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ISIN
US73936Q2075
CUSIP
46138E867
Issuer
Invesco
Inception Date
Dec 28, 2007
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Dorsey Wright Emerging Markets Technical Leaders Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$258M

Share Price Chart


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Performance

PIE Performance Chart

Invesco DWA Emerging Markets Momentum ETF (PIE) is up 46.2% since the beginning of the year. PIE is currently trading at $34 per share. Investors who bought $1,000 worth of PIE shares 5 years ago would now be looking at an investment worth $1,480.


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S&P 500 Index

Returns By Period

Invesco DWA Emerging Markets Momentum ETF (PIE) has returned 46.17% so far this year and 75.16% over the past 12 months. Over the last ten years, PIE has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco DWA Emerging Markets Momentum ETF

1D
1.28%
1M
8.46%
YTD
46.17%
6M
42.19%
1Y
75.16%
3Y*
25.41%
5Y*
8.16%
10Y*
11.05%

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)

PIE Monthly Returns History

Based on dividend-adjusted daily data since Dec 28, 2007, PIE's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +18.7%, while the worst month was Oct 2008 at -30.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PIE closed higher 52% of trading days. The best single day was Mar 11, 2008 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.02%10.03%-8.10%18.73%5.63%5.73%46.17%
2025-3.69%0.27%-2.01%0.26%5.89%9.63%1.24%10.99%4.04%-0.24%-0.77%-1.15%25.98%
2024-0.41%3.21%3.05%0.62%2.27%0.71%-3.32%-0.46%1.08%-2.38%-2.24%-2.15%-0.27%
20236.20%-4.18%2.72%-1.34%0.27%4.04%6.10%-3.66%-2.87%-6.09%9.07%3.94%13.71%
2022-7.02%2.58%-5.07%-6.64%1.15%-13.75%-0.12%0.07%-11.21%-3.33%15.38%-2.42%-28.77%
20212.47%4.97%-2.37%6.51%0.77%6.25%-5.77%-0.58%-4.57%1.81%0.85%3.98%14.30%

Benchmark Metrics

Invesco DWA Emerging Markets Momentum ETF has an annualized alpha of -3.60%, beta of 0.92, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since December 28, 2007.

  • This ETF participated in 109.87% of S&P 500 Index downside but only 84.85% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.60% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.55, 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
-3.60%
Beta
0.92
0.55
Upside Capture
84.85%
Downside Capture
109.87%

Expense Ratio

PIE has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PIE ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PIE Risk / Return Rank: 9292
Overall Rank
PIE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIE Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIE Omega Ratio Rank: 9090
Omega Ratio Rank
PIE Calmar Ratio Rank: 9595
Calmar Ratio Rank
PIE Martin Ratio Rank: 9494
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 DWA Emerging Markets Momentum ETF (PIE) 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.


PIEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

7.65

2.78

+4.87

Martin ratioReturn relative to average drawdown

23.94

12.44

+11.50

Dividends

Dividend History

Invesco DWA Emerging Markets Momentum ETF provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.78$0.54$0.45$0.51$0.61$0.33$0.30$0.44$0.52$0.33$0.22$0.12

Dividend yield

2.26%2.28%2.33%2.59%3.45%1.28%1.32%2.29%3.32%1.63%1.48%0.80%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DWA Emerging Markets Momentum 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$0.03$0.00$0.00$0.22$0.24
2025$0.00$0.00$0.01$0.00$0.00$0.21$0.00$0.00$0.08$0.00$0.00$0.24$0.54
2024$0.00$0.00$0.03$0.00$0.00$0.24$0.00$0.00$0.14$0.00$0.00$0.04$0.45
2023$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.29$0.00$0.00$0.06$0.51
2022$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.34$0.00$0.00$0.05$0.61
2021$0.00$0.00$0.01$0.00$0.00$0.03$0.00$0.00$0.14$0.00$0.00$0.15$0.33

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 DWA Emerging Markets Momentum 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 DWA Emerging Markets Momentum ETF was 72.98%, occurring on Mar 2, 2009. Recovery took 2973 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.98%Mar 2009
1y 1mo11y 9mo
12y 11moJan 2008 - Dec 2020
Bear market2022
-40.32%Oct 2022
1y 3mo3y 2mo
4y 5moJul 2021 - Jan 2026
2021 correction2021
-12.87%Mar 2021
18d2mo 25d
3mo 13dFeb 2021 - Jun 2021
2026 pullback2026
-9.87%Mar 2026
18d21d
1mo 9dMar 2026 - Apr 2026
2026 pullback2026
-7.85%Jun 2026
9d10d
19dMay 2026 - Jun 2026

Drawdown Indicators


PIEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.98%

-56.78%

-16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-9.10%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

-18.90%

-9.79%

Max Drawdown (5Y)

Largest decline over 5 years

-40.32%

-25.43%

-14.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

-33.92%

-6.40%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-26.02%

-10.71%

-15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.03%

+1.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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