PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco Dynamic Leisure & Entertainment ETF (PEJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46137V7203
CUSIP46137V720
IssuerInvesco
Inception DateJun 23, 2005
RegionNorth America (U.S.)
CategoryConsumer Discretionary Equities
Index TrackedDynamic Leisure and Entertainment Intellidex Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco Dynamic Leisure & Entertainment ETF has a high expense ratio of 0.55%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.55%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with PEJ

Invesco Dynamic Leisure & Entertainment ETF

Popular comparisons: PEJ vs. CHIQ, PEJ vs. BEDZ, PEJ vs. SCHD, PEJ vs. VDC, PEJ vs. VXUS, PEJ vs. XTN, PEJ vs. VCR, PEJ vs. AWAY, PEJ vs. JETS, PEJ vs. ABNB

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.


200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
260.33%
337.11%
PEJ (Invesco Dynamic Leisure & Entertainment ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Dynamic Leisure & Entertainment ETF had a return of 10.80% year-to-date (YTD) and 18.61% in the last 12 months. Over the past 10 years, Invesco Dynamic Leisure & Entertainment ETF had an annualized return of 3.85%, while the S&P 500 had an annualized return of 10.96%, indicating that Invesco Dynamic Leisure & Entertainment ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.80%10.04%
1 month7.17%3.53%
6 months22.42%22.79%
1 year18.61%32.16%
5 years (annualized)2.16%13.15%
10 years (annualized)3.85%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.33%5.96%
2023-5.38%-6.28%-6.78%8.73%7.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Invesco Dynamic Leisure & Entertainment ETF (PEJ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PEJ
Invesco Dynamic Leisure & Entertainment ETF
1.11
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Invesco Dynamic Leisure & Entertainment ETF Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.11
2.76
PEJ (Invesco Dynamic Leisure & Entertainment ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Dynamic Leisure & Entertainment ETF granted a 0.48% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.22$0.19$0.16$0.17$0.37$0.18$0.31$0.30$0.27$0.19$0.18$0.14

Dividend yield

0.48%0.46%0.43%0.34%0.92%0.39%0.78%0.68%0.68%0.52%0.51%0.42%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
2020$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.28
2019$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.03$0.00$0.00$0.07
2018$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.07
2017$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.03$0.00$0.00$0.00
2016$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.11
2015$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.03
2014$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.07
2013$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.07

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-14.14%
0
PEJ (Invesco Dynamic Leisure & Entertainment ETF)
Benchmark (^GSPC)

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 14.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.03%Jul 9, 2007349Nov 20, 2008511Dec 2, 2010860
-58.96%Jul 20, 2018418Mar 18, 2020234Feb 22, 2021652
-36.42%Mar 16, 2021387Sep 26, 2022
-23.9%Jul 8, 201161Oct 3, 201188Feb 8, 2012149
-21.7%Mar 23, 2015223Feb 8, 2016198Nov 17, 2016421

Volatility

Volatility Chart

The current Invesco Dynamic Leisure & Entertainment ETF volatility is 3.61%, 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%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
3.61%
2.82%
PEJ (Invesco Dynamic Leisure & Entertainment ETF)
Benchmark (^GSPC)