- ISIN
- US46137V7203
- CUSIP
- 46137V720
- Issuer
- Invesco
- Inception Date
- Jun 23, 2005
- Region
- North America (U.S.)
- Category
- Consumer Discretionary Equities
- 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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.84% | 2.43% | -5.77% | 5.27% | 2.96% | 3.31% | 6.08% | ||||||
| 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 0.07%, 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
- R²
- 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.
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.
| PEJ | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 4mo | 2y 12d | 3y 4moJul 2007 - Dec 2010 |
COVID crash2020 | -58.96%Mar 2020 | 1y 8mo | 11mo 11d | 2y 7moJul 2018 - Feb 2021 |
Bear market2022 | -36.42%Sep 2022 | 1y 6mo | 2y 2mo | 3y 8moMar 2021 - Nov 2024 |
2025 selloff2025 | -25.75%Apr 2025 | 1mo 18d | 2mo 26d | 4mo 14dFeb 2025 - Jul 2025 |
2011 bear market2011 | -23.90%Oct 2011 | 2mo 27d | 4mo 8d | 7mo 5dJul 2011 - Feb 2012 |
Drawdown Indicators
| PEJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.14% | -1.80% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -10.71% | -1.59% |
Ulcer IndexDepth 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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