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
Expense Ratio
DEF has an expense ratio of 0.53%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DEF
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^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.64% | 0.64% | |||||||||||
| 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% |
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.
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Dividends
Dividend History
| Period | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.16 | $0.98 | $0.78 | $0.79 | $0.65 | $0.61 | $0.07 | $0.13 | $0.11 | $0.96 |
Dividend yield | 1.60% | 1.48% | 1.06% | 1.34% | 1.16% | 1.39% | 0.16% | 0.34% | 0.31% | 2.55% |
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 | $0.96 | $0.96 |
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.
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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 chart below shows the rolling one-month volatility.
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