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ISIN
US73936Q7447
CUSIP
46138E842
Issuer
Invesco
Inception Date
Jul 19, 2012
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dorsey Wright SmallCap Technical Leaders Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth
Assets Under Management
$427M

Share Price Chart


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Performance

DWAS Performance Chart

Invesco DWA SmallCap Momentum ETF (DWAS) is up 27.2% since the beginning of the year. DWAS is currently trading at $123 per share. Investors who bought $1,000 worth of DWAS shares 5 years ago would now be looking at an investment worth $1,434.


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S&P 500 Index

Returns By Period

Invesco DWA SmallCap Momentum ETF (DWAS) has returned 27.16% so far this year and 50.14% over the past 12 months. Over the last decade, DWAS has posted an annualized return of 14.09%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


Invesco DWA SmallCap Momentum ETF

1D
1.73%
1M
8.34%
YTD
27.16%
6M
23.04%
1Y
50.14%
3Y*
18.33%
5Y*
7.48%
10Y*
14.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DWAS Monthly Returns History

Based on dividend-adjusted daily data since Jul 19, 2012, DWAS's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +18.3%, while the worst month was Mar 2020 at -22.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DWAS closed higher 53% of trading days. The best single day was Mar 19, 2020 with a return of +13.6%, while the worst single day was Mar 18, 2020 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.93%2.94%-3.96%13.85%3.64%5.90%27.16%
20251.79%-8.32%-8.40%-1.80%6.06%4.49%-0.50%5.59%3.37%2.02%3.52%-0.59%6.09%
2024-0.90%8.54%0.92%-7.85%5.38%-3.58%8.78%-0.22%1.16%-1.72%12.59%-11.09%9.81%
20236.07%-0.19%-4.29%-2.40%0.83%8.83%5.78%-3.54%-6.34%-7.32%9.02%11.54%16.88%
2022-11.70%3.80%2.69%-6.51%1.48%-15.29%11.34%0.90%-9.89%13.14%0.46%-6.37%-18.51%
20216.91%6.73%-1.01%0.11%2.28%3.16%-5.72%2.83%0.95%7.05%-5.26%1.13%19.75%

Benchmark Metrics

Invesco DWA SmallCap Momentum ETF has an annualized alpha of -1.12%, beta of 1.18, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since July 19, 2012.

  • This ETF participated in 116.89% of S&P 500 Index downside but only 112.26% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.12%
Beta
1.18
0.63
Upside Capture
112.26%
Downside Capture
116.89%

Expense Ratio

DWAS has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DWAS ranks 71 for risk / return — better than 71% 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.


DWAS Risk / Return Rank: 7171
Overall Rank
DWAS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DWAS Sortino Ratio Rank: 6161
Sortino Ratio Rank
DWAS Omega Ratio Rank: 5757
Omega Ratio Rank
DWAS Calmar Ratio Rank: 8989
Calmar Ratio Rank
DWAS Martin Ratio Rank: 8383
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 DWA SmallCap Momentum ETF (DWAS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DWASBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

5.03

2.78

+2.25

Martin ratioReturn relative to average drawdown

16.22

12.44

+3.78

Dividends

Dividend History

Invesco DWA SmallCap Momentum ETF provided a 0.01% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.00%0.50%1.00%1.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.02$0.07$0.72$1.19$0.59$0.14$0.16$0.08$0.02$0.10$0.21$0.07

Dividend yield

0.01%0.07%0.79%1.42%0.81%0.16%0.21%0.13%0.04%0.20%0.52%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DWA SmallCap Momentum 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.07
2024$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.51$0.00$0.00$0.07$0.72
2023$0.00$0.00$0.05$0.00$0.00$0.18$0.00$0.00$0.12$0.00$0.00$0.83$1.19
2022$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.26$0.00$0.00$0.14$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.07$0.14

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 DWA SmallCap Momentum 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 DWA SmallCap Momentum ETF was 46.16%, occurring on Mar 18, 2020. Recovery took 96 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-46.16%Mar 2020
26d4mo 19d
5mo 15dFeb 2020 - Aug 2020
2025 selloff2025
-33.83%Apr 2025
4mo 27d9mo 19d
1y 2moNov 2024 - Jan 2026
Bear market2022
-33.68%Jul 2022
7mo 29d2y 4mo
2y 12moNov 2021 - Nov 2024
Rate-hike selloffLate 2018
-32.51%Dec 2018
3mo 21d1y 1mo
1y 5moSep 2018 - Feb 2020
2016 bear market2016
-29.53%Feb 2016
6mo 23d1y 3mo
1y 10moJul 2015 - Jun 2017

Drawdown Indicators


DWASBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.16%

-56.78%

+10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-9.10%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-18.90%

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-25.43%

-8.40%

Max Drawdown (10Y)

Largest decline over 10 years

-46.16%

-33.92%

-12.24%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.27%

-10.71%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.03%

+1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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