PortfoliosLab logo

Invesco Dynamic Large Cap Value ETF (PWV)

ETF · Currency in USD · Last updated Aug 6, 2022

PWV is a passive ETF by Invesco tracking the investment results of the Dynamic Large Cap Value Intellidex Index (AMEX). PWV launched on Mar 3, 2005 and has a 0.58% expense ratio.

ETF Info

ISINUS73935X7084
CUSIP00046137V738
IssuerInvesco
Inception DateMar 3, 2005
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities
Expense Ratio0.58%
Index TrackedDynamic Large Cap Value Intellidex Index (AMEX)
ETF Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Trading Data

Previous Close$45.52
Year Range$42.46 - $50.11
EMA (50)$45.06
EMA (200)$45.81
Average Volume$40.39K
Assets Under Management$1.26B

PWVShare Price Chart


Chart placeholderClick Calculate to get results

PWVPerformance

The chart shows the growth of $10,000 invested in Invesco Dynamic Large Cap Value ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,677 for a total return of roughly 256.77%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-6.28%
-7.56%
PWV (Invesco Dynamic Large Cap Value ETF)
Benchmark (^GSPC)

PWVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.57%8.19%
6M-6.09%-7.42%
YTD-5.63%-13.03%
1Y5.07%-5.85%
5Y6.87%10.86%
10Y10.49%11.53%

PWVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.20%-1.83%2.84%-4.66%3.02%-8.55%4.99%-0.68%
2021-0.70%4.88%6.72%3.63%2.92%-2.04%0.18%2.43%-1.83%6.16%-2.48%6.56%
2020-3.02%-10.27%-15.39%10.19%2.98%-1.17%1.85%2.63%-2.26%-2.65%12.74%3.93%
20198.00%2.41%-1.11%3.61%-6.08%7.56%1.67%-1.43%4.30%2.45%4.51%1.34%
20182.01%-4.80%-2.78%-0.94%-0.10%-0.71%3.87%1.89%-0.37%-4.82%2.67%-10.16%
20170.53%5.46%-1.10%-0.17%0.40%2.82%1.08%-1.26%3.87%1.74%2.58%0.06%
2016-3.92%0.32%7.65%-0.20%1.90%1.47%2.63%-0.03%0.18%-1.46%7.00%2.42%
2015-3.83%5.05%-2.12%2.01%0.86%-3.22%1.77%-6.77%-2.56%6.43%-0.00%-1.70%
2014-3.73%3.11%3.59%1.44%1.52%1.70%-0.46%3.68%-2.27%0.82%2.25%0.25%
20136.09%1.64%4.66%2.65%1.86%-0.87%5.06%-4.17%2.06%4.06%4.01%1.97%
20121.50%3.78%2.91%-0.53%-4.64%5.34%0.73%2.65%2.93%-0.73%-0.32%1.84%
20112.59%3.24%0.42%3.61%-0.20%-1.04%-3.10%-6.09%-5.21%10.27%0.26%2.55%
2010-3.58%2.57%6.05%1.92%-8.64%-4.06%6.74%-3.81%7.89%3.23%-1.12%5.73%

PWVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco Dynamic Large Cap Value ETF Sharpe ratio is 0.28. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.502.00MarchAprilMayJuneJulyAugust
0.28
-0.31
PWV (Invesco Dynamic Large Cap Value ETF)
Benchmark (^GSPC)

PWVDividend History

Invesco Dynamic Large Cap Value ETF granted a 2.23% dividend yield in the last twelve months. The annual payout for that period amounted to $1.02 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.02$0.92$1.03$0.93$0.76$0.60$0.79$0.70$0.60$0.52$0.53$0.43$0.42

Dividend yield

2.23%1.91%2.75%2.39%2.55%1.73%2.67%2.80%2.29%2.21%2.97%2.80%2.90%

PWVDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-9.15%
-13.58%
PWV (Invesco Dynamic Large Cap Value ETF)
Benchmark (^GSPC)

PWVWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco Dynamic Large Cap Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco Dynamic Large Cap Value ETF is 37.67%, recorded on Mar 23, 2020. It took 232 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.67%Feb 13, 202027Mar 23, 2020232Feb 23, 2021259
-22.27%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440
-17.65%Jul 8, 201161Oct 3, 201194Feb 16, 2012155
-15.25%Jan 12, 2022109Jun 17, 2022
-15.14%May 22, 2015167Jan 20, 2016118Jul 8, 2016285
-14.26%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-8.72%Sep 22, 201419Oct 16, 201423Nov 18, 201442
-7.87%Oct 19, 201218Nov 15, 201231Jan 2, 201349
-7.81%Apr 3, 201243Jun 4, 201221Jul 3, 201264
-6.9%Jan 20, 201014Feb 8, 201019Mar 8, 201033

PWVVolatility Chart

Current Invesco Dynamic Large Cap Value ETF volatility is 13.02%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
13.02%
19.67%
PWV (Invesco Dynamic Large Cap Value ETF)
Benchmark (^GSPC)