- Issuer
- Invesco
- Inception Date
- Dec 10, 2018
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco Preferred Shares UCITS ETF
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
PRFP.L Performance Chart
Invesco Preferred Shares UCITS ETF (PRFP.L) is down 0.8% since the beginning of the year. PRFP.L is currently trading at £11 per share. Investors who bought £1,000 worth of PRFP.L shares 5 years ago would now be looking at an investment worth £938.
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Returns By Period
Invesco Preferred Shares UCITS ETF (PRFP.L) has returned -0.84% so far this year and 2.08% over the past 12 months.
Invesco Preferred Shares UCITS ETF
- 1D
- -0.70%
- 1M
- -0.58%
- 6M
- -1.97%
- YTD
- -0.84%
- 1Y
- 2.08%
- 3Y*
- 2.70%
- 5Y*
- -1.28%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
PRFP.L Monthly Returns History
Based on dividend-adjusted daily data since Sep 28, 2017, PRFP.L's average daily return is 0.00%, while the average monthly return is -0.12%.
Historically, 50% of months were positive and 50% were negative. The best month was Jan 2023 with a return of +10.7%, while the worst month was Jul 2018 at -23.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PRFP.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Jul 16, 2018 at -24.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.49% | 2.99% | -1.99% | -0.51% | 0.66% | 0.06% | -1.50% | -0.84% | |||||
| 2025 | 2.46% | -0.66% | -5.58% | -4.52% | -1.59% | 0.07% | 5.49% | 0.46% | 1.63% | 1.77% | -1.58% | -1.99% | -4.46% |
| 2024 | 3.27% | 0.87% | 1.58% | -3.56% | -0.17% | 1.54% | -0.46% | 1.15% | 1.48% | 2.16% | 0.70% | -2.12% | 6.43% |
| 2023 | 10.68% | -1.53% | -6.89% | -0.14% | -1.91% | -1.44% | 0.36% | -0.29% | 3.02% | -4.92% | 4.79% | 2.80% | 3.44% |
| 2022 | -4.10% | -3.33% | 1.29% | -2.70% | 3.18% | -0.42% | 4.99% | 0.86% | 0.52% | -7.58% | -0.37% | -4.45% | -12.08% |
| 2021 | -2.29% | -3.42% | 4.86% | 0.36% | -1.75% | 4.03% | -0.65% | 1.13% | 1.83% | -1.17% | 0.74% | 0.68% | 4.09% |
Benchmark Metrics
Invesco Preferred Shares UCITS ETF has an annualized alpha of -4.04%, beta of 0.24, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since September 28, 2017.
- This ETF participated in 46.58% of S&P 500 Index downside but only 12.60% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.24 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -4.04%
- Beta
- 0.24
- R²
- 0.09
- Upside Capture
- 12.60%
- Downside Capture
- 46.58%
Expense Ratio
PRFP.L has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRFP.L ranks 13 for risk / return — in the bottom 13% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Preferred Shares UCITS ETF (PRFP.L) 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.
| PRFP.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.31 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.50 | -2.09 |
| Martin ratioReturn relative to average drawdown | 0.76 | 9.11 | -8.35 |
Dividends
Dividend History
Invesco Preferred Shares UCITS ETF provided a 5.58% dividend yield over the last twelve months, with an annual payout of £0.60 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £0.60 | £0.60 | £0.62 | £0.65 | £0.69 | £0.64 | £0.71 | £0.71 | £0.71 | £0.11 |
Dividend yield | 5.58% | 5.38% | 5.08% | 5.39% | 5.57% | 4.36% | 4.81% | 4.64% | 5.05% | 0.57% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco Preferred Shares UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.15 | £0.00 | £0.30 | |||||
| 2025 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.14 | £0.00 | £0.00 | £0.16 | £0.60 |
| 2024 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.17 | £0.62 |
| 2023 | £0.00 | £0.00 | £0.17 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.16 | £0.65 |
| 2022 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.17 | £0.00 | £0.00 | £0.18 | £0.00 | £0.00 | £0.17 | £0.69 |
| 2021 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.18 | £0.00 | £0.00 | £0.15 | £0.00 | £0.00 | £0.16 | £0.64 |
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 Preferred Shares UCITS 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 Preferred Shares UCITS ETF was 33.34%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current Invesco Preferred Shares UCITS ETF drawdown is 19.04%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.34%Mar 2020 | 1y 8mo | — | 8y 9dJul 2018 - now | COVID crash2020 |
-4.30%Feb 2018 | 1mo 29d | 5mo 1d | 7moDec 2017 - Jul 2018 | — |
-1.03%Oct 2017 | 7d | 11d | 18dOct 2017 - Oct 2017 | — |
-0.80%Nov 2017 | 18d | 10d | 28dOct 2017 - Nov 2017 | — |
-0.48%Nov 2017 | 3d | 6d | 9dNov 2017 - Dec 2017 | — |
Drawdown Indicators
| PRFP.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -37.07% | +3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -8.03% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -13.79% | -22.15% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -20.03% | -22.15% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -19.04% | -1.42% | -17.62% |
Average DrawdownAverage peak-to-trough decline | -16.25% | -5.29% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.20% | +0.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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