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ISIN
US73935X3695
CUSIP
73935X369
Issuer
Invesco
Inception Date
Oct 12, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
DWA Industrials Technical Leaders Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$472M

Share Price Chart


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Performance

PRN Performance Chart

Invesco DWA Industrials Momentum ETF (PRN) is up 50.4% since the beginning of the year. PRN is currently trading at $263 per share. Investors who bought $1,000 worth of PRN shares 5 years ago would now be looking at an investment worth $2,686.


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S&P 500 Index

Returns By Period

Invesco DWA Industrials Momentum ETF (PRN) has returned 50.44% so far this year and 74.79% over the past 12 months. Looking at the last ten years, PRN has achieved an annualized return of 19.46%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Invesco DWA Industrials Momentum ETF

1D
2.86%
1M
10.92%
YTD
50.44%
6M
44.68%
1Y
74.79%
3Y*
37.93%
5Y*
21.85%
10Y*
19.46%

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)

PRN Monthly Returns History

Based on dividend-adjusted daily data since Oct 12, 2006, PRN's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +19.2%, while the worst month was Oct 2008 at -20.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PRN closed higher 54% of trading days. The best single day was Sep 22, 2008 with a return of +11.4%, while the worst single day was Sep 23, 2008 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.41%7.79%-6.37%19.20%5.86%6.99%50.44%
20252.31%-5.70%-7.16%-0.65%8.32%6.03%4.52%-0.03%5.41%6.09%-5.87%1.19%13.74%
20240.62%12.03%4.58%-5.52%4.28%-3.00%6.83%2.08%5.37%1.73%14.21%-13.36%30.35%
20237.83%3.01%-0.88%-0.54%-0.90%12.69%3.29%-0.87%-6.09%-4.82%11.85%10.22%37.96%
2022-14.12%-1.86%0.60%-8.24%0.13%-10.62%12.92%-2.57%-7.65%9.14%2.98%-5.79%-25.09%
20215.95%2.23%1.55%0.37%-1.94%-1.10%1.56%2.88%-4.40%10.74%4.89%0.81%25.21%

Benchmark Metrics

Invesco DWA Industrials Momentum ETF has an annualized alpha of 4.54%, beta of 1.05, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 12, 2006.

  • This ETF captured 123.27% of S&P 500 Index gains and 104.39% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 4.54% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.05 and R2 of 0.69, 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
4.54%
Beta
1.05
0.69
Upside Capture
123.27%
Downside Capture
104.39%

Expense Ratio

PRN has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRN ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PRN Risk / Return Rank: 7979
Overall Rank
PRN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRN Sortino Ratio Rank: 6969
Sortino Ratio Rank
PRN Omega Ratio Rank: 6969
Omega Ratio Rank
PRN Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRN Martin Ratio Rank: 8686
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 Industrials Momentum ETF (PRN) 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.


PRNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

5.31

2.78

+2.53

Martin ratioReturn relative to average drawdown

17.44

12.44

+5.00

Dividends

Dividend History

Invesco DWA Industrials Momentum ETF provided a 0.11% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.20%0.40%0.60%0.80%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.28$0.29$0.59$0.62$0.70$0.13$0.10$0.28$0.15$0.36$0.29$0.20

Dividend yield

0.11%0.17%0.39%0.52%0.82%0.11%0.10%0.42%0.29%0.60%0.57%0.44%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DWA Industrials 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.01$0.00$0.00$0.07$0.00$0.00$0.21$0.00$0.00$0.00$0.29
2024$0.00$0.00$0.07$0.00$0.00$0.03$0.00$0.00$0.24$0.00$0.00$0.25$0.59
2023$0.00$0.00$0.21$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.18$0.62
2022$0.00$0.00$0.03$0.00$0.00$0.12$0.00$0.00$0.26$0.00$0.00$0.30$0.70
2021$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.01$0.00$0.00$0.05$0.13

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 Industrials 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 Industrials Momentum ETF was 59.88%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.88%Mar 2009
1y 7mo2y 23d
3y 8moJul 2007 - Apr 2011
COVID crash2020
-36.27%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-34.84%Jun 2022
6mo 23d1y 7mo
2y 2moNov 2021 - Jan 2024
2025 selloff2025
-30.78%Apr 2025
4mo 7d6mo 3d
10mo 10dDec 2024 - Oct 2025
2011 bear market2011
-30.55%Oct 2011
5mo 29d1y 2mo
1y 8moApr 2011 - Dec 2012

Drawdown Indicators


PRNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-56.78%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-9.10%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

-18.90%

-11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-25.43%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

-33.92%

-2.35%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.82%

-10.71%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.03%

+2.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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