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PIE: Invesco Dorsey Wright Emerging Markets Momentum ETF (ETF)
Basic Info 19.29 0.08(0.41%) March 18
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (98%) |
Start Date: | 12/28/2007 |
Last Dividend Date: | 12/23/2024 |
12-Mo. Yield | 2.19% |
Expenses | 0.90% |
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Performance Analytics (As of 03/14/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/28/2007 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 0.4 | -3.5 | -2.4 | 7.1 | 2.9 | 3.3 | -0.1 | -0.3 | 13.7 | -28.8 | 14.3 | 21.2 | 25.6 | -22.0 | 41.8 | -0.0 | -14.2 | -2.8 | -1.1 | 17.5 | -12.5 | 25.1 | 57.7 | -62.8 | 0.6 |
Sharpe Ratio | NA | -0.42 | -0.63 | -0.38 | 0.19 | 0.06 | NA | -0.05 | -0.38 | 0.6 | -1.35 | 0.64 | 0.59 | 1.65 | -1.11 | 3.18 | -0.01 | -0.7 | -0.19 | -0.05 | 1.12 | -0.42 | 0.97 | 1.56 | -1.31 | NA |
Draw Down(%) | NA | 6.2 | 15.9 | 31.3 | 40.3 | 40.3 | NA | 73.0 | 14.0 | 13.7 | 36.7 | 14.8 | 36.3 | 9.2 | 28.9 | 6.2 | 12.4 | 26.2 | 16.1 | 25.2 | 14.1 | 29.7 | 18.3 | 30.0 | 71.6 | 0.0 |
Standard Deviation(%) | NA | 17.0 | 18.2 | 18.7 | 22.4 | 21.0 | NA | 24.9 | 18.1 | 16.0 | 22.4 | 22.4 | 35.2 | 14.7 | 21.1 | 13.0 | 18.4 | 20.2 | 14.8 | 20.0 | 15.7 | 30.2 | 25.9 | 37.0 | 48.4 | 0.0 |
Treynor Ratio | NA | -0.08 | -0.13 | -0.07 | 0.04 | 0.01 | NA | -0.01 | -0.08 | 0.1 | -0.32 | 0.12 | 0.18 | 0.23 | -0.21 | 0.33 | 0.0 | -0.15 | -0.03 | -0.01 | 0.2 | -0.11 | 0.21 | 0.58 | -0.81 | 0.0 |
Alpha | NA | -0.08 | -0.05 | -0.03 | 0.0 | 0.0 | NA | -0.01 | -0.03 | 0.02 | -0.06 | 0.05 | 0.02 | 0.02 | -0.02 | 0.01 | -0.04 | 0.01 | -0.01 | 0.02 | 0.01 | 0.04 | 0.01 | -0.05 | -0.16 | NA |
Beta | NA | 0.89 | 0.9 | 0.95 | 1.05 | 1.05 | NA | 0.97 | 0.91 | 0.96 | 0.96 | 1.16 | 1.15 | 1.05 | 1.13 | 1.25 | 0.91 | 0.98 | 0.94 | 1.19 | 0.87 | 1.11 | 1.17 | 1.0 | 0.79 | NA |
RSquared | NA | 0.69 | 0.46 | 0.6 | 0.68 | 0.73 | NA | 0.74 | 0.43 | 0.55 | 0.74 | 0.69 | 0.84 | 0.79 | 0.79 | 0.72 | 0.74 | 0.77 | 0.67 | 0.7 | 0.81 | 0.9 | 0.91 | 0.77 | 0.68 | 0.0 |
Yield(%) | N/A | 0.0 | 2.2 | 2.2 | 3.5 | 2.1 | 2.0 | N/A | 2.3 | 2.8 | 2.4 | 1.4 | 1.5 | 2.4 | 2.5 | 2.3 | 1.5 | 0.7 | 0.5 | 1.2 | 0.8 | 0.7 | 0.4 | 1.1 | 0.2 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -12.0 | 57.0 | 41.3 | N/A | N/A | N/A | -12.0 | -16.9 | 86.1 | 8.9 | -17.9 | -28.6 | 53.1 | 55.1 | 79.8 | 30.2 | -58.1 | 73.7 | -0.5 | 107.6 | -39.9 | 66.9 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/28/2007
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