- Issuer
- Invesco
- Inception Date
- Feb 24, 2021
- Region
- Global ex-U.S. (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Developed ex US Invesco Dynamic Multifactor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
IMFL Performance Chart
Invesco International Developed Dynamic Multifactor ETF (IMFL) is up 18.0% since the beginning of the year. IMFL is currently trading at $35 per share. Investors who bought $1,000 worth of IMFL shares 5 years ago would now be looking at an investment worth $1,543.
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Returns By Period
Invesco International Developed Dynamic Multifactor ETF (IMFL) has returned 17.95% so far this year and 32.59% over the past 12 months.
Invesco International Developed Dynamic Multifactor ETF
- 1D
- -0.13%
- 1M
- 4.16%
- YTD
- 17.95%
- 6M
- 19.95%
- 1Y
- 32.59%
- 3Y*
- 16.29%
- 5Y*
- 9.06%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
IMFL Monthly Returns History
Based on dividend-adjusted daily data since Feb 24, 2021, IMFL's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +12.6%, while the worst month was Jun 2022 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IMFL closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.15% | 8.83% | -8.04% | 5.15% | 4.33% | 0.26% | 17.95% | ||||||
| 2025 | 3.71% | 2.55% | -0.82% | 5.12% | 3.98% | 3.70% | -2.49% | 1.82% | 1.55% | 3.79% | 1.03% | 3.56% | 30.89% |
| 2024 | -2.11% | 1.34% | 3.38% | -2.38% | 3.84% | -3.45% | 2.42% | 3.11% | -1.32% | -4.63% | 0.99% | -4.28% | -3.57% |
| 2023 | 9.36% | -2.09% | 5.63% | 3.92% | -3.93% | 3.88% | 3.50% | -3.18% | -2.54% | -4.36% | 8.30% | 5.79% | 25.51% |
| 2022 | -7.06% | -2.25% | 0.99% | -5.26% | 1.70% | -9.96% | 3.57% | -6.41% | -8.86% | 4.70% | 12.60% | -0.29% | -17.32% |
| 2021 | -2.63% | 5.21% | 1.66% | 3.37% | -0.99% | -0.56% | 2.02% | -2.56% | 1.74% | -5.69% | 5.83% | 7.00% |
Benchmark Metrics
Invesco International Developed Dynamic Multifactor ETF has an annualized alpha of 1.09%, beta of 0.70, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since February 24, 2021.
- This ETF participated in 78.47% of S&P 500 Index downside but only 70.76% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.70 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.09%
- Beta
- 0.70
- R²
- 0.53
- Upside Capture
- 70.76%
- Downside Capture
- 78.47%
Expense Ratio
IMFL has an expense ratio of 0.34%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IMFL ranks 62 for risk / return — better than 62% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) 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.
| IMFL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.71 | +0.08 |
| Martin ratioReturn relative to average drawdown | 9.76 | 12.15 | -2.40 |
Dividends
Dividend History
Invesco International Developed Dynamic Multifactor ETF provided a 2.86% dividend yield over the last twelve months, with an annual payout of $1.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.00 | $0.86 | $0.84 | $0.97 | $0.70 | $1.03 |
Dividend yield | 2.86% | 2.88% | 3.56% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.30 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.86 |
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.03 | $0.84 |
| 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. 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 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 0.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -33.26%Sep 2022 | 1y 11d | 1y 5mo | 2y 5moSep 2021 - Mar 2024 |
2025 selloff2025 | -13.52%Apr 2025 | 6mo 13d | 24d | 7mo 7dSep 2024 - May 2025 |
2026 correction2026 | -11.77%Mar 2026 | 22d | 2mo 10d | 3mo 2dFeb 2026 - May 2026 |
2024 pullback2024 | -8.36%Aug 2024 | 2mo 15d | 16d | 3mo 1dMay 2024 - Aug 2024 |
2021 pullback2021 | -6.83%Jul 2021 | 1mo 11d | 1mo 16d | 2mo 27dJun 2021 - Sep 2021 |
Drawdown Indicators
| IMFL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -56.78% | +23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -9.10% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.52% | -18.90% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | -25.43% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.23% | -1.29% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -10.72% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.02% | +1.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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