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ISIN
US46137V7203
CUSIP
46137V720
Issuer
Invesco
Inception Date
Jun 23, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dynamic Leisure and Entertainment Intellidex Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$265M

Share Price Chart


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Performance

PEJ Performance Chart

Invesco Dynamic Leisure & Entertainment ETF (PEJ) is up 6.1% since the beginning of the year. PEJ is currently trading at $65 per share. Investors who bought $1,000 worth of PEJ shares 5 years ago would now be looking at an investment worth $1,273.


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S&P 500 Index

Returns By Period

Invesco Dynamic Leisure & Entertainment ETF (PEJ) has returned 6.08% so far this year and 20.09% over the past 12 months. Over the last ten years, PEJ has returned 7.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Dynamic Leisure & Entertainment ETF

1D
-0.84%
1M
7.11%
YTD
6.08%
6M
4.61%
1Y
20.09%
3Y*
17.47%
5Y*
4.94%
10Y*
7.62%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEJ Monthly Returns History

Based on dividend-adjusted daily data since Jun 23, 2005, PEJ's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +23.3%, while the worst month was Mar 2020 at -32.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PEJ closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +16.2%, while the worst single day was Mar 16, 2020 at -14.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.84%2.43%-5.77%5.27%2.96%3.31%6.08%
20257.01%-2.17%-10.94%-1.32%11.04%6.73%1.27%3.26%1.90%-3.35%1.09%3.73%17.78%
2024-0.33%5.96%4.69%-4.24%-0.41%3.15%0.46%1.27%3.28%3.36%10.35%-4.03%25.08%
202313.57%-2.30%1.09%1.74%-5.43%6.91%3.37%-5.38%-6.28%-6.78%8.73%7.96%15.73%
2022-4.23%3.01%1.07%-11.24%-3.28%-13.24%9.21%-1.59%-11.09%11.34%2.70%-8.03%-25.37%
20213.87%15.61%-4.33%0.11%2.61%10.72%-5.76%1.10%1.21%0.30%-9.45%7.30%22.78%

Benchmark Metrics

Invesco Dynamic Leisure & Entertainment ETF has an annualized alpha of 0.07%, beta of 1.01, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 23, 2005.

  • This ETF participated in 109.35% of S&P 500 Index downside but only 104.89% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.01 and R2 of 0.63, 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
0.07%
Beta
1.01
0.63
Upside Capture
104.89%
Downside Capture
109.35%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PEJ ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PEJ Risk / Return Rank: 3434
Overall Rank
PEJ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PEJ Sortino Ratio Rank: 3333
Sortino Ratio Rank
PEJ Omega Ratio Rank: 3030
Omega Ratio Rank
PEJ Calmar Ratio Rank: 4040
Calmar Ratio Rank
PEJ Martin Ratio Rank: 3535
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 Dynamic Leisure & Entertainment ETF (PEJ) 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.


PEJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.96

2.78

-0.82

Martin ratioReturn relative to average drawdown

5.08

12.44

-7.36

Dividends

Dividend History

Invesco Dynamic Leisure & Entertainment ETF provided a 0.52% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.33$0.15$0.21$0.19$0.16$0.17$0.37$0.18$0.31$0.30$0.27$0.19

Dividend yield

0.52%0.24%0.40%0.46%0.43%0.34%0.92%0.39%0.78%0.68%0.68%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Dynamic Leisure & Entertainment 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$0.12$0.00$0.00$0.09$0.21
2025$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.07$0.15
2024$0.00$0.00$0.17$0.00$0.00$0.01$0.00$0.00$0.03$0.00$0.00$0.00$0.21
2023$0.00$0.00$0.14$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.00$0.19
2022$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.01$0.00$0.00$0.03$0.16
2021$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.06$0.00$0.00$0.07$0.17

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 Dynamic Leisure & Entertainment 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 Dynamic Leisure & Entertainment ETF was 66.03%, occurring on Nov 20, 2008. Recovery took 511 trading sessions.

The current Invesco Dynamic Leisure & Entertainment ETF drawdown is 1.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-66.03%Nov 2008
1y 4mo2y 12d
3y 4moJul 2007 - Dec 2010
COVID crash2020
-58.96%Mar 2020
1y 8mo11mo 11d
2y 7moJul 2018 - Feb 2021
Bear market2022
-36.42%Sep 2022
1y 6mo2y 2mo
3y 8moMar 2021 - Nov 2024
2025 selloff2025
-25.75%Apr 2025
1mo 18d2mo 26d
4mo 14dFeb 2025 - Jul 2025
2011 bear market2011
-23.90%Oct 2011
2mo 27d4mo 8d
7mo 5dJul 2011 - Feb 2012

Drawdown Indicators


PEJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.03%

-56.78%

-9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-9.10%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.75%

-18.90%

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-25.43%

-9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

-33.92%

-25.04%

Current Drawdown

Current decline from peak

-1.14%

-1.80%

+0.66%

Average Drawdown

Average peak-to-trough decline

-12.30%

-10.71%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.03%

+1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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