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ISIN
US73935X1046
CUSIP
46137V712
Issuer
Invesco
Inception Date
May 1, 2003
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dynamic Market Intellidex Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$95M

Share Price Chart


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Performance

PWC Performance Chart

Invesco Dynamic Market ETF (PWC) is up 4.8% since the beginning of the year. PWC is currently trading at $51 per share. Investors who bought $1,000 worth of PWC shares 5 years ago would now be looking at an investment worth $1,371.


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S&P 500 Index

Returns By Period

Invesco Dynamic Market ETF (PWC) has returned 4.77% so far this year and 8.99% over the past 12 months. Over the last ten years, PWC has returned 9.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Dynamic Market ETF

1D
-0.03%
1M
-2.12%
YTD
4.77%
6M
3.89%
1Y
8.99%
3Y*
12.90%
5Y*
6.51%
10Y*
9.59%

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)

PWC Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2003, PWC's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2011 with a return of +13.3%, while the worst month was Jul 2003 at -74.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PWC closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Jul 21, 2003 at -75.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.69%3.29%-5.11%3.97%-0.43%-1.37%4.77%
20253.80%0.86%-2.29%-2.21%3.08%0.96%-1.13%2.47%0.51%-1.81%2.75%-0.76%6.15%
20242.18%4.84%5.01%-5.45%2.32%0.56%4.42%4.00%1.45%-0.55%5.75%-7.37%17.46%
20235.45%-0.36%1.31%-1.25%-0.69%7.37%2.27%-2.75%-4.08%-3.42%9.17%5.57%19.03%
2022-10.06%-0.91%2.94%-8.47%0.00%-10.12%10.52%-0.90%-7.15%11.59%6.50%-7.94%-16.01%
20214.71%2.47%1.84%5.84%1.09%-1.03%-0.06%2.34%-5.00%4.15%-1.67%3.66%19.38%

Benchmark Metrics

Invesco Dynamic Market ETF has an annualized alpha of -2.91%, beta of 0.95, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 01, 2003.

  • This ETF participated in 99.76% of S&P 500 Index downside but only 69.84% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.91% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.51, 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
-2.91%
Beta
0.95
0.51
Upside Capture
69.84%
Downside Capture
99.76%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PWC ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PWC Risk / Return Rank: 2727
Overall Rank
PWC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PWC Sortino Ratio Rank: 2626
Sortino Ratio Rank
PWC Omega Ratio Rank: 2424
Omega Ratio Rank
PWC Calmar Ratio Rank: 2929
Calmar Ratio Rank
PWC Martin Ratio Rank: 3131
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 Dynamic Market ETF (PWC) 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.


PWCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.40

2.78

-1.39

Martin ratioReturn relative to average drawdown

4.21

12.44

-8.23

Dividends

Dividend History

Invesco Dynamic Market ETF provided a 2.17% dividend yield over the last twelve months, with an annual payout of $1.10 per share. The fund has been increasing its distributions for 4 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.10$0.87$0.74$0.68$0.52$0.24$0.38$0.31$0.42$0.56$0.36$0.25

Dividend yield

2.17%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%

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
2026$0.00$0.00$0.22$0.00$0.00$0.23$0.46
2025$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$0.21$0.00$0.00$0.25$0.87
2024$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.19$0.74
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

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 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 78.13%, occurring on Mar 9, 2009. Recovery took 2357 trading sessions.

The current Invesco Dynamic Market ETF drawdown is 3.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-78.13%Mar 2009
5y 8mo9y 4mo
15y 13dJul 2003 - Jul 2018
COVID crash2020
-39.45%Mar 2020
1y 5mo8mo 16d
2y 2moSep 2018 - Dec 2020
Bear market2022
-26.58%Jun 2022
7mo 1d1y 7mo
2y 2moNov 2021 - Jan 2024
2025 selloff2025
-15.12%Apr 2025
4mo 7d9mo 3d
1y 1moDec 2024 - Jan 2026
2021 correction2021
-10.47%Mar 2021
16d1mo 13d
1mo 29dFeb 2021 - Apr 2021

Drawdown Indicators


PWCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-78.13%

-56.78%

-21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-9.10%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-18.90%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-25.43%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

-33.92%

-5.53%

Current Drawdown

Current decline from peak

-3.37%

-1.80%

-1.57%

Average Drawdown

Average peak-to-trough decline

-36.13%

-10.71%

-25.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.03%

+0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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