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ISIN
US73935X5757
CUSIP
73935X575
Issuer
Invesco
Inception Date
Dec 6, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ OMX US Water Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

PHO Performance Chart

Invesco Water Resources ETF (PHO) is down 4.8% since the beginning of the year. PHO is currently trading at $67 per share. Investors who bought $1,000 worth of PHO shares 5 years ago would now be looking at an investment worth $1,301.


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S&P 500 Index

Returns By Period

Invesco Water Resources ETF (PHO) has returned -4.80% so far this year and -1.51% over the past 12 months. Over the last ten years, PHO has returned 11.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Water Resources ETF

1D
-0.65%
1M
2.31%
YTD
-4.80%
6M
-6.74%
1Y
-1.51%
3Y*
7.41%
5Y*
5.40%
10Y*
11.81%

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)

PHO Monthly Returns History

Based on dividend-adjusted daily data since Dec 6, 2005, PHO's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +17.5%, while the worst month was Oct 2008 at -24.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PHO closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.8%, while the worst single day was Dec 1, 2008 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.91%0.79%-8.31%2.77%-4.09%1.55%-4.80%
20254.00%-1.74%-3.88%1.26%4.16%2.89%0.79%3.42%-0.91%-0.93%1.33%-2.62%7.62%
2024-2.63%7.85%4.26%-3.55%3.11%-1.83%7.30%0.27%1.08%-3.25%5.14%-8.19%8.59%
20235.49%-2.52%0.82%-1.44%-1.01%8.56%2.62%-1.26%-6.84%-4.44%11.35%7.75%18.85%
2022-12.94%-3.04%3.31%-8.05%0.59%-5.67%12.87%-4.77%-7.84%10.19%5.85%-3.16%-14.86%
2021-0.65%4.38%2.61%5.63%1.72%0.91%6.05%3.70%-7.00%5.90%-1.05%6.16%31.28%

Benchmark Metrics

Invesco Water Resources ETF has an annualized alpha of -0.67%, beta of 1.06, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since December 06, 2005.

  • This ETF participated in 108.03% of S&P 500 Index downside but only 103.94% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.06 and R2 of 0.77, 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
-0.67%
Beta
1.06
0.77
Upside Capture
103.94%
Downside Capture
108.03%

Expense Ratio

PHO has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PHO ranks 7 for risk / return — in the bottom 7% 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.


PHO Risk / Return Rank: 77
Overall Rank
PHO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PHO Sortino Ratio Rank: 77
Sortino Ratio Rank
PHO Omega Ratio Rank: 77
Omega Ratio Rank
PHO Calmar Ratio Rank: 88
Calmar Ratio Rank
PHO Martin Ratio Rank: 77
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 Water Resources ETF (PHO) 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.


PHOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.00

1.37

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.11

2.78

-2.89

Martin ratioReturn relative to average drawdown

-0.26

12.44

-12.70

Dividends

Dividend History

Invesco Water Resources ETF provided a 0.76% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.51$0.38$0.30$0.36$0.25$0.12$0.18$0.17$0.13$0.10$0.12$0.16

Dividend yield

0.76%0.54%0.45%0.59%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Water Resources 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$0.10$0.00$0.00$0.12$0.23
2025$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.08$0.38
2024$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.09$0.30
2023$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.05$0.00$0.00$0.12$0.36
2022$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.13$0.25
2021$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.03$0.12

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 Water Resources 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 Water Resources ETF was 55.62%, occurring on Mar 9, 2009. Recovery took 980 trading sessions.

The current Invesco Water Resources ETF drawdown is 10.06%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.62%Mar 2009
9mo 6d3y 10mo
4y 7moJun 2008 - Jan 2013
COVID crash2020
-34.92%Mar 2020
1mo 4d6mo 18d
7mo 22dFeb 2020 - Oct 2020
2016 bear market2016
-29.71%Jan 2016
1y 7mo1y 3mo
2y 10moJun 2014 - Apr 2017
Bear market2022
-28.60%Jun 2022
5mo 14d1y 6mo
1y 11moJan 2022 - Dec 2023
Financial crisis2007–2009
-19.37%Jan 2008
3mo 13d4mo 9d
7mo 22dOct 2007 - May 2008

Drawdown Indicators


PHOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.62%

-56.78%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-9.10%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-18.90%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-25.43%

-3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

-33.92%

-1.00%

Current Drawdown

Current decline from peak

-10.06%

-1.80%

-8.26%

Average Drawdown

Average peak-to-trough decline

-10.18%

-10.71%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

2.03%

+3.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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