Invesco International Developed Dynamic Multifactor ETF (IMFL)
IMFL is a passive ETF by Invesco tracking the investment results of the FTSE Developed ex US Invesco Dynamic Multifactor Index. IMFL launched on Feb 24, 2021 and has a 0.34% expense ratio.
ETF Info
| Issuer | Invesco |
|---|---|
| Inception Date | Feb 24, 2021 |
| Region | Global ex-U.S. (Broad) |
| Category | Global Equities |
| Index Tracked | FTSE Developed ex US Invesco Dynamic Multifactor Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
IMFL has a high expense ratio of 0.34%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
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
The chart shows the growth of an initial investment of $10,000 in Invesco International Developed Dynamic Multifactor 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
Invesco International Developed Dynamic Multifactor ETF had a return of 4.36% year-to-date (YTD) and 12.61% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.36% | 11.18% |
| 1 month | 5.93% | 5.60% |
| 6 months | 11.52% | 17.48% |
| 1 year | 12.61% | 26.33% |
| 5 years (annualized) | N/A | 13.16% |
| 10 years (annualized) | N/A | 10.99% |
Monthly Returns
The table below presents the monthly returns of IMFL, 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 | -2.11% | 1.34% | 3.38% | -2.38% | 4.36% | ||||||||
| 2023 | 9.37% | -2.10% | 5.63% | 3.91% | -3.93% | 3.89% | 3.50% | -3.19% | -2.54% | -4.36% | 8.30% | 5.79% | 25.53% |
| 2022 | -7.05% | -2.25% | 1.00% | -5.26% | 1.70% | -9.96% | 3.57% | -6.41% | -8.86% | 4.69% | 12.61% | -0.29% | -17.32% |
| 2021 | -2.68% | 5.21% | 1.66% | 3.37% | -0.99% | -0.56% | 2.02% | -2.56% | 1.74% | -5.69% | 5.83% | 6.94% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IMFL is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
IMFL (Invesco International Developed Dynamic Multifactor ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco International Developed Dynamic Multifactor ETF granted a 3.69% dividend yield in the last twelve months. The annual payout for that period amounted to $0.96 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.96 | $0.97 | $0.70 | $1.03 |
Dividend yield | 3.69% | 3.85% | 3.35% | 3.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco International Developed Dynamic Multifactor 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 | $0.20 | $0.00 | $0.00 | $0.20 | |||||||
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.36 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.03 | $0.70 |
| 2021 | $0.29 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.42 | $1.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco International Developed Dynamic Multifactor 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 International Developed Dynamic Multifactor ETF was 33.26%, occurring on Sep 27, 2022. Recovery took 358 trading sessions.
The current Invesco International Developed Dynamic Multifactor ETF drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.26% | Sep 16, 2021 | 260 | Sep 27, 2022 | 358 | Mar 1, 2024 | 618 |
| -6.83% | Jun 8, 2021 | 29 | Jul 19, 2021 | 34 | Sep 3, 2021 | 63 |
| -4.82% | Mar 21, 2024 | 18 | Apr 16, 2024 | 17 | May 9, 2024 | 35 |
| -4.01% | May 10, 2021 | 3 | May 12, 2021 | 12 | May 28, 2021 | 15 |
| -2.68% | Feb 25, 2021 | 2 | Feb 26, 2021 | 7 | Mar 9, 2021 | 9 |
Volatility
Volatility Chart
The current Invesco International Developed Dynamic Multifactor ETF volatility is 3.18%, 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.