PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco Global Clean Energy ETF (PBD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936T6156

CUSIP

46138G847

Issuer

Invesco

Inception Date

Jun 13, 2007

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

WilderHill New Energy Global Innovation index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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.


Popular comparisons:
PBD vs. PBW PBD vs. AIQ PBD vs. TDV PBD vs. FAN PBD vs. ICLN PBD vs. SCHD PBD vs. QQQ PBD vs. RYLD PBD vs. IXN PBD vs. ARKK
Popular comparisons:
PBD vs. PBW PBD vs. AIQ PBD vs. TDV PBD vs. FAN PBD vs. ICLN PBD vs. SCHD PBD vs. QQQ PBD vs. RYLD PBD vs. IXN PBD vs. ARKK

Performance

Performance Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-19.03%
12.14%
PBD (Invesco Global Clean Energy ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Global Clean Energy ETF had a return of -25.28% year-to-date (YTD) and -16.16% in the last 12 months. Over the past 10 years, Invesco Global Clean Energy ETF had an annualized return of 1.20%, while the S&P 500 had an annualized return of 11.16%, indicating that Invesco Global Clean Energy ETF did not perform as well as the benchmark.


PBD

YTD

-25.28%

1M

-9.31%

6M

-17.40%

1Y

-16.16%

5Y (annualized)

-0.15%

10Y (annualized)

1.20%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of PBD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.28%-0.21%2.43%-4.95%11.00%-8.87%2.37%-2.53%4.41%-8.42%-25.28%
202313.62%-6.18%1.16%-5.61%-3.23%5.79%5.14%-13.49%-10.32%-13.02%9.49%10.36%-10.67%
2022-17.41%5.82%6.02%-14.07%3.61%-10.75%16.58%0.31%-16.54%-1.10%10.72%-10.67%-29.71%
20216.19%-8.40%-5.33%-4.81%-2.50%4.54%-4.39%0.13%-5.81%12.30%-5.68%-8.94%-22.30%
20203.19%-0.73%-20.77%15.73%8.15%9.79%14.11%15.68%5.18%4.69%30.95%15.60%145.42%
201912.42%5.46%-2.94%3.72%-5.35%7.24%-0.55%-3.25%1.36%3.24%4.86%9.47%40.01%
20183.16%-3.80%-1.19%-0.12%0.55%-8.29%2.11%-0.91%0.56%-8.81%5.92%-9.11%-19.32%
20172.69%3.60%1.04%1.70%2.81%2.51%2.94%-0.33%3.93%2.92%-0.92%2.73%28.72%
2016-11.12%-0.20%7.01%1.01%-1.24%-1.15%3.35%0.73%1.26%-4.85%-2.36%1.36%-7.08%
2015-1.91%8.45%2.50%5.16%3.33%-6.51%-5.82%-10.05%-1.52%7.84%-1.22%1.90%0.32%
20142.49%11.88%-2.46%-3.79%2.32%5.25%-7.25%6.26%-6.00%-2.48%-3.66%-4.48%-3.64%
20136.59%2.74%-0.04%6.49%11.97%-4.75%8.41%-2.55%11.29%5.06%0.08%0.56%54.56%

Expense Ratio

PBD features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for PBD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PBD is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PBD is 22
Combined Rank
The Sharpe Ratio Rank of PBD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of PBD is 22
Sortino Ratio Rank
The Omega Ratio Rank of PBD is 22
Omega Ratio Rank
The Calmar Ratio Rank of PBD is 33
Calmar Ratio Rank
The Martin Ratio Rank of PBD is 22
Martin 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 Global Clean Energy ETF (PBD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PBD, currently valued at -0.66, compared to the broader market0.002.004.00-0.662.54
The chart of Sortino ratio for PBD, currently valued at -0.83, compared to the broader market-2.000.002.004.006.008.0010.00-0.833.40
The chart of Omega ratio for PBD, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.47
The chart of Calmar ratio for PBD, currently valued at -0.24, compared to the broader market0.005.0010.0015.00-0.243.66
The chart of Martin ratio for PBD, currently valued at -1.13, compared to the broader market0.0020.0040.0060.0080.00100.00-1.1316.26
PBD
^GSPC

The current Invesco Global Clean Energy ETF Sharpe ratio is -0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Global Clean Energy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.66
2.54
PBD (Invesco Global Clean Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Global Clean Energy ETF provided a 3.05% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.36$0.46$0.55$0.18$0.17$0.26$0.20$0.23$0.21$0.14$0.12$0.11

Dividend yield

3.05%2.86%2.98%0.67%0.48%1.83%1.87%1.77%2.05%1.24%1.05%0.88%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Global Clean Energy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.17
2023$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.04$0.00$0.00$0.20$0.46
2022$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.30$0.55
2021$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.18
2020$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.02$0.17
2019$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.12$0.26
2018$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.10$0.20
2017$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.12$0.23
2016$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.21
2015$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.07$0.14
2014$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.02$0.00$0.00$0.06$0.12
2013$0.01$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.04$0.11

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-68.88%
-0.88%
PBD (Invesco Global Clean Energy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Global Clean Energy 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 Global Clean Energy ETF was 78.60%, occurring on Jul 24, 2012. Recovery took 2097 trading sessions.

The current Invesco Global Clean Energy ETF drawdown is 68.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.6%Dec 27, 20071153Jul 24, 20122097Nov 20, 20203250
-69.15%Jan 25, 2021961Nov 15, 2024
-16.85%Jul 16, 200724Aug 16, 200729Sep 27, 200753
-13%Nov 9, 20079Nov 21, 200723Dec 26, 200732
-5.8%Jan 8, 20216Jan 15, 20213Jan 21, 20219

Volatility

Volatility Chart

The current Invesco Global Clean Energy ETF volatility is 9.26%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.26%
3.96%
PBD (Invesco Global Clean Energy ETF)
Benchmark (^GSPC)