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Invesco DWA Basic Materials Momentum ETF (PYZ)

ETF · Currency in USD
ISIN
US73935X4271
CUSIP
46137V704
Issuer
Invesco
Inception Date
Oct 12, 2006
Region
North America (U.S.)
Category
Materials
Expense Ratio
0.60%
Index Tracked
Dynamic Basic Materials Sector Intellidex Index
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

PYZPrice Chart


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PYZPerformance

The chart shows the growth of $10,000 invested in Invesco DWA Basic Materials Momentum ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,954 for a total return of roughly 239.54%. All prices are adjusted for splits and dividends.


PYZ (Invesco DWA Basic Materials Momentum ETF)
Benchmark (S&P 500)

PYZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-10.11%-7.73%
1M-6.26%-5.40%
6M1.54%0.70%
1Y11.42%14.18%
5Y8.42%14.94%
10Y10.35%13.23%

PYZMonthly Returns Heatmap


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PYZSharpe 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 DWA Basic Materials Momentum ETF Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


PYZ (Invesco DWA Basic Materials Momentum ETF)
Benchmark (S&P 500)

PYZDividends

Invesco DWA Basic Materials Momentum ETF granted a 0.36% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $0.31 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.31$0.31$0.74$0.87$0.64$0.38$0.63$0.61$0.54$0.49$0.71$0.34$0.85

Dividend yield

0.36%0.33%1.04%1.40%1.24%0.56%1.12%1.33%1.10%1.04%1.93%1.19%2.69%

PYZDrawdowns Chart

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


PYZ (Invesco DWA Basic Materials Momentum ETF)
Benchmark (S&P 500)

PYZWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco DWA Basic Materials Momentum 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 DWA Basic Materials Momentum ETF is 52.46%, recorded on Mar 23, 2020. It took 189 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.46%Jan 12, 2018549Mar 23, 2020189Jan 5, 2021738
-34.94%May 2, 2011108Oct 3, 2011304Dec 18, 2012412
-26.35%Sep 3, 2014364Feb 11, 2016103Jul 11, 2016467
-21.04%Apr 26, 201050Jul 6, 201067Oct 8, 2010117
-15.76%Jun 2, 202133Jul 19, 202179Nov 8, 2021112
-12.26%Jan 12, 201019Feb 8, 201023Mar 12, 201042
-11.97%Jan 13, 202112Jan 29, 202115Feb 22, 202127
-11.8%Nov 15, 202147Jan 21, 2022
-10.71%Aug 9, 201661Nov 2, 201622Dec 5, 201683
-8.85%Feb 22, 201761May 18, 201784Sep 18, 2017145

PYZVolatility Chart

Current Invesco DWA Basic Materials Momentum ETF volatility is 26.93%. 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.


PYZ (Invesco DWA Basic Materials Momentum ETF)
Benchmark (S&P 500)

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