PortfoliosLab logoPortfoliosLab logo
ISIN
US73935X3026
CUSIP
73935X302
Issuer
Invesco
Inception Date
Dec 9, 2004
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ US Dividend Achievers 50 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$1B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

PEY Performance Chart

Invesco High Yield Equity Dividend Achievers™ ETF (PEY) is up 12.8% since the beginning of the year. PEY is currently trading at $22 per share. Investors who bought $1,000 worth of PEY shares 5 years ago would now be looking at an investment worth $1,374.


Loading charts...

S&P 500 Index

Returns By Period

Invesco High Yield Equity Dividend Achievers™ ETF (PEY) has returned 12.79% so far this year and 17.56% over the past 12 months. Over the last ten years, PEY has returned 8.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco High Yield Equity Dividend Achievers™ ETF

1D
-1.17%
1M
0.55%
YTD
12.79%
6M
11.78%
1Y
17.56%
3Y*
11.61%
5Y*
6.56%
10Y*
8.61%

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)

PEY Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2004, PEY's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +16.7%, while the worst month was Jan 2009 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PEY closed higher 51% of trading days. The best single day was Sep 18, 2008 with a return of +15.2%, while the worst single day was Dec 1, 2008 at -13.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.51%1.02%-1.27%5.64%0.96%-0.44%12.79%
20252.65%1.75%-2.31%-7.28%2.59%1.17%1.25%4.72%-1.46%-1.47%-0.08%-0.45%0.56%
2024-4.00%-2.02%5.12%-3.15%1.73%-2.42%10.18%1.52%0.94%-1.11%6.81%-7.16%5.25%
20233.67%-3.62%-2.66%0.65%-8.16%5.53%5.02%3.22%-6.85%-4.31%7.56%8.81%7.29%
20221.49%-0.22%3.41%-3.36%5.48%-6.74%3.35%-2.68%-9.19%11.36%4.75%-3.41%2.45%
20210.58%7.73%8.65%2.30%2.74%-2.00%-1.81%1.17%-2.53%3.13%-3.29%7.72%26.15%

Benchmark Metrics

Invesco High Yield Equity Dividend Achievers™ ETF has an annualized alpha of -1.33%, beta of 0.96, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 09, 2004.

  • This ETF participated in 89.50% of S&P 500 Index downside but only 78.72% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R2 of 0.67, 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
-1.33%
Beta
0.96
0.67
Upside Capture
78.72%
Downside Capture
89.50%

Expense Ratio

PEY has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PEY ranks 37 for risk / return — below 37% 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.


PEY Risk / Return Rank: 3737
Overall Rank
PEY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 3838
Sortino Ratio Rank
PEY Omega Ratio Rank: 3232
Omega Ratio Rank
PEY Calmar Ratio Rank: 4141
Calmar Ratio Rank
PEY Martin Ratio Rank: 3737
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 High Yield Equity Dividend Achievers™ ETF (PEY) 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.


PEYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.99

2.78

-0.80

Martin ratioReturn relative to average drawdown

5.55

12.44

-6.89

Dividends

Dividend History

Invesco High Yield Equity Dividend Achievers™ ETF provided a 4.92% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.11$0.99$0.94$0.97$0.87$0.81$0.75$0.72$0.69$0.57$0.53$0.46

Dividend yield

4.92%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco High Yield Equity Dividend Achievers™ ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.08$0.08$0.07$0.08$0.09$0.10$0.50
2025$0.08$0.07$0.07$0.08$0.09$0.09$0.09$0.08$0.09$0.10$0.08$0.08$0.99
2024$0.08$0.08$0.08$0.07$0.08$0.07$0.09$0.08$0.07$0.09$0.08$0.08$0.94
2023$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.09$0.11$0.12$0.97
2022$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.11$0.87
2021$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.81

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco High Yield Equity Dividend Achievers™ 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 High Yield Equity Dividend Achievers™ ETF was 72.81%, occurring on Mar 9, 2009. Recovery took 1265 trading sessions.

The current Invesco High Yield Equity Dividend Achievers™ ETF drawdown is 3.57%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.81%Mar 2009
2y 2mo5y 10d
7y 2moDec 2006 - Mar 2014
COVID crash2020
-41.55%Mar 2020
2mo 6d9mo 27d
12mo 3dJan 2020 - Jan 2021
2025 selloff2025
-17.90%Apr 2025
4mo 13d10mo 1d
1y 2moNov 2024 - Feb 2026
Rate-hike selloffLate 2018
-16.31%Dec 2018
3mo 11d2mo 24d
6mo 5dSep 2018 - Mar 2019
Bear market2022
-15.95%Sep 2022
5mo 12d1y 2mo
1y 7moApr 2022 - Dec 2023

Drawdown Indicators


PEYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.81%

-56.78%

-16.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-9.10%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-18.90%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-25.43%

+7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-33.92%

-7.63%

Current Drawdown

Current decline from peak

-3.57%

-1.80%

-1.77%

Average Drawdown

Average peak-to-trough decline

-12.85%

-10.71%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.03%

+1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PEY

Add Invesco High Yield Equity Dividend Achievers™ ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PEY