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ISIN
US46137V5892
CUSIP
46137V589
Issuer
Invesco
Inception Date
Oct 24, 2006
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Red Rocks Global Listed Private Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$259M

Share Price Chart


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Performance

PSP Performance Chart

Invesco Global Listed Private Equity ETF (PSP) is down 12.9% since the beginning of the year. PSP is currently trading at $58 per share. Investors who bought $1,000 worth of PSP shares 5 years ago would now be looking at an investment worth $1,028.


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S&P 500 Index

Returns By Period

Invesco Global Listed Private Equity ETF (PSP) has returned -12.94% so far this year and -6.80% over the past 12 months. Over the last ten years, PSP has returned 7.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


Invesco Global Listed Private Equity ETF

1D
-0.75%
1M
-4.24%
YTD
-12.94%
6M
-12.44%
1Y
-6.80%
3Y*
9.13%
5Y*
0.56%
10Y*
7.72%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSP Monthly Returns History

Based on dividend-adjusted daily data since Oct 24, 2006, PSP's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +23.0%, while the worst month was Oct 2008 at -33.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PSP closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +18.4%, while the worst single day was Dec 1, 2008 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-10.68%-6.13%7.78%0.10%-4.51%-12.94%
20256.80%-4.01%-6.08%-0.68%4.46%5.83%1.15%2.79%-2.45%-3.16%-1.03%3.63%6.49%
2024-0.63%4.19%3.28%-4.08%3.91%-1.71%6.86%0.12%5.16%-1.38%6.50%-5.14%17.42%
202313.35%-0.65%-4.89%3.46%-1.91%4.68%6.46%-3.94%-2.88%-6.98%18.35%10.70%37.72%
2022-8.60%-7.36%-0.77%-12.57%1.51%-13.25%10.90%-8.36%-14.63%7.92%10.41%-6.35%-37.37%
20210.37%4.58%3.13%7.69%1.86%-0.31%5.23%1.43%-5.76%9.48%-4.21%1.95%27.30%

Benchmark Metrics

Invesco Global Listed Private Equity ETF has an annualized alpha of -6.20%, beta of 1.19, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 24, 2006.

  • This ETF participated in 143.55% of S&P 500 Index downside but only 122.51% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -6.20% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-6.20%
Beta
1.19
0.71
Upside Capture
122.51%
Downside Capture
143.55%

Expense Ratio

PSP has a high expense ratio of 1.44%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PSP ranks 6 for risk / return — in the bottom 6% 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.


PSP Risk / Return Rank: 66
Overall Rank
PSP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PSP Sortino Ratio Rank: 55
Sortino Ratio Rank
PSP Omega Ratio Rank: 55
Omega Ratio Rank
PSP Calmar Ratio Rank: 66
Calmar Ratio Rank
PSP Martin Ratio Rank: 55
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 Global Listed Private Equity ETF (PSP) 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.


PSPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

0.96

1.35

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.32

2.66

-2.98

Martin ratioReturn relative to average drawdown

-0.69

11.86

-12.56

Dividends

Dividend History

Invesco Global Listed Private Equity ETF provided a 6.64% dividend yield over the last twelve months, with an annual payout of $3.87 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.87$3.94$5.76$2.46$1.36$7.99$3.14$3.75$3.41$6.34$2.29$3.28

Dividend yield

6.64%5.87%8.62%3.96%2.88%10.34%4.66%5.87%6.81%10.18%4.12%6.23%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Global Listed Private Equity 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$0.15$0.00$0.00$0.00$0.15
2025$0.00$0.00$0.22$0.00$0.00$1.40$0.00$0.00$0.84$0.00$0.00$1.47$3.94
2024$0.00$0.00$0.54$0.00$0.00$3.52$0.00$0.00$0.51$0.00$0.00$1.19$5.76
2023$0.00$0.00$0.00$0.00$0.00$1.12$0.00$0.00$0.60$0.00$0.00$0.75$2.46
2022$0.00$0.00$0.50$0.00$0.00$0.52$0.00$0.00$0.34$0.00$0.00$0.00$1.36
2021$0.00$0.00$0.44$0.00$0.00$2.71$0.00$0.00$2.19$0.00$0.00$2.65$7.99

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 Global Listed Private Equity 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 Global Listed Private Equity ETF was 85.40%, occurring on Mar 9, 2009. Recovery took 2737 trading sessions.

The current Invesco Global Listed Private Equity ETF drawdown is 17.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-85.40%Mar 2009
1y 9mo10y 10mo
12y 7moJun 2007 - Jan 2020
Bear market2022
-47.16%Oct 2022
11mo 8d2y 28d
3y 1dNov 2021 - Nov 2024
COVID crash2020
-47.00%Mar 2020
1mo 4d8mo 1d
9mo 5dFeb 2020 - Nov 2020
2025 selloff2025
-22.94%Apr 2025
2mo 14d3mo 2d
5mo 16dJan 2025 - Jul 2025
2026 bear market2026
-22.37%Mar 2026
8mo 6d
11mo 2dJul 2025 - now

Drawdown Indicators


PSPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-85.40%

-56.78%

-28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-22.37%

-9.10%

-13.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.94%

-18.90%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

-25.43%

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-47.16%

-33.92%

-13.24%

Current Drawdown

Current decline from peak

-17.20%

-2.49%

-14.71%

Average Drawdown

Average peak-to-trough decline

-30.66%

-10.72%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

2.03%

+8.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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