PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco WilderHill Clean Energy ETF (PBW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X5005
CUSIP46137V134
IssuerInvesco
Inception DateMar 3, 2005
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedThe WilderHill Clean Energy Index (AMEX)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco WilderHill Clean Energy ETF has a high expense ratio of 0.61%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.61%

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 WilderHill Clean Energy ETF

Popular comparisons: PBW vs. ICLN, PBW vs. PBD, PBW vs. QCLN, PBW vs. XOP, PBW vs. RAYS, PBW vs. PKW, PBW vs. QQQ, PBW vs. VOO, PBW vs. VT, PBW vs. BE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco WilderHill 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.


-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-32.24%
15.51%
PBW (Invesco WilderHill Clean Energy ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco WilderHill Clean Energy ETF had a return of -31.84% year-to-date (YTD) and -46.01% in the last 12 months. Over the past 10 years, Invesco WilderHill Clean Energy ETF had an annualized return of -2.89%, while the S&P 500 had an annualized return of 10.50%, indicating that Invesco WilderHill Clean Energy ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-31.84%5.90%
1 month-6.86%-1.28%
6 months-32.24%15.51%
1 year-46.01%21.68%
5 years (annualized)-4.65%11.74%
10 years (annualized)-2.89%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.39%0.42%-2.32%
2023-12.99%-20.52%6.12%12.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PBW is 1, indicating that it is in the bottom 1% of the market 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 PBW is 11
Invesco WilderHill Clean Energy ETF(PBW)
The Sharpe Ratio Rank of PBW is 11Sharpe Ratio Rank
The Sortino Ratio Rank of PBW is 11Sortino Ratio Rank
The Omega Ratio Rank of PBW is 11Omega Ratio Rank
The Calmar Ratio Rank of PBW is 11Calmar Ratio Rank
The Martin Ratio Rank of PBW is 11Martin 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 WilderHill Clean Energy ETF (PBW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PBW
Sharpe ratio
The chart of Sharpe ratio for PBW, currently valued at -1.17, compared to the broader market0.002.004.00-1.17
Sortino ratio
The chart of Sortino ratio for PBW, currently valued at -1.93, compared to the broader market-2.000.002.004.006.008.0010.00-1.93
Omega ratio
The chart of Omega ratio for PBW, currently valued at 0.81, compared to the broader market1.001.502.002.500.81
Calmar ratio
The chart of Calmar ratio for PBW, currently valued at -0.54, compared to the broader market0.002.004.006.008.0010.0012.00-0.54
Martin ratio
The chart of Martin ratio for PBW, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00-1.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
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 WilderHill Clean Energy ETF Sharpe ratio is -1.17. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.17
1.89
PBW (Invesco WilderHill Clean Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco WilderHill Clean Energy ETF granted a 3.93% dividend yield in the last twelve months. The annual payout for that period amounted to $0.79 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.79$1.09$1.61$1.22$0.45$0.50$0.62$0.32$0.49$0.36$0.78$0.70

Dividend yield

3.93%3.68%4.21%1.71%0.44%1.45%2.89%1.28%2.68%1.53%2.96%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco WilderHill Clean Energy 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$0.15
2023$0.00$0.00$0.45$0.00$0.00$0.26$0.00$0.00$0.19$0.00$0.00$0.19
2022$0.00$0.00$0.26$0.00$0.00$0.32$0.00$0.00$0.41$0.00$0.00$0.63
2021$0.00$0.00$0.14$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.55
2020$0.00$0.00$0.12$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.28
2019$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17
2018$0.00$0.00$0.23$0.00$0.00$0.17$0.00$0.00$0.11$0.00$0.00$0.11
2017$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.03
2016$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.11$0.00$0.00$0.04
2015$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.11$0.00$0.00$0.03
2014$0.00$0.00$0.07$0.00$0.00$0.19$0.00$0.00$0.23$0.00$0.00$0.29
2013$0.29$0.00$0.00$0.12$0.00$0.00$0.29

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-83.88%
-3.86%
PBW (Invesco WilderHill Clean Energy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco WilderHill 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 WilderHill Clean Energy ETF was 87.01%, occurring on Nov 16, 2012. Recovery took 2048 trading sessions.

The current Invesco WilderHill Clean Energy ETF drawdown is 83.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.01%Dec 27, 20071233Nov 16, 20122048Jan 7, 20213281
-83.88%Feb 10, 2021800Apr 16, 2024
-31.07%May 9, 200696Sep 22, 2006260Oct 5, 2007356
-18.89%Mar 8, 200548May 13, 200550Jul 26, 200598
-17.63%Sep 13, 200533Oct 27, 200556Jan 19, 200689

Volatility

Volatility Chart

The current Invesco WilderHill Clean Energy ETF volatility is 10.96%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
10.96%
3.39%
PBW (Invesco WilderHill Clean Energy ETF)
Benchmark (^GSPC)