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ISIN
US46137V6056
CUSIP
46137V605
Issuer
Invesco
Inception Date
Dec 16, 2015
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Industrial Average Yield Weight
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$453M

Share Price Chart


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Performance

DJD Performance Chart

Invesco Dow Jones Industrial Average Dividend ETF (DJD) is up 10.3% since the beginning of the year. DJD is currently trading at $63 per share. Investors who bought $1,000 worth of DJD shares 5 years ago would now be looking at an investment worth $1,616.


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S&P 500 Index

Returns By Period

Invesco Dow Jones Industrial Average Dividend ETF (DJD) has returned 10.32% so far this year and 23.52% over the past 12 months. Over the last ten years, DJD has returned 12.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Invesco Dow Jones Industrial Average Dividend ETF

1D
-1.04%
1M
4.30%
YTD
10.32%
6M
9.79%
1Y
23.52%
3Y*
17.66%
5Y*
10.08%
10Y*
12.37%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJD Monthly Returns History

Based on dividend-adjusted daily data since Dec 16, 2015, DJD's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +13.8%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DJD closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.52%5.14%-4.22%1.76%3.52%-0.49%10.32%
20254.96%2.35%-2.36%-4.19%2.46%3.29%-0.23%3.51%1.22%0.93%3.77%-0.52%15.83%
20240.89%0.60%3.80%-3.23%3.05%-0.43%5.72%3.17%2.58%-3.18%6.43%-5.78%13.66%
20231.83%-3.89%1.05%1.66%-5.31%4.64%3.09%-0.97%-4.21%-1.47%6.36%7.18%9.41%
20220.13%-1.91%4.03%-2.69%3.41%-8.30%2.82%-4.36%-8.82%13.82%7.05%-3.62%-0.73%
2021-0.35%5.75%8.08%0.84%2.49%-0.79%0.02%1.34%-3.64%3.52%-3.33%7.22%22.40%

Benchmark Metrics

Invesco Dow Jones Industrial Average Dividend ETF has an annualized alpha of 2.26%, beta of 0.76, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 17, 2015.

  • This ETF participated in 84.88% of S&P 500 Index downside but only 84.42% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.26%
Beta
0.76
0.69
Upside Capture
84.42%
Downside Capture
84.88%

Expense Ratio

DJD has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

DJD ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DJD Risk / Return Rank: 7373
Overall Rank
DJD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DJD Sortino Ratio Rank: 7878
Sortino Ratio Rank
DJD Omega Ratio Rank: 6868
Omega Ratio Rank
DJD Calmar Ratio Rank: 8181
Calmar Ratio Rank
DJD Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and compare them to S&P 500 Index.


DJDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

4.19

2.93

+1.26

Martin ratioReturn relative to average drawdown

12.31

13.52

-1.21

Dividends

Dividend History

Invesco Dow Jones Industrial Average Dividend ETF provided a 2.43% dividend yield over the last twelve months, with an annual payout of $1.52 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.52$1.50$1.52$1.61$1.38$1.28$1.32$1.10$0.89$0.94$0.71$0.02

Dividend yield

2.43%2.62%3.00%3.49%3.16%2.82%3.47%2.80%2.66%2.75%2.46%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Dow Jones Industrial Average Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.39$0.00$0.00$0.00$0.39
2025$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.38$0.00$0.00$0.38$1.50
2024$0.00$0.00$0.43$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.35$1.52
2023$0.00$0.00$0.38$0.00$0.00$0.41$0.00$0.00$0.40$0.00$0.00$0.41$1.61
2022$0.00$0.00$0.35$0.00$0.00$0.32$0.00$0.00$0.34$0.00$0.00$0.36$1.38
2021$0.00$0.00$0.34$0.00$0.00$0.26$0.00$0.00$0.33$0.00$0.00$0.35$1.28

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 Dow Jones Industrial Average Dividend 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 Dow Jones Industrial Average Dividend ETF was 34.66%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Invesco Dow Jones Industrial Average Dividend ETF drawdown is 1.04%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.66%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
Bear market2022
-19.94%Sep 2022
5mo 12d1y 2mo
1y 7moApr 2022 - Dec 2023
Rate-hike selloffLate 2018
-14.04%Dec 2018
2mo 21d2mo 3d
4mo 24dOct 2018 - Feb 2019
2025 selloff2025
-12.28%Apr 2025
1mo 6d2mo 24d
4moMar 2025 - Jul 2025
2018 correction2018
-11.94%Apr 2018
2mo 3d5mo 15d
7mo 18dJan 2018 - Sep 2018

Drawdown Indicators


DJDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-56.78%

+22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-9.10%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-12.28%

-18.90%

+6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.94%

-25.43%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-33.92%

-0.74%

Current Drawdown

Current decline from peak

-1.04%

-0.74%

-0.30%

Average Drawdown

Average peak-to-trough decline

-3.75%

-10.72%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.97%

-0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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