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ISIN
US73937B2907
CUSIP
46138E461
Issuer
Invesco
Inception Date
Sep 22, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$11B

Share Price Chart


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Performance

PBUS Performance Chart

Invesco PureBeta MSCI USA ETF (PBUS) is up 8.1% since the beginning of the year. PBUS is currently trading at $74 per share. Investors who bought $1,000 worth of PBUS shares 5 years ago would now be looking at an investment worth $1,810.


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S&P 500 Index

Returns By Period

Invesco PureBeta MSCI USA ETF (PBUS) has returned 8.10% so far this year and 23.30% over the past 12 months.


Invesco PureBeta MSCI USA ETF

1D
-1.41%
1M
-1.27%
YTD
8.10%
6M
7.04%
1Y
23.30%
3Y*
20.88%
5Y*
12.60%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBUS Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 2017, PBUS's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PBUS closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.29%-0.94%-4.81%10.50%5.15%-2.59%8.10%
20252.87%-1.58%-5.73%-0.68%6.49%5.24%2.25%2.00%3.68%2.34%0.01%0.00%17.58%
20241.47%5.37%3.08%-4.08%4.85%3.50%1.28%2.38%2.09%-0.66%6.24%-2.48%24.99%
20236.48%-2.10%3.37%1.19%0.86%6.56%3.46%-1.53%-4.84%-2.43%9.59%4.83%27.33%
2022-5.77%-3.00%3.86%-9.40%-0.13%-8.14%9.21%-3.80%-9.26%7.80%5.27%-5.85%-19.64%
2021-0.53%2.34%3.57%5.27%0.63%2.70%2.40%2.84%-4.60%6.80%-1.04%4.09%26.77%

Benchmark Metrics

Invesco PureBeta MSCI USA ETF has an annualized alpha of 2.92%, beta of 0.91, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since September 22, 2017.

  • This ETF captured 102.59% of S&P 500 Index gains but only 95.91% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.91 and R2 of 0.80, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.92%
Beta
0.91
0.80
Upside Capture
102.59%
Downside Capture
95.91%

Expense Ratio

PBUS has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

PBUS ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PBUS Risk / Return Rank: 5858
Overall Rank
PBUS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PBUS Sortino Ratio Rank: 5656
Sortino Ratio Rank
PBUS Omega Ratio Rank: 5757
Omega Ratio Rank
PBUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
PBUS Martin Ratio Rank: 6666
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 PureBeta MSCI USA ETF (PBUS) 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.


PBUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.59

2.46

+0.14

Martin ratioReturn relative to average drawdown

11.32

10.92

+0.40

Dividends

Dividend History

Invesco PureBeta MSCI USA ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.77$0.72$0.70$0.65$0.65$0.47$0.52$0.49$0.58$0.13

Dividend yield

1.04%1.05%1.20%1.36%1.71%0.98%1.35%1.53%2.33%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco PureBeta MSCI USA 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$0.20$0.00$0.00$0.20$0.40
2025$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.18$0.72
2024$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.19$0.70
2023$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.18$0.65
2022$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.65
2021$0.00$0.00$0.13$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.17$0.47

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 PureBeta MSCI USA 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 PureBeta MSCI USA ETF was 33.15%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Invesco PureBeta MSCI USA ETF drawdown is 3.08%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.15%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-25.40%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.07%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-18.95%Dec 2018
2mo 15d3mo 12d
5mo 27dOct 2018 - Apr 2019
2018 correction2018
-10.09%Feb 2018
16d6mo 8d
6mo 24dJan 2018 - Aug 2018

Drawdown Indicators


PBUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.15%

-56.78%

+23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-9.10%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

-18.90%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-25.43%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.08%

-3.21%

+0.13%

Average Drawdown

Average peak-to-trough decline

-5.11%

-10.71%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.04%

+0.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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