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Invesco Dynamic Market ETF (PWC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73935X1046

CUSIP

46137V712

Issuer

Invesco

Inception Date

May 1, 2003

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Dynamic Market Intellidex Index (AMEX)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

PWC features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for PWC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

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.


Popular comparisons:
PWC vs. SPY PWC vs. SCHG PWC vs. SOXX
Popular comparisons:
PWC vs. SPY PWC vs. SCHG PWC vs. SOXX

Performance

Performance Chart

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


PWC (Invesco Dynamic Market ETF)
Benchmark (^GSPC)

Returns By Period


PWC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of PWC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.10%0.00%2.10%
20235.45%-0.36%1.64%-1.25%-0.69%7.37%2.27%-2.75%-4.44%-3.42%9.17%4.49%17.76%
2022-10.06%-0.91%3.38%-8.47%0.00%-9.62%10.52%-0.90%-6.55%11.59%6.50%-6.62%-13.42%
20214.71%2.47%1.97%5.84%1.09%-0.59%-0.06%2.34%-4.77%4.15%-1.67%4.06%20.81%
2020-1.23%-8.54%-16.46%11.32%6.16%3.32%5.90%4.08%-3.43%-2.55%10.08%6.06%11.58%
20196.66%3.26%-0.34%2.46%-7.04%7.98%0.39%-4.62%1.62%0.74%2.55%1.94%15.69%
20185.26%-3.56%-0.29%1.69%3.56%1.53%1.30%4.13%0.40%-7.80%-1.10%-8.07%-3.92%
20170.52%2.59%0.90%0.87%0.70%1.07%2.78%-0.23%5.37%3.40%1.69%2.71%24.68%
2016-8.27%0.97%7.14%-0.64%0.41%1.22%4.07%-0.51%2.78%-2.38%7.89%2.57%15.20%
2015-3.05%5.42%1.73%-3.79%3.98%0.22%0.99%-6.39%-1.93%7.80%-0.04%-1.91%2.13%
2014-2.56%4.79%2.68%-1.53%1.87%2.75%-2.92%4.15%-1.81%0.38%3.19%-0.16%10.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, PWC is among the top 8% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PWC is 9292
Overall Rank
The Sharpe Ratio Rank of PWC is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PWC is 9797
Sortino Ratio Rank
The Omega Ratio Rank of PWC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of PWC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PWC is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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


Sharpe ratio
No data
PWC
^GSPC

There is not enough data available to calculate the Sharpe ratio for Invesco Dynamic Market 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 Ratio
PWC (Invesco Dynamic Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Dynamic Market ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.33$0.68$0.52$0.24$0.38$0.31$0.42$0.56$0.36$0.25$0.20

Dividend yield

0.00%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%0.82%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.13$0.20$0.33
2023$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.15$0.00$0.00$0.41$0.68
2022$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.25$0.52
2021$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.08$0.24
2020$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.05$0.00$0.00$0.07$0.38
2019$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.11$0.31
2018$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.06$0.00$0.00$0.10$0.42
2017$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.17$0.00$0.00$0.31$0.56
2016$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.12$0.36
2015$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.25
2014$0.02$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.06$0.20

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.


PWC (Invesco Dynamic Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Dynamic Market 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 Market ETF was 51.19%, occurring on Nov 20, 2008. Recovery took 660 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.19%Jul 16, 2007344Nov 20, 2008660Jul 7, 20111004
-37.8%Feb 20, 202020Mar 18, 2020117Sep 2, 2020137
-27.46%Jul 8, 201161Oct 3, 2011212Aug 6, 2012273
-25.99%Nov 17, 2021146Jun 16, 2022376Dec 14, 2023522
-21.15%Sep 27, 201861Dec 24, 2018286Feb 13, 2020347

Volatility

Volatility Chart

The current Invesco Dynamic Market ETF volatility is 0.25%, 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.


PWC (Invesco Dynamic Market ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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