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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco Dynamic Leisure & Entertainment ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco Dynamic Leisure & Entertainment ETF (PEJ) has returned -5.26% so far this year and 19.67% over the past 12 months. Over the last ten years, PEJ has returned 5.21% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Invesco Dynamic Leisure & Entertainment ETF
- 1D
- 3.67%
- 1M
- -5.77%
- YTD
- -5.26%
- 6M
- -3.98%
- 1Y
- 19.67%
- 3Y*
- 12.92%
- 5Y*
- 4.96%
- 10Y*
- 5.21%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 23, 2005, PEJ's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 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 52% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.84% | 2.43% | -5.77% | -5.26% | |||||||||
| 2025 | 7.01% | -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% |
| 2023 | 13.57% | -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% |
| 2021 | 3.87% | 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 0.16%, beta of 1.01, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since June 24, 2005.
- This ETF participated in 110.45% of S&P 500 Index downside but only 106.69% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.01 and R² of 0.64, 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
- 0.16%
- Beta
- 1.01
- R²
- 0.64
- Upside Capture
- 106.69%
- Downside Capture
- 110.45%
Expense Ratio
PEJ has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PEJ ranks 47 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and compare them to a chosen benchmark (S&P 500 Index).
| PEJ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.39 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.40 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.61 | -1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PEJ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco Dynamic Leisure & Entertainment ETF provided a 0.42% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.15 | $0.21 | $0.19 | $0.16 | $0.17 | $0.37 | $0.18 | $0.31 | $0.30 | $0.27 | $0.19 |
Dividend yield | 0.42% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.12 | |||||||||
| 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 6.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.03% | Jul 9, 2007 | 349 | Nov 20, 2008 | 511 | Dec 2, 2010 | 860 |
| -58.96% | Jul 20, 2018 | 418 | Mar 18, 2020 | 234 | Feb 22, 2021 | 652 |
| -36.42% | Mar 16, 2021 | 387 | Sep 26, 2022 | 545 | Nov 25, 2024 | 932 |
| -25.75% | Feb 19, 2025 | 35 | Apr 8, 2025 | 59 | Jul 3, 2025 | 94 |
| -23.9% | Jul 8, 2011 | 61 | Oct 3, 2011 | 88 | Feb 8, 2012 | 149 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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