- ISIN
- US73935X3935
- CUSIP
- 46137V886
- Issuer
- Invesco
- Inception Date
- Oct 12, 2006
- Region
- North America (U.S.)
- Category
- Momentum, Consumer Staples Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- DWA Consumer Staples Technical Leaders Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $81M
Share Price Chart
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Performance
PSL Performance Chart
Invesco DWA Consumer Staples Momentum ETF (PSL) is up 9.1% since the beginning of the year. PSL is currently trading at $109 per share. Investors who bought $1,000 worth of PSL shares 5 years ago would now be looking at an investment worth $1,243.
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Returns By Period
Invesco DWA Consumer Staples Momentum ETF (PSL) has returned 9.09% so far this year and 0.40% over the past 12 months. Over the last ten years, PSL has returned 8.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Invesco DWA Consumer Staples Momentum ETF
- 1D
- -0.45%
- 1M
- -1.69%
- YTD
- 9.09%
- 6M
- 7.67%
- 1Y
- 0.40%
- 3Y*
- 9.24%
- 5Y*
- 4.44%
- 10Y*
- 8.00%
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%
PSL Monthly Returns History
Based on dividend-adjusted daily data since Oct 12, 2006, PSL's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jul 2020 with a return of +13.9%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, PSL closed higher 53% of trading days. The best single day was Sep 24, 2008 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.40% | 7.54% | -7.09% | 3.24% | -2.95% | 0.54% | 9.09% | ||||||
| 2025 | 6.27% | -0.24% | -2.39% | 0.75% | 2.51% | -0.86% | -2.22% | 3.46% | -1.65% | -6.38% | -1.50% | -0.70% | -3.47% |
| 2024 | -0.51% | 6.29% | 1.13% | -4.04% | 4.65% | -0.73% | 1.40% | 1.89% | 1.48% | -0.14% | 8.58% | -4.77% | 15.42% |
| 2023 | 2.48% | -0.77% | 2.78% | 3.00% | -4.81% | 3.24% | 0.50% | 0.80% | -4.85% | -5.25% | 7.64% | 7.99% | 12.32% |
| 2022 | -7.88% | 0.95% | 0.95% | -1.58% | -1.49% | -4.97% | 4.04% | -0.58% | -7.58% | 9.49% | 7.62% | -5.31% | -7.76% |
| 2021 | 0.83% | 3.00% | 3.15% | 1.80% | 1.98% | -2.36% | -1.12% | -0.34% | -2.61% | 1.97% | -5.03% | 5.92% | 6.88% |
Benchmark Metrics
Invesco DWA Consumer Staples Momentum ETF has an annualized alpha of 3.28%, beta of 0.65, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 12, 2006.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.61%) than losses (65.06%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.65 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.28%
- Beta
- 0.65
- R²
- 0.59
- Upside Capture
- 69.61%
- Downside Capture
- 65.06%
Expense Ratio
PSL has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PSL ranks 9 for risk / return — in the bottom 9% 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 DWA Consumer Staples Momentum ETF (PSL) 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.
| PSL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.37 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 2.78 | -2.75 |
| Martin ratioReturn relative to average drawdown | 0.07 | 12.44 | -12.37 |
Dividends
Dividend History
Invesco DWA Consumer Staples Momentum ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $1.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.11 | $0.93 | $0.63 | $1.25 | $1.64 | $1.14 | $0.69 | $0.35 | $0.49 | $0.22 | $1.12 | $0.67 |
Dividend yield | 1.02% | 0.93% | 0.60% | 1.37% | 1.98% | 1.24% | 0.80% | 0.47% | 0.75% | 0.34% | 2.08% | 1.18% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco DWA Consumer Staples Momentum 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 | $0.21 | $0.00 | $0.00 | $0.19 | $0.40 | ||||||
| 2025 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.21 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.40 | $1.25 |
| 2022 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.82 | $1.64 |
| 2021 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.31 | $1.14 |
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 Consumer Staples 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 Consumer Staples Momentum ETF was 41.58%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current Invesco DWA Consumer Staples Momentum ETF drawdown is 6.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -41.58%Mar 2009 | 5mo 15d | 1y 8mo | 2y 1moSep 2008 - Nov 2010 |
COVID crash2020 | -34.67%Mar 2020 | 2mo 2d | 4mo 15d | 6mo 17dJan 2020 - Aug 2020 |
Bear market2022 | -22.35%Jun 2022 | 1y 8d | 1y 8mo | 2y 8moJun 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -14.94%Dec 2018 | 3mo 12d | 6mo 11d | 9mo 23dSep 2018 - Jul 2019 |
Financial crisis2007–2009 | -14.04%Jul 2008 | 1y 1mo | 2mo 23d | 1y 3moJun 2007 - Sep 2008 |
Drawdown Indicators
| PSL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.58% | -56.78% | +15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | -9.10% | -4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | -18.90% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -25.43% | +5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -33.92% | -0.75% |
Current DrawdownCurrent decline from peak | -6.41% | -1.80% | -4.61% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -10.71% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 2.03% | +4.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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