.77%

EHI

-0.27%

Winner

PIE

+56.78%

EHI

+6.07%

5Y(CAGR)

Winner

PIE

+5.53%

EHI

+0.09%

10Y(CAGR)

Winner

PIE

+9.29%

EHI

+5.27%

Max(CAGR)

PIE

+2.58%

Winner

EHI

+6.03%

PIE vs EHI - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	PIE	EHI
2026	+27.79%	-1.97%
2025	+25.76%	+9.30%
2024	+1.38%	+5.01%
2023	+12.56%	+18.04%
2022	-28.77%	-25.35%
2021	+12.85%	+9.80%
2020	+18.03%	+8.56%
2019	+25.13%	+29.08%
2018	-22.83%	-13.67%
2017	+41.02%	+13.18%
2016	+2.26%	+27.05%
2015	-13.21%	-12.42%
2014	-0.27%	-0.29%
2013	-2.46%	-3.39%
2012	+14.98%	+19.34%
2011	-13.39%	+6.78%
2010	+21.08%	+26.51%
2009	+53.15%	+63.38%
2008	-62.20%	-31.42%
2007	+0.56%	-8.14%
2006	N/A	+18.47%
2005	N/A	+0.13%
2004	N/A	+3.89%
2003	N/A	+4.75%

PIE vs EHI Drawdown Comparison

The maximum drawdown for PIE was -72.98%, occurring on Mar 2, 2009. Recovery took 3259 trading sessions.

The maximum drawdown for EHI was -58.39%, occurring on Nov 21, 2008. Recovery took 663 trading sessions.

The current PIE drawdown is -7.85%. The current EHI drawdown is -5.40%.

Rank	PIE	EHI
#1	-72.98% Jan 10, 2008 - Dec 18, 2020	-58.39% May 17, 2007 - Jan 4, 2010
#2	-40.31% Jul 15, 2021 - Jan 6, 2026	-36.30% Feb 21, 2020 - Sep 14, 2020
#3	-12.87% Feb 17, 2021 - Jun 1, 2021	-33.79% Jul 2, 2021 - Jan 20, 2026
#4	-9.87% Feb 27, 2026 - Apr 10, 2026	-29.27% Sep 3, 2014 - Aug 12, 2016
#5	-7.85% May 26, 2026 - Jun 5, 2026	-19.83% Jul 22, 2011 - Jan 24, 2012
#6	-6.90% May 11, 2026 - May 26, 2026	-18.31% Jan 9, 2004 - Nov 1, 2004
#7	-5.39% Jan 25, 2021 - Feb 2, 2021	-16.18% Jan 2, 2018 - Feb 28, 2019
#8	-4.89% Jan 28, 2026 - Feb 11, 2026	-16.13% May 20, 2013 - May 22, 2014
#9	-2.18% Apr 22, 2026 - Apr 24, 2026	-12.91% Feb 8, 2005 - Feb 24, 2006
#10	-1.92% Jun 1, 2021 - Jun 21, 2021	-12.35% Apr 30, 2010 - Jul 15, 2010
#11	-1.86% Jan 14, 2021 - Jan 19, 2021	-9.73% Sep 8, 2016 - Jan 18, 2017
#12	-1.85% Jul 7, 2021 - Jul 15, 2021	-9.15% Nov 5, 2010 - Feb 8, 2011
#13	-1.46% Dec 31, 2007 - Jan 7, 2008	-9.13% Feb 9, 2026 - Mar 30, 2026
#14	-1.37% May 6, 2026 - May 11, 2026	-7.27% Feb 3, 2010 - Mar 2, 2010
#15	-1.33% Jan 8, 2021 - Jan 14, 2021	-6.98% Oct 17, 2012 - Dec 3, 2012

Correlation

Correlation between PIE and EHI is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2003 - 2026)

PIE vs EHI dividend yield comparison.

Year	PIE	EHI
2026	0.09%	5.91%
2025	2.28%	13.10%
2024	2.33%	12.49%
2023	2.59%	11.12%
2022	3.45%	11.82%
2021	1.28%	7.95%
2020	1.32%	8.02%
2019	2.29%	7.52%
2018	3.32%	8.91%
2017	1.63%	8.32%
2016	1.48%	11.59%
2015	0.80%	13.25%
2014	0.53%	10.41%
2013	1.23%	9.44%
2012	0.68%	8.39%
2011	0.80%	9.17%
2010	0.34%	8.34%
2009	0.71%	9.23%
2008	0.67%	14.03%
2007	0.00%	8.72%
2006	0.00%	8.58%
2005	0.00%	13.50%
2004	0.00%	8.83%
2003	0.00%	3.28%