PIZ vs DFSB

Comparison between INVESCO DORSEY WRIGHT DEVELOPED MARKETS MOMENTUM ETF (PIZ, ETF) and DIMENSIONAL GLOBAL SUSTAINABILITY FIXED INCOME ETF (DFSB, ETF).

PIZ vs DFSB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PIZ(ETF)	DFSB(ETF)
Net Assets	$724M	$723M
Expense Ratio	0.80%	0.24%
Max Drawdown	61.09%	7.77%
Sharpe Ratio	0.66	-0.31
5Y Beta	0.94	0.06
5Y Dividends CAGR	46.14%	N/A

Net Assets

Winner

PIZ

$724M

DFSB

$723M

Expense Ratio

PIZ

0.80%

Winner

DFSB

0.24%

Max Drawdown

PIZ

61.09%

Winner

DFSB

7.77%

Sharpe Ratio

Winner

PIZ

0.66

DFSB

-0.31

5Y Beta

PIZ

0.94

Winner

DFSB

0.06

5Y Dividends CAGR

PIZ

46.14%

DFSB

N/A

PIZ vs DFSB - Historical Returns

Returns include dividend reinvestment.

Period	PIZ	DFSB
1 month	+3.13%	+0.32%
3 months	-5.15%	+0.15%
6 months	-1.72%	-1.21%
1 year	+17.28%	+2.20%
5 years(CAGR)	+7.38%	N/A
10 years(CAGR)	+10.07%	N/A
Max(CAGR)	+5.96%	+4.38%

Winner

PIZ

+3.13%

DFSB

+0.32%

PIZ

-5.15%

Winner

DFSB

+0.15%

PIZ

-1.72%

Winner

DFSB

-1.21%

Winner

PIZ

+17.28%

DFSB

+2.20%

5Y(CAGR)

PIZ

+7.38%

DFSB

N/A

10Y(CAGR)

PIZ

+10.07%

DFSB

N/A

Max(CAGR)

Winner

PIZ

+5.96%

DFSB

+4.38%

PIZ vs DFSB - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	PIZ	DFSB
2026	+8.68%	+0.64%
2025	+38.01%	+5.19%
2024	+18.15%	+2.90%
2023	+18.01%	+8.70%
2022	-30.42%	-0.77%
2021	+19.82%	N/A
2020	+16.95%	N/A
2019	+28.15%	N/A
2018	-16.56%	N/A
2017	+30.52%	N/A
2016	-6.35%	N/A
2015	-0.12%	N/A
2014	-6.69%	N/A
2013	+34.14%	N/A
2012	+15.32%	N/A
2011	-19.66%	N/A
2010	+17.77%	N/A
2009	+36.14%	N/A
2008	-43.80%	N/A

PIZ vs DFSB Drawdown Comparison

The maximum drawdown for PIZ was -60.61%, occurring on Mar 9, 2009. Recovery took 1342 trading sessions.

The maximum drawdown for DFSB was -5.15%, occurring on Oct 19, 2023. Recovery took 207 trading sessions.

The current PIZ drawdown is -9.49%. The current DFSB drawdown is -1.45%.

Rank	PIZ	DFSB
#1	-60.61% May 19, 2008 - Sep 17, 2013	-5.15% Feb 2, 2023 - Nov 29, 2023
#2	-40.94% Sep 2, 2021 - Feb 12, 2025	-3.65% Sep 16, 2024 - Jun 12, 2025
#3	-36.44% Feb 12, 2020 - Aug 6, 2020	-3.29% Dec 7, 2022 - Jan 12, 2023
#4	-24.78% Jan 26, 2018 - Dec 27, 2019	-3.04% Feb 27, 2026 - Mar 27, 2026
#5	-22.95% Mar 6, 2014 - Jul 17, 2017	-2.94% Dec 27, 2023 - Jun 14, 2024
#6	-15.99% May 8, 2026 - Jul 29, 2026	-1.67% Jun 18, 2024 - Jul 16, 2024
#7	-14.68% Feb 18, 2025 - Apr 22, 2025	-1.22% Jul 1, 2025 - Aug 1, 2025
#8	-14.36% Feb 26, 2026 - Apr 14, 2026	-1.15% Oct 27, 2025 - Feb 10, 2026
#9	-12.24% Jan 10, 2008 - Feb 27, 2008	-1.14% Jan 18, 2023 - Feb 2, 2023
#10	-10.75% Feb 27, 2008 - Apr 3, 2008	-0.99% Aug 2, 2024 - Aug 14, 2024
#11	-9.01% Feb 16, 2021 - Apr 8, 2021	-0.80% Jul 17, 2024 - Jul 30, 2024
#12	-8.27% Oct 12, 2020 - Nov 5, 2020	-0.61% Dec 2, 2022 - Dec 7, 2022
#13	-6.93% Jan 15, 2014 - Feb 18, 2014	-0.60% Aug 13, 2025 - Sep 4, 2025
#14	-5.91% Nov 3, 2025 - Dec 11, 2025	-0.55% Aug 23, 2024 - Sep 4, 2024
#15	-5.42% Sep 18, 2013 - Oct 18, 2013	-0.54% Sep 11, 2025 - Oct 13, 2025

Correlation

Correlation between PIZ and DFSB is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2008 - 2026)

PIZ vs DFSB dividend yield comparison.

Year	PIZ	DFSB
2026	1.13%	2.43%
2025	1.55%	3.46%
2024	1.68%	4.35%
2023	1.86%	5.27%
2022	2.04%	0.41%
2021	1.01%	0.00%
2020	0.37%	0.00%
2019	1.58%	0.00%
2018	1.06%	0.00%
2017	1.30%	0.00%
2016	2.21%	0.00%
2015	1.09%	0.00%
2014	1.61%	0.00%
2013	2.81%	0.00%
2012	1.96%	0.00%
2011	2.90%	0.00%
2010	0.43%	0.00%
2009	2.10%	0.00%
2008	2.15%	0.00%