Invesco Defensive Equity ETF (DEF)
DEF is a passive ETF by Invesco tracking the investment results of the Invesco Defensive Equity Index. DEF launched on Dec 15, 2006 and has a 0.53% expense ratio.
ETF Info
US46138J7752
46138J775
Dec 15, 2006
North America (U.S.)
1x
Invesco Defensive Equity Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco Defensive Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DEF
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^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DEF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.99% | -2.99% | 1.26% | 0.94% | -4.20% | 6.42% | 1.11% | -1.80% | -4.71% | -1.87% | 7.87% | 4.35% | 8.81% |
| 2022 | -5.52% | -2.01% | 3.97% | -3.69% | -0.62% | -5.48% | 6.39% | -2.97% | -8.39% | 9.39% | 6.70% | -3.94% | -7.67% |
| 2021 | -1.44% | -0.78% | 5.62% | 4.15% | 1.63% | 1.93% | 3.90% | 1.48% | -4.93% | 5.08% | -1.94% | 8.54% | 24.93% |
| 2020 | 1.74% | -8.61% | -13.63% | 8.92% | 5.89% | 0.04% | 5.77% | 4.49% | -2.57% | -3.76% | 8.95% | 2.85% | 7.61% |
| 2019 | 7.92% | 3.56% | 1.47% | 3.25% | -3.21% | 5.95% | 0.99% | -0.26% | 1.76% | 0.31% | 2.19% | 1.44% | 27.98% |
| 2018 | 4.43% | -3.67% | -0.90% | -0.97% | 0.46% | 0.76% | 3.98% | 2.50% | 1.03% | -6.03% | 3.59% | -8.31% | -3.96% |
| 2017 | 1.44% | 4.38% | 0.52% | 0.77% | 1.99% | 0.23% | 1.13% | 0.28% | 2.01% | 2.51% | 4.21% | 0.30% | 21.52% |
| 2016 | -1.26% | 1.54% | 6.44% | 0.25% | 0.70% | 4.52% | 1.92% | -2.44% | 0.11% | -2.50% | 2.78% | 1.59% | 14.10% |
| 2015 | 2.07% | 0.55% | -0.62% | 1.07% | -0.72% | -3.86% | 1.91% | -5.71% | -2.02% | 4.90% | -1.62% | -0.24% | -4.63% |
| 2014 | -2.66% | 3.40% | 2.03% | 4.10% | 1.23% | 2.57% | -1.37% | 4.14% | -3.54% | 2.47% | 0.70% | -0.30% | 13.14% |
| 2013 | 6.51% | 2.27% | 4.47% | 2.46% | -2.43% | 0.18% | 2.89% | -3.25% | 2.44% | 4.07% | 0.23% | 1.00% | 22.43% |
Expense Ratio
DEF features an expense ratio of 0.53%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco Defensive Equity ETF (DEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco Defensive Equity ETF provided a 1.59% dividend yield over the last twelve months, with an annual payout of $1.16 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.16 | $1.16 | $0.98 | $0.78 | $0.79 | $0.65 | $0.61 | $0.07 | $0.13 | $0.11 | $0.96 | $0.79 |
Dividend yield | 1.59% | 1.60% | 1.48% | 1.06% | 1.34% | 1.16% | 1.39% | 0.16% | 0.34% | 0.31% | 2.55% | 2.30% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco Defensive Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | |||||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.16 | $1.16 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.98 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.79 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.61 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2013 | $0.79 | $0.79 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco Defensive Equity ETF. 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 Defensive Equity ETF was 47.91%, occurring on Mar 9, 2009. Recovery took 500 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.91% | Jun 4, 2007 | 442 | Mar 9, 2009 | 500 | Mar 29, 2011 | 942 |
| -36.53% | Feb 18, 2020 | 25 | Mar 23, 2020 | 181 | Dec 8, 2020 | 206 |
| -17.75% | Dec 30, 2021 | 198 | Oct 12, 2022 | 302 | Dec 26, 2023 | 500 |
| -16.08% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -15.67% | Apr 27, 2015 | 186 | Jan 20, 2016 | 112 | Jun 29, 2016 | 298 |
Volatility
Volatility Chart
The current Invesco Defensive Equity ETF volatility is 2.54%, 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.