Invesco Dynamic Leisure & Entertainment ETF (PEJ)
PEJ is a passive ETF by Invesco tracking the investment results of the Dynamic Leisure and Entertainment Intellidex Index. PEJ launched on Jun 23, 2005 and has a 0.55% expense ratio.
ETF Info
ISIN | US46137V7203 |
---|---|
CUSIP | 46137V720 |
Issuer | Invesco |
Inception Date | Jun 23, 2005 |
Region | North America (U.S.) |
Category | Consumer Discretionary Equities |
Index Tracked | Dynamic Leisure and Entertainment Intellidex Index |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 10.80% | 10.04% |
1 month | 7.17% | 3.53% |
6 months | 22.42% | 22.79% |
1 year | 18.61% | 32.16% |
5 years (annualized) | 2.16% | 13.15% |
10 years (annualized) | 3.85% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Invesco Dynamic Leisure & Entertainment ETF | 1.11 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 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 | — | — | — |
-23.9% | Jul 8, 2011 | 61 | Oct 3, 2011 | 88 | Feb 8, 2012 | 149 |
-21.7% | Mar 23, 2015 | 223 | Feb 8, 2016 | 198 | Nov 17, 2016 | 421 |
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.