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Invesco Defensive Equity ETF (DEF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138J7752

CUSIP

46138J775

Issuer

Invesco

Inception Date

Dec 15, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Invesco Defensive Equity Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

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

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


Performance

Performance Chart


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Returns By Period


DEF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.64%0.64%
20232.99%-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%
20201.74%-8.61%-13.63%8.92%5.89%0.04%5.77%4.49%-2.57%-3.76%8.95%2.85%7.61%
20197.92%3.56%1.47%3.25%-3.21%5.95%0.99%-0.26%1.76%0.31%2.19%1.44%27.98%
20184.43%-3.67%-0.90%-0.97%0.46%0.76%3.98%2.50%1.03%-6.03%3.59%-8.31%-3.96%
20171.44%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%
20152.07%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.


There isn't enough data available to calculate the Sharpe ratio for Invesco Defensive Equity ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.202014201520162017201820192020202120222023
Dividends
Dividend Yield
Period2023202220212020201920182017201620152014
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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, 2007442Mar 9, 2009500Mar 29, 2011942
-36.53%Feb 18, 202025Mar 23, 2020181Dec 8, 2020206
-17.75%Dec 30, 2021198Oct 12, 2022302Dec 26, 2023500
-16.08%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-15.67%Apr 27, 2015186Jan 20, 2016112Jun 29, 2016298

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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