Performance Comparison
Comparison Box

Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/29/2024.
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
DEF (Invesco Defensive Equity ETF) NA 9.70% 9.20% 10.81% 10.16% 9.15% NA 5.96%
More Performance Analytics Comparison
Name Start Date End Date
DEF (Invesco Defensive Equity ETF) 12/15/2006 01/29/2024
The return data shown below all have the same latest date: 01/29/2024.
AR inception is since 12/15/2006.
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006
Annualized Return (%) 0.16 9.70 9.20 10.81 10.16 9.15 NA 5.96 0.64 10.71 -4.86 26.34 7.61 28.00 -3.92 21.52 14.10 -4.63 13.14 22.41 7.23 -24.67 19.45 22.25 -30.34 4.84 -0.10
Sharpe Ratio NA 0.43 0.51 0.49 0.58 NA NA 0.27 0.56 0.56 -0.33 2.36 0.22 2.38 -0.36 3.44 1.20 -0.35 1.51 2.30 0.87 -0.57 1.53 1.30 -1.01 0.13 -1.05
Standard Deviation(%) NA 11.38 14.24 19.17 15.77 NA NA 18.94 9.22 11.76 18.91 11.13 33.36 11.18 14.73 6.09 11.55 13.14 8.70 9.72 8.33 43.18 12.67 17.02 30.94 14.18 5.73
Draw Down(%) NA 10.28 17.75 36.53 36.53 NA NA 47.91 1.66 10.28 17.74 6.74 36.53 5.17 16.06 2.45 6.78 13.53 7.17 7.93 6.64 35.01 9.47 21.78 40.31 11.59 0.93
Yield(%) 0.00 1.72 1.67 1.87 2.64 4.45 2.48 2.92 0.00 1.74 1.35 1.34 1.42 1.48 1.32 1.94 2.45 3.05 2.85 2.70 2.75 1.52 1.85 3.15 1.96 1.63 0.02
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
DEF (Invesco Defensive Equity ETF) -7.01%
May 2007 - May 2010
-6.13%
May 2007 - May 2012
2.46%
Jan 2007 - Jan 2017
4.64%
Sep 2007 - Sep 2022
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
DEF (Invesco Defensive Equity ETF) 19.83%
Dec 2018 - Dec 2021
14.96%
Dec 2016 - Dec 2021
12.49%
Dec 2011 - Dec 2021
9.01%
Dec 2008 - Dec 2023
Annualized Rolling Returns Comparison Chart