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Invesco Dynamic Software ETF (PSJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X7738
CUSIP73935X773
IssuerInvesco
Inception DateJun 23, 2005
RegionNorth America (U.S.)
CategoryAll Cap Equities
Index TrackedDynamic Software Intellidex Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

PSJ has a high expense ratio of 0.58%, indicating higher-than-average management fees.


Expense ratio chart for PSJ: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Share Price Chart


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Compare to other instruments

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


Invesco Dynamic Software ETF

Popular comparisons: PSJ vs. QQQ, PSJ vs. SPY, PSJ vs. IGV, PSJ vs. ESPO, PSJ vs. NVDA, PSJ vs. FSCSX, PSJ vs. SMH, PSJ vs. IUIT.L

Performance

Performance Chart

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


200.00%400.00%600.00%800.00%1,000.00%Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
950.64%
310.41%
PSJ (Invesco Dynamic Software ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A8.76%
1 monthN/A-0.28%
6 monthsN/A18.36%
1 yearN/A25.94%
5 years (annualized)N/A12.51%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.99%14.66%7.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


PSJ
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.0014.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.40

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Invesco Dynamic Software ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.501.001.502.00Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
1.39
1.70
PSJ (Invesco Dynamic Software ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Dynamic Software ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.00$0.00$0.43$0.24$0.02$0.02$0.00$0.00$0.00$0.02$0.01

Dividend yield

0.00%0.00%1.41%0.56%0.04%0.05%0.00%0.00%0.03%0.15%0.10%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.18
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.01

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
-14.95%
0
PSJ (Invesco Dynamic Software ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Dynamic Software 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 Dynamic Software ETF was 48.44%, occurring on Nov 20, 2008. Recovery took 322 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.44%Nov 1, 2007267Nov 20, 2008322Mar 5, 2010589
-42.99%Feb 16, 2021338Jun 16, 2022
-30.69%Feb 20, 202018Mar 16, 202046May 20, 202064
-27.75%Jul 8, 201131Aug 19, 2011263Sep 6, 2012294
-23%Sep 17, 201869Dec 24, 201845Mar 1, 2019114

Volatility

Volatility Chart

The current Invesco Dynamic Software ETF volatility is 6.27%, 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%8.00%Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
6.27%
2.67%
PSJ (Invesco Dynamic Software ETF)
Benchmark (^GSPC)