PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco Global Water ETF (PIO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73936T6230
CUSIP46138E651
IssuerInvesco
Inception DateJun 13, 2007
RegionDeveloped Markets (Broad)
CategoryWater Equities
Index TrackedNASDAQ OMX Global Water Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco Global Water ETF has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for PIO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


Loading data...

Compare to other instruments

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


Invesco Global Water ETF

Popular comparisons: PIO vs. PHO, PIO vs. FIW, PIO vs. IVV, PIO vs. SPY, PIO vs. VOO, PIO vs. ICLN, PIO vs. CGW, PIO vs. GM, PIO vs. EBLU, PIO vs. FMAT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Global Water ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
101.68%
230.59%
PIO (Invesco Global Water ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Global Water ETF had a return of 1.77% year-to-date (YTD) and 15.49% in the last 12 months. Over the past 10 years, Invesco Global Water ETF had an annualized return of 6.78%, while the S&P 500 had an annualized return of 10.42%, indicating that Invesco Global Water ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.77%5.05%
1 month-4.83%-4.27%
6 months26.42%18.82%
1 year15.49%21.22%
5 years (annualized)9.33%11.38%
10 years (annualized)6.78%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.61%6.73%4.94%
2023-6.40%-5.54%14.67%8.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PIO is 60, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of PIO is 6060
Invesco Global Water ETF(PIO)
The Sharpe Ratio Rank of PIO is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of PIO is 6262Sortino Ratio Rank
The Omega Ratio Rank of PIO is 6363Omega Ratio Rank
The Calmar Ratio Rank of PIO is 5252Calmar Ratio Rank
The Martin Ratio Rank of PIO is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Global Water ETF (PIO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PIO
Sharpe ratio
The chart of Sharpe ratio for PIO, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.16
Sortino ratio
The chart of Sortino ratio for PIO, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.001.68
Omega ratio
The chart of Omega ratio for PIO, currently valued at 1.21, compared to the broader market1.001.502.001.21
Calmar ratio
The chart of Calmar ratio for PIO, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.000.64
Martin ratio
The chart of Martin ratio for PIO, currently valued at 3.38, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Invesco Global Water ETF Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.16
1.81
PIO (Invesco Global Water ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Global Water ETF granted a 0.80% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.33$0.33$0.52$0.31$0.37$0.46$0.26$0.30$0.34$0.33$0.35

Dividend yield

0.80%0.84%1.02%1.19%0.88%1.20%2.00%1.00%1.45%1.63%1.42%1.50%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.01
2023$0.00$0.00$0.02$0.00$0.00$0.19$0.00$0.00$0.04$0.00$0.00$0.08
2022$0.00$0.00$0.03$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.07
2021$0.00$0.00$0.01$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.17
2020$0.00$0.00$0.01$0.00$0.00$0.17$0.00$0.00$0.05$0.00$0.00$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.08$0.00$0.00$0.06
2018$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.08$0.00$0.00$0.11
2017$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.05$0.00$0.00$0.09
2016$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.04$0.00$0.00$0.11
2015$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.04$0.00$0.00$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.03$0.00$0.00$0.08
2013$0.11$0.00$0.00$0.15$0.00$0.00$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.70%
-4.64%
PIO (Invesco Global Water ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Global Water 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 Global Water ETF was 64.92%, occurring on Mar 9, 2009. Recovery took 1322 trading sessions.

The current Invesco Global Water ETF drawdown is 6.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.92%Nov 1, 2007339Mar 9, 20091322Jun 9, 20141661
-35.76%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-34.27%Dec 30, 2021187Sep 27, 2022377Mar 28, 2024564
-26.34%May 22, 2015183Feb 11, 2016397Sep 8, 2017580
-16.97%Jan 23, 2018233Dec 24, 201853Mar 13, 2019286

Volatility

Volatility Chart

The current Invesco Global Water ETF volatility is 5.07%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.07%
3.30%
PIO (Invesco Global Water ETF)
Benchmark (^GSPC)