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ISIN
US73935X4016
CUSIP
73935X401
Issuer
Invesco
Inception Date
Dec 9, 2004
Region
Emerging Asia Pacific (China)
Leveraged
1x (No leverage)
Index Tracked
Halter USX China Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$102M

Share Price Chart


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Performance

PGJ Performance Chart

Invesco Golden Dragon China ETF (PGJ) is down 8.8% since the beginning of the year. PGJ is currently trading at $26 per share. Investors who bought $1,000 worth of PGJ shares 5 years ago would now be looking at an investment worth $497.


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S&P 500 Index

Returns By Period

Invesco Golden Dragon China ETF (PGJ) has returned -8.75% so far this year and -1.79% over the past 12 months. Over the last ten years, PGJ has returned 0.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Invesco Golden Dragon China ETF

1D
1.98%
1M
-1.05%
YTD
-8.75%
6M
-12.02%
1Y
-1.79%
3Y*
3.86%
5Y*
-13.04%
10Y*
0.64%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGJ Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2004, PGJ's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +41.8%, while the worst month was Oct 2022 at -25.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PGJ closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +33.4%, while the worst single day was Oct 24, 2022 at -14.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.78%-5.92%-7.21%3.25%-4.57%3.22%-8.75%
20254.43%8.60%0.03%-8.98%1.56%4.50%2.17%6.32%9.26%-4.13%-5.72%-3.32%13.66%
2024-14.18%12.35%-2.07%1.46%2.73%-9.32%-1.35%-0.77%30.30%-4.75%-3.28%0.98%5.91%
202318.15%-11.03%3.42%-9.77%-8.77%9.29%20.32%-10.39%-5.26%-6.61%3.96%0.64%-2.38%
2022-5.07%-4.85%-12.08%-4.97%2.80%15.41%-10.86%6.23%-17.58%-24.99%41.78%1.60%-24.50%
20218.92%7.29%-14.92%-0.14%-5.41%2.08%-22.24%-1.60%-9.95%5.05%-5.48%-12.89%-42.87%

Benchmark Metrics

Invesco Golden Dragon China ETF has an annualized alpha of -2.00%, beta of 1.15, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since December 10, 2004.

  • This ETF participated in 112.39% of S&P 500 Index downside but only 90.52% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.40 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.00%
Beta
1.15
0.40
Upside Capture
90.52%
Downside Capture
112.39%

Expense Ratio

PGJ has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PGJ ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


PGJ Risk / Return Rank: 88
Overall Rank
PGJ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PGJ Sortino Ratio Rank: 88
Sortino Ratio Rank
PGJ Omega Ratio Rank: 88
Omega Ratio Rank
PGJ Calmar Ratio Rank: 88
Calmar Ratio Rank
PGJ Martin Ratio Rank: 88
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 Golden Dragon China ETF (PGJ) and compare them to S&P 500 Index.


PGJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.07

2.39

-2.46

Sortino ratio

Return per unit of downside risk

0.07

3.25

-3.19

Omega ratio

Gain probability vs. loss probability

1.01

1.43

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.07

3.11

-3.18

Martin ratio

Return relative to average drawdown

-0.13

14.38

-14.52

Dividends

Dividend History

Invesco Golden Dragon China ETF provided a 3.47% dividend yield over the last twelve months, with an annual payout of $0.91 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.91$0.97$1.23$0.65$0.23$0.00$0.19$0.07$0.10$0.92$0.55$0.12

Dividend yield

3.47%3.38%4.70%2.50%0.84%0.00%0.30%0.17%0.31%2.05%1.94%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Golden Dragon China ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.07$0.00$0.00$0.21$0.00$0.00$0.48$0.00$0.00$0.20$0.97
2024$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$0.15$0.00$0.00$0.07$1.23
2023$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.40$0.65
2022$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.08$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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 Golden Dragon China 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 Golden Dragon China ETF was 78.37%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Invesco Golden Dragon China ETF drawdown is 65.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-78.37%Oct 2022
1y 8mo
5y 3moFeb 2021 - now
Financial crisis2007–2009
-71.37%Nov 2008
1y 20d6y 6mo
7y 7moNov 2007 - Jun 2015
2019 bear market2019
-39.55%Jan 2019
11mo 9d1y 6mo
2y 5moJan 2018 - Jul 2020
2015 bear market2015
-31.74%Sep 2015
3mo 15d1y 7mo
1y 10moJun 2015 - Apr 2017
2006 bear market2006
-20.75%Jun 2006
1mo 5d5mo 4d
6mo 9dMay 2006 - Nov 2006

Drawdown Indicators


PGJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-78.37%

-56.78%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-9.10%

-16.59%

Max Drawdown (3Y)

Largest decline over 3 years

-30.82%

-18.90%

-11.92%

Max Drawdown (5Y)

Largest decline over 5 years

-70.00%

-25.43%

-44.57%

Max Drawdown (10Y)

Largest decline over 10 years

-78.37%

-33.92%

-44.45%

Current Drawdown

Current decline from peak

-65.21%

0.00%

-65.21%

Average Drawdown

Average peak-to-trough decline

-31.73%

-10.72%

-21.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

1.97%

+11.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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