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Invesco Dynamic Energy Exploration & Production ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73935X6581
CUSIP46137V761
IssuerInvesco
Inception DateOct 26, 2005
RegionNorth America (U.S.)
CategoryEnergy Equities
Index TrackedDynamic Energy Exploration & Production Intellidex Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

PXE has a high expense ratio of 0.63%, indicating higher-than-average management fees.


Expense ratio chart for PXE: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

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.


Invesco Dynamic Energy Exploration & Production ETF

Popular comparisons: PXE vs. XLE, PXE vs. VDE, PXE vs. FCG, PXE vs. IXC, PXE vs. AMJ, PXE vs. IGE, PXE vs. ARKK, PXE vs. VYM, PXE vs. VEA, PXE vs. SOXX

Performance

Performance Chart

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


150.00%200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
211.83%
345.14%
PXE (Invesco Dynamic Energy Exploration & Production ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Dynamic Energy Exploration & Production ETF had a return of 12.62% year-to-date (YTD) and 38.50% in the last 12 months. Over the past 10 years, Invesco Dynamic Energy Exploration & Production ETF had an annualized return of 2.41%, while the S&P 500 had an annualized return of 10.99%, indicating that Invesco Dynamic Energy Exploration & Production ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.62%11.18%
1 month-1.94%5.60%
6 months12.08%17.48%
1 year38.50%26.33%
5 years (annualized)16.64%13.16%
10 years (annualized)2.41%10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.36%5.09%12.31%-3.81%12.62%
20233.08%-7.51%-3.33%-1.15%-7.16%13.17%11.00%5.73%0.03%-0.80%-3.44%0.07%7.71%
202216.91%7.59%14.94%0.25%19.27%-22.14%13.59%6.79%-10.66%21.12%-1.14%-9.37%58.29%
20218.88%31.25%2.21%2.30%12.24%8.77%-13.08%0.75%17.97%9.90%-7.03%0.79%94.04%
2020-20.74%-20.28%-43.13%68.78%-5.64%0.24%-2.32%0.66%-18.05%-3.43%30.91%8.22%-36.76%
201911.92%-2.80%2.33%1.35%-15.91%5.61%-4.28%-14.80%7.86%-3.52%-0.73%16.47%-1.69%
2018-0.11%-13.49%7.32%13.94%8.98%3.26%0.35%-0.39%1.48%-15.98%-8.72%-17.13%-23.33%
2017-3.87%-4.01%-0.33%-4.14%-5.01%-0.47%1.55%-4.99%13.06%0.48%6.06%4.24%1.00%
2016-8.22%-16.66%19.90%12.24%-2.76%-2.28%-1.74%6.12%2.98%-4.41%13.95%-0.84%13.45%
2015-1.01%9.40%-1.30%7.16%-5.04%-3.03%-9.95%-2.62%-9.31%13.06%3.45%-17.67%-19.23%
2014-5.14%2.64%5.14%7.42%-0.69%3.72%-6.15%4.09%-11.54%-5.10%-10.74%-1.21%-18.09%
201312.57%2.44%2.23%-4.55%5.62%-7.32%5.40%-2.83%2.04%8.97%1.35%2.40%30.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PXE is 69, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PXE is 6969
PXE (Invesco Dynamic Energy Exploration & Production ETF)
The Sharpe Ratio Rank of PXE is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of PXE is 6868Sortino Ratio Rank
The Omega Ratio Rank of PXE is 6868Omega Ratio Rank
The Calmar Ratio Rank of PXE is 6767Calmar Ratio Rank
The Martin Ratio Rank of PXE is 7070Martin 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 Energy Exploration & Production ETF (PXE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PXE
Sharpe ratio
The chart of Sharpe ratio for PXE, currently valued at 1.82, compared to the broader market0.002.004.001.82
Sortino ratio
The chart of Sortino ratio for PXE, currently valued at 2.44, compared to the broader market0.005.0010.002.44
Omega ratio
The chart of Omega ratio for PXE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for PXE, currently valued at 1.40, compared to the broader market0.005.0010.0015.001.40
Martin ratio
The chart of Martin ratio for PXE, currently valued at 7.12, compared to the broader market0.0020.0040.0060.0080.00100.007.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Invesco Dynamic Energy Exploration & Production ETF Sharpe ratio is 1.82. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Dynamic Energy Exploration & Production ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.82
2.38
PXE (Invesco Dynamic Energy Exploration & Production ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Dynamic Energy Exploration & Production ETF granted a 2.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.78 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.78$0.86$0.90$0.36$0.42$0.28$0.22$0.35$1.53$0.57$0.57$0.60

Dividend yield

2.24%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%2.05%1.73%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.16
2023$0.00$0.00$0.25$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.26$0.86
2022$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.30$0.00$0.00$0.31$0.90
2021$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.17$0.36
2020$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.16$0.42
2019$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.10$0.28
2018$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.07$0.22
2017$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.08$0.00$0.00$0.07$0.35
2016$0.00$0.00$0.09$0.00$0.00$1.21$0.00$0.00$0.07$0.00$0.00$0.16$1.53
2015$0.00$0.00$0.03$0.00$0.00$0.23$0.00$0.00$0.09$0.00$0.00$0.21$0.57
2014$0.00$0.00$0.07$0.00$0.00$0.22$0.00$0.00$0.10$0.00$0.00$0.17$0.57
2013$0.13$0.00$0.00$0.13$0.00$0.00$0.26$0.00$0.00$0.08$0.60

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.27%
-0.09%
PXE (Invesco Dynamic Energy Exploration & Production ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Dynamic Energy Exploration & Production 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 Energy Exploration & Production ETF was 83.99%, occurring on Mar 23, 2020. Recovery took 550 trading sessions.

The current Invesco Dynamic Energy Exploration & Production ETF drawdown is 7.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.99%Jun 24, 20141447Mar 23, 2020550May 26, 20221997
-68.17%Jun 19, 2008176Mar 2, 2009985Jan 29, 20131161
-33.35%Jun 8, 202219Jul 6, 2022427Mar 18, 2024446
-20.22%Apr 24, 200636Jun 13, 200633Jul 31, 200669
-17.86%Dec 27, 200718Jan 23, 200853Apr 9, 200871

Volatility

Volatility Chart

The current Invesco Dynamic Energy Exploration & Production ETF volatility is 6.40%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
6.40%
3.36%
PXE (Invesco Dynamic Energy Exploration & Production ETF)
Benchmark (^GSPC)