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Issuer
Invesco
Inception Date
Dec 10, 2018
Leveraged
1x (No leverage)
Index Tracked
ICE BofA Diversified Core Plus Fixed Rate Preferred Securities Index
Distribution Policy
Distributing
Asset Class
Preferred Stock

Share Price Chart


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Performance

PDSE.DE Performance Chart

Invesco Preferred Shares UCITS ETF EUR Hedged Dist (PDSE.DE) is down 1.4% since the beginning of the year. PDSE.DE is currently trading at €12 per share. Investors who bought €1,000 worth of PDSE.DE shares 5 years ago would now be looking at an investment worth €818.


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S&P 500 Index

Returns By Period

Invesco Preferred Shares UCITS ETF EUR Hedged Dist (PDSE.DE) has returned -1.41% so far this year and -0.55% over the past 12 months.


Invesco Preferred Shares UCITS ETF EUR Hedged Dist

1D
0.24%
1M
-1.95%
6M
-1.49%
YTD
-1.41%
1Y
-0.55%
3Y*
1.44%
5Y*
-3.94%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDSE.DE Monthly Returns History

Based on dividend-adjusted daily data since Apr 16, 2018, PDSE.DE's average daily return is 0.00%, while the average monthly return is -0.02%.

Historically, 54% of months were positive and 46% were negative. The best month was Jan 2023 with a return of +13.0%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PDSE.DE closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +12.2%, while the worst single day was Mar 18, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.62%0.91%-4.31%1.51%-0.39%-0.87%0.24%-1.41%
20252.83%0.36%-3.15%-1.66%-0.61%1.35%1.85%2.12%1.92%-2.21%-0.53%-0.44%1.64%
20242.79%0.00%1.51%-4.65%1.24%0.83%0.79%3.29%3.45%-2.10%-0.76%-4.89%1.07%
202313.00%-3.34%-5.22%1.35%-3.51%0.98%1.31%-1.87%-1.11%-5.57%8.84%3.72%7.14%
2022-4.47%-3.36%-1.03%-7.34%3.33%-4.24%5.03%-3.87%-4.13%-4.99%3.05%-3.89%-23.69%
2021-1.79%-1.98%3.61%0.78%0.57%1.29%-0.05%0.05%-0.25%0.21%-2.69%2.23%1.81%

Benchmark Metrics

Invesco Preferred Shares UCITS ETF EUR Hedged Dist has an annualized alpha of -4.10%, beta of 0.25, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since April 16, 2018.

  • This ETF participated in 63.42% of S&P 500 Index downside but only 22.89% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.25 may look defensive, but with R2 of 0.13 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.13 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.10%
Beta
0.25
0.13
Upside Capture
22.89%
Downside Capture
63.42%

Expense Ratio

PDSE.DE has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PDSE.DE ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PDSE.DE Risk / Return Rank: 88
Overall Rank
PDSE.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PDSE.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
PDSE.DE Omega Ratio Rank: 88
Omega Ratio Rank
PDSE.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
PDSE.DE Martin Ratio Rank: 88
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 Preferred Shares UCITS ETF EUR Hedged Dist (PDSE.DE) 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.


PDSE.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.00

1.35

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.08

3.18

-3.27

Martin ratioReturn relative to average drawdown

-0.15

11.76

-11.92

Dividends

Dividend History

Invesco Preferred Shares UCITS ETF EUR Hedged Dist provided a 5.53% dividend yield over the last twelve months, with an annual payout of €0.69 per share.


4.00%4.50%5.00%5.50%€0.00€0.20€0.40€0.60€0.80€1.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend€0.69€0.68€0.71€0.74€0.80€0.85€0.86€0.91€0.67

Dividend yield

5.53%5.23%5.31%5.27%5.80%4.50%4.42%4.58%3.71%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Preferred Shares UCITS ETF EUR Hedged Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.17€0.00€0.00€0.18€0.00€0.35
2025€0.00€0.00€0.18€0.00€0.00€0.17€0.00€0.00€0.16€0.00€0.00€0.18€0.68
2024€0.00€0.00€0.18€0.00€0.00€0.17€0.00€0.00€0.17€0.00€0.00€0.20€0.71
2023€0.00€0.00€0.19€0.00€0.00€0.19€0.00€0.00€0.18€0.00€0.00€0.18€0.74
2022€0.00€0.00€0.20€0.00€0.00€0.21€0.00€0.00€0.21€0.00€0.00€0.19€0.80
2021€0.00€0.00€0.21€0.00€0.00€0.23€0.00€0.00€0.21€0.00€0.00€0.21€0.85

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 Preferred Shares UCITS ETF EUR Hedged Dist. 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 Preferred Shares UCITS ETF EUR Hedged Dist was 31.94%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Invesco Preferred Shares UCITS ETF EUR Hedged Dist drawdown is 18.42%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.94%Mar 2020
1mo 10d7mo 28d
9mo 8dFeb 2020 - Nov 2020
2023 bear market2023
-29.67%Oct 2023
2y 3mo
4y 11moJul 2021 - now
Rate-hike selloffLate 2018
-9.20%Dec 2018
5mo 20d3mo 6d
8mo 26dJul 2018 - Apr 2019
2021 pullback2021
-4.23%Feb 2021
2mo 4d1mo 10d
3mo 14dDec 2020 - Apr 2021
2019 pullback2019
-2.40%Dec 2019
1mo 8d1mo 1d
2mo 9dOct 2019 - Jan 2020

Drawdown Indicators


PDSE.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.94%

-51.62%

+19.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-7.57%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.68%

-23.99%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-23.99%

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-18.42%

-0.43%

-17.99%

Average Drawdown

Average peak-to-trough decline

-10.80%

-9.08%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.04%

+1.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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