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Invesco DWA Developed Markets Momentum ETF

PIZ
ETF · Currency in USD
Issuer
Invesco
Inception Date
Dec 28, 2007
Region
Global ex-U.S. (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.80%
Index Tracked
Dorsey Wright Developed Markets Technical Leaders Index
ETF Home Page
www.etf.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

PIZPrice Chart


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PIZPerformance

The chart shows the growth of $10,000 invested in Invesco DWA Developed Markets Momentum ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,250 for a total return of roughly 152.50%. All prices are adjusted for splits and dividends.


PIZ (Invesco DWA Developed Markets Momentum ETF)
Benchmark (S&P 500)

PIZReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-2.28%
6M11.01%
YTD18.48%
1Y26.60%
5Y13.28%
10Y9.66%

PIZMonthly Returns Heatmap


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PIZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco DWA Developed Markets Momentum ETF Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


PIZ (Invesco DWA Developed Markets Momentum ETF)
Benchmark (S&P 500)

PIZDividends

Invesco DWA Developed Markets Momentum ETF granted a 0.42% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.17 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.17$0.13$0.46$0.24$0.36$0.47$0.26$0.39$0.75$0.40$0.51$0.10

Dividend yield

0.42%0.37%1.58%1.05%1.30%2.21%1.09%1.61%2.82%1.97%2.90%0.43%

PIZDrawdowns Chart

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


PIZ (Invesco DWA Developed Markets Momentum ETF)
Benchmark (S&P 500)

PIZWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco DWA Developed Markets Momentum ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco DWA Developed Markets Momentum ETF is 36.44%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.44%Feb 13, 202027Mar 23, 202095Aug 6, 2020122
-31.96%May 2, 2011108Oct 3, 2011407May 17, 2013515
-24.79%Jan 29, 2018229Dec 24, 2018254Dec 27, 2019483
-22.95%Mar 7, 2014488Feb 11, 2016359Jul 17, 2017847
-21.75%Apr 16, 201028May 25, 201085Sep 24, 2010113
-17.22%Jan 12, 201019Feb 8, 201038Apr 5, 201057
-12.56%Sep 3, 202126Oct 11, 2021
-10.81%May 21, 201324Jun 24, 201319Jul 22, 201343
-9.45%Mar 4, 20119Mar 16, 201113Apr 4, 201122
-9.01%Feb 17, 202114Mar 8, 202122Apr 8, 202136

PIZVolatility Chart

Current Invesco DWA Developed Markets Momentum ETF volatility is 11.68%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PIZ (Invesco DWA Developed Markets Momentum ETF)
Benchmark (S&P 500)

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