PTF vs EMHY

Comparison between INVESCO DORSEY WRIGHT TECHNOLOGY MOMENTUM ETF (PTF, ETF) and ISHARES J.P. MORGAN EM HIGH YIELD BOND ETF (EMHY, ETF).

5-Year PerformancePTF has outperformed EMHY, delivering a return of +21.1% compared to +4.2%

PTF vs EMHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PTF(ETF)	EMHY(ETF)
Net Assets	$583M	$584M
Expense Ratio	0.60%	0.50%
Max Drawdown	55.38%	43.77%
Sharpe Ratio	1.68	1.46
5Y Beta	1.76	0.30
P/E Ratio	89.89	N/A
Forward P/E	30.33	N/A
PEG Ratio	0.43	N/A
5Y Dividends CAGR	N/A	0.80%
5Y EPS CAGR	20.65%	N/A
Debt to Equity	42.09%	N/A
P/S Ratio	8.36	N/A
P/B Ratio	8.52	N/A

Net Assets

PTF

$583M

Winner

EMHY

$584M

Expense Ratio

PTF

0.60%

Winner

EMHY

0.50%

Max Drawdown

PTF

55.38%

Winner

EMHY

43.77%

Sharpe Ratio

Winner

PTF

1.68

EMHY

1.46

5Y Beta

PTF

1.76

Winner

EMHY

0.30

P/E Ratio

PTF

89.89

EMHY

N/A

Forward P/E

PTF

30.33

EMHY

N/A

PEG Ratio

PTF

0.43

EMHY

N/A

5Y Dividends CAGR

PTF

N/A

EMHY

0.80%

5Y EPS CAGR

PTF

20.65%

EMHY

N/A

Debt to Equity

PTF

42.09%

EMHY

N/A

P/S Ratio

PTF

8.36

EMHY

N/A

P/B Ratio

PTF

8.52

EMHY

N/A

PTF vs EMHY - Historical Returns

Returns include dividend reinvestment.

Period	PTF	EMHY
1 month	+2.91%	+0.50%
3 months	+36.56%	+1.34%
6 months	+51.31%	+3.33%
1 year	+85.38%	+12.77%
5 years(CAGR)	+21.10%	+4.17%
10 years(CAGR)	+25.47%	+4.65%
Max(CAGR)	+14.65%	+4.94%

Winner

PTF

+2.91%

EMHY

+0.50%

Winner

PTF

+36.56%

EMHY

+1.34%

Winner

PTF

+51.31%

EMHY

+3.33%

Winner

PTF

+85.38%

EMHY

+12.77%

5Y(CAGR)

Winner

PTF

+21.10%

EMHY

+4.17%

10Y(CAGR)

Winner

PTF

+25.47%

EMHY

+4.65%

Max(CAGR)

Winner

PTF

+14.65%

EMHY

+4.94%

PTF vs EMHY - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	PTF	EMHY
2026	+54.12%	+2.50%
2025	+2.12%	+13.16%
2024	+48.11%	+12.94%
2023	+34.54%	+10.68%
2022	-31.99%	-12.40%
2021	+19.87%	-1.83%
2020	+78.73%	+3.40%
2019	+47.91%	+12.72%
2018	-0.12%	-5.59%
2017	+32.04%	+8.51%
2016	+3.61%	+15.66%
2015	+5.08%	+1.72%
2014	+10.09%	+1.66%
2013	+31.92%	-6.95%
2012	+12.94%	+18.07%
2011	-10.43%	N/A
2010	+10.47%	N/A
2009	+38.89%	N/A
2008	-39.50%	N/A
2007	+5.42%	N/A
2006	+1.57%	N/A

PTF vs EMHY Drawdown Comparison

The maximum drawdown for PTF was -55.38%, occurring on Nov 20, 2008. Recovery took 1459 trading sessions.

The maximum drawdown for EMHY was -30.11%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.

The current PTF drawdown is -10.34%. The current EMHY drawdown is -0.69%.

Rank	PTF	EMHY
#1	-55.38% Jul 19, 2007 - May 6, 2013	-30.11% Feb 14, 2020 - Dec 4, 2020
#2	-44.88% Nov 19, 2021 - Jun 17, 2024	-25.84% Sep 14, 2021 - Jul 31, 2024
#3	-36.11% Dec 6, 2024 - Oct 6, 2025	-14.90% Jul 24, 2014 - Apr 19, 2016
#4	-34.61% Feb 19, 2020 - May 29, 2020	-14.03% May 9, 2013 - May 23, 2014
#5	-29.56% Sep 4, 2018 - Mar 21, 2019	-9.70% Jan 5, 2018 - Mar 15, 2019
#6	-29.47% Jun 18, 2015 - Mar 1, 2017	-6.31% May 7, 2012 - Jul 6, 2012
#7	-29.10% Feb 12, 2021 - Nov 4, 2021	-5.96% Feb 28, 2025 - May 16, 2025
#8	-18.35% Jul 16, 2024 - Oct 9, 2024	-5.88% Oct 25, 2016 - Feb 3, 2017
#9	-17.99% Oct 29, 2025 - Dec 11, 2025	-4.47% Dec 30, 2020 - May 25, 2021
#10	-17.33% Mar 4, 2014 - Nov 24, 2014	-4.34% Feb 18, 2026 - Apr 17, 2026
#11	-17.21% Aug 21, 2019 - Jan 13, 2020	-3.99% Jul 26, 2019 - Dec 16, 2019
#12	-14.86% Feb 25, 2026 - Apr 8, 2026	-2.95% Jan 3, 2013 - May 2, 2013
#13	-13.17% Sep 1, 2020 - Oct 7, 2020	-2.73% Oct 19, 2017 - Jan 4, 2018
#14	-12.63% Dec 11, 2025 - Jan 13, 2026	-2.34% Dec 6, 2024 - Jan 30, 2025
#15	-10.34% Jun 3, 2026 - Jun 5, 2026	-2.20% Sep 7, 2016 - Oct 24, 2016

Correlation

Correlation between PTF and EMHY is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2010 - 2026)

PTF vs EMHY dividend yield comparison.

Year	PTF	EMHY
2026	0.00%	2.71%
2025	0.21%	6.52%
2024	0.00%	6.86%
2023	0.07%	6.73%
2022	0.00%	7.08%
2021	0.00%	5.58%
2020	0.00%	5.44%
2019	0.00%	5.72%
2018	0.08%	6.79%
2017	0.04%	5.59%
2016	0.26%	6.43%
2015	0.00%	6.99%
2014	0.68%	6.36%
2013	0.17%	6.03%
2012	0.76%	3.54%
2010	0.05%	0.00%