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Invesco MSCI USA UCITS ETF Dist (6PSE.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5LYT47
WKNA2PTBK
IssuerInvesco
Inception DateNov 11, 2019
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedMSCI USA
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

6PSE.DE has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for 6PSE.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: 6PSE.DE vs. VOO, 6PSE.DE vs. SSO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco MSCI USA UCITS ETF Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%25.00%30.00%35.00%MayJuneJulyAugustSeptemberOctober
33.95%
36.39%
6PSE.DE (Invesco MSCI USA UCITS ETF Dist)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI USA UCITS ETF Dist had a return of 19.75% year-to-date (YTD) and 29.34% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date19.75%20.57%
1 month4.22%4.18%
6 months8.27%10.51%
1 year29.34%35.06%
5 years (annualized)N/A14.29%
10 years (annualized)N/A11.53%

Monthly Returns

The table below presents the monthly returns of 6PSE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.90%4.44%3.30%-2.18%0.90%6.62%-0.32%-0.84%1.48%19.75%
20234.36%1.02%-0.24%-0.13%4.36%3.80%2.49%0.39%-2.43%-3.30%6.09%3.78%21.64%
20221.70%5.51%-3.23%-4.36%-6.31%11.37%-1.12%-5.88%4.79%-2.16%-6.98%-8.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 6PSE.DE is 71, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 6PSE.DE is 7171
6PSE.DE (Invesco MSCI USA UCITS ETF Dist)
The Sharpe Ratio Rank of 6PSE.DE is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of 6PSE.DE is 6363Sortino Ratio Rank
The Omega Ratio Rank of 6PSE.DE is 7171Omega Ratio Rank
The Calmar Ratio Rank of 6PSE.DE is 8686Calmar Ratio Rank
The Martin Ratio Rank of 6PSE.DE is 6666Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


6PSE.DE
Sharpe ratio
The chart of Sharpe ratio for 6PSE.DE, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for 6PSE.DE, currently valued at 2.95, compared to the broader market0.005.0010.002.95
Omega ratio
The chart of Omega ratio for 6PSE.DE, currently valued at 1.43, compared to the broader market1.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for 6PSE.DE, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.09
Martin ratio
The chart of Martin ratio for 6PSE.DE, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current Invesco MSCI USA UCITS ETF Dist Sharpe ratio is 2.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco MSCI USA UCITS ETF Dist with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.21
2.37
6PSE.DE (Invesco MSCI USA UCITS ETF Dist)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI USA UCITS ETF Dist doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
6PSE.DE (Invesco MSCI USA UCITS ETF Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI USA UCITS ETF Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco MSCI USA UCITS ETF Dist was 16.99%, occurring on Jun 16, 2022. Recovery took 42 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.99%Apr 6, 202250Jun 16, 202242Aug 15, 202292
-15.99%Aug 17, 202295Dec 28, 2022243Dec 7, 2023338
-8.34%Jul 17, 202414Aug 5, 202444Oct 4, 202458
-3.88%Apr 2, 202418Apr 25, 202413May 15, 202431
-3.68%Mar 4, 20227Mar 14, 20224Mar 18, 202211

Volatility

Volatility Chart

The current Invesco MSCI USA UCITS ETF Dist volatility is 3.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.35%
3.32%
6PSE.DE (Invesco MSCI USA UCITS ETF Dist)
Benchmark (^GSPC)