PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco International BuyBack Achievers™ ETF (IPKW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73937B6213
CUSIP73937B621
IssuerInvesco
Inception DateFeb 27, 2014
RegionDeveloped Markets (Broad)
CategoryGlobal Equities
Index TrackedNASDAQ International BuyBack Achievers Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco International BuyBack Achievers™ ETF has a high expense ratio of 0.55%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.55%

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.


Invesco International BuyBack Achievers™ ETF

Popular comparisons: IPKW vs. IQLT, IPKW vs. QQQ, IPKW vs. VOO, IPKW vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco International BuyBack Achievers™ ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.73%
15.51%
IPKW (Invesco International BuyBack Achievers™ ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco International BuyBack Achievers™ ETF had a return of 3.90% year-to-date (YTD) and 13.88% in the last 12 months. Over the past 10 years, Invesco International BuyBack Achievers™ ETF had an annualized return of 7.40%, while the S&P 500 had an annualized return of 10.50%, indicating that Invesco International BuyBack Achievers™ ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.90%5.90%
1 month-0.82%-1.28%
6 months10.73%15.51%
1 year13.88%21.68%
5 years (annualized)7.28%11.74%
10 years (annualized)7.40%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.57%3.64%6.15%
2023-0.87%-4.56%8.46%3.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IPKW is 59, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of IPKW is 5959
Invesco International BuyBack Achievers™ ETF(IPKW)
The Sharpe Ratio Rank of IPKW is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of IPKW is 5757Sortino Ratio Rank
The Omega Ratio Rank of IPKW is 5555Omega Ratio Rank
The Calmar Ratio Rank of IPKW is 5555Calmar Ratio Rank
The Martin Ratio Rank of IPKW is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IPKW
Sharpe ratio
The chart of Sharpe ratio for IPKW, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.005.000.95
Sortino ratio
The chart of Sortino ratio for IPKW, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.001.44
Omega ratio
The chart of Omega ratio for IPKW, currently valued at 1.16, compared to the broader market1.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for IPKW, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.000.64
Martin ratio
The chart of Martin ratio for IPKW, currently valued at 4.89, compared to the broader market0.0020.0040.0060.0080.004.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Invesco International BuyBack Achievers™ ETF Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.95
1.89
IPKW (Invesco International BuyBack Achievers™ ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco International BuyBack Achievers™ ETF granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.96 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.96$1.00$1.26$2.94$0.56$0.82$0.75$0.35$0.80$0.34$0.35

Dividend yield

2.49%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%1.41%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco International BuyBack Achievers™ ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.37
2023$0.00$0.00$0.41$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.16
2022$0.00$0.00$0.29$0.00$0.00$0.59$0.00$0.00$0.29$0.00$0.00$0.09
2021$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$2.29
2020$0.00$0.00$0.25$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.09
2019$0.00$0.00$0.08$0.00$0.00$0.27$0.00$0.00$0.32$0.00$0.00$0.14
2018$0.00$0.00$0.09$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$0.26
2017$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.02$0.00$0.00$0.24
2016$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.11$0.00$0.00$0.27
2015$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.18
2014$0.20$0.00$0.00$0.02$0.00$0.00$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.55%
-3.86%
IPKW (Invesco International BuyBack Achievers™ ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco International BuyBack Achievers™ 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 BuyBack Achievers™ ETF was 47.24%, occurring on Mar 23, 2020. Recovery took 177 trading sessions.

The current Invesco International BuyBack Achievers™ ETF drawdown is 5.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.24%Jan 29, 2018541Mar 23, 2020177Dec 2, 2020718
-33.18%Jun 8, 2021330Sep 27, 2022
-19.12%May 18, 2015172Jan 21, 201661Apr 19, 2016233
-13.04%Apr 21, 201647Jun 27, 201649Sep 6, 201696
-12.29%Jul 7, 201472Oct 15, 2014103Mar 19, 2015175

Volatility

Volatility Chart

The current Invesco International BuyBack Achievers™ ETF volatility is 3.30%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.30%
3.39%
IPKW (Invesco International BuyBack Achievers™ ETF)
Benchmark (^GSPC)