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Invesco DWA Momentum ETF (PDP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X1533
CUSIP73935X153
IssuerInvesco
Inception DateMar 1, 2007
RegionNorth America (U.S.)
CategoryAll Cap Equities
Index TrackedDorsey Wright Technical Leaders Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The Invesco DWA Momentum ETF has a high expense ratio of 0.62%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.62%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco DWA Momentum ETF

Popular comparisons: PDP vs. MMTM, PDP vs. MTUM, PDP vs. SPY, PDP vs. SCHD, PDP vs. SCHG, PDP vs. RSP, PDP vs. VOO, PDP vs. BBUS, PDP vs. QQQ

Performance

Performance Chart

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


200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
314.02%
260.00%
PDP (Invesco DWA Momentum ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco DWA Momentum ETF had a return of 9.72% year-to-date (YTD) and 23.22% in the last 12 months. Over the past 10 years, Invesco DWA Momentum ETF had an annualized return of 10.21%, which was very close to the S&P 500 benchmark's annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date9.72%5.90%
1 month-1.80%-1.28%
6 months19.67%15.51%
1 year23.22%21.68%
5 years (annualized)10.54%11.74%
10 years (annualized)10.21%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.54%9.62%3.83%
2023-5.21%-4.44%9.84%5.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PDP is 74, 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 PDP is 7474
Invesco DWA Momentum ETF(PDP)
The Sharpe Ratio Rank of PDP is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of PDP is 7676Sortino Ratio Rank
The Omega Ratio Rank of PDP is 7575Omega Ratio Rank
The Calmar Ratio Rank of PDP is 6565Calmar Ratio Rank
The Martin Ratio Rank of PDP is 7676Martin 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 DWA Momentum ETF (PDP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PDP
Sharpe ratio
The chart of Sharpe ratio for PDP, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.005.001.64
Sortino ratio
The chart of Sortino ratio for PDP, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.002.31
Omega ratio
The chart of Omega ratio for PDP, currently valued at 1.27, compared to the broader market1.001.502.002.501.27
Calmar ratio
The chart of Calmar ratio for PDP, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.91
Martin ratio
The chart of Martin ratio for PDP, currently valued at 6.61, compared to the broader market0.0020.0040.0060.0080.006.61
^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 DWA Momentum ETF Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.64
1.89
PDP (Invesco DWA Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco DWA Momentum ETF granted a 0.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.26 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.26$0.36$0.32$0.00$0.09$0.16$0.09$0.14$0.34$0.16$0.06$0.10

Dividend yield

0.28%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%0.15%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DWA Momentum 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$0.03
2023$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.03$0.00$0.00$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.05
2018$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.01$0.00$0.00$0.04
2017$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.04$0.00$0.00$0.19
2015$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.03
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00
2013$0.05$0.00$0.00$0.03$0.00$0.00$0.03

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.23%
-3.86%
PDP (Invesco DWA Momentum ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco DWA Momentum 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 DWA Momentum ETF was 59.34%, occurring on Mar 9, 2009. Recovery took 775 trading sessions.

The current Invesco DWA Momentum ETF drawdown is 6.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.34%Dec 11, 2007312Mar 9, 2009775Apr 3, 20121087
-34.7%Feb 20, 202023Mar 23, 202081Jul 17, 2020104
-33.91%Nov 9, 2021221Sep 26, 2022
-24.54%Sep 17, 201869Dec 24, 2018114Jun 10, 2019183
-19.14%Mar 23, 2015223Feb 8, 2016254Feb 9, 2017477

Volatility

Volatility Chart

The current Invesco DWA Momentum ETF volatility is 4.45%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.45%
3.39%
PDP (Invesco DWA Momentum ETF)
Benchmark (^GSPC)