Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDHD (Invesco S&P International Developed High Dividend Low Volatility ETF) | NA | -4.74% | 11.68% | 2.06% | NA | NA | NA | … | … |
Data as of 04/06/2023, Common starting date is 12/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDHD (Invesco S&P International Developed High Dividend Low Volatility ETF) | 12/01/2016 | 04/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.74 | 11.68 | 2.06 | NA | NA | NA | … | … | 0.25 | -5.06 | 12.63 | -4.81 | 16.15 | -6.96 | 18.81 | 2.34 |
| Sharpe Ratio | NA | -0.47 | 0.71 | 0.05 | NA | NA | NA | … | … | -0.44 | -0.39 | 1.42 | -0.17 | 1.36 | -0.49 | 2.17 | 2.83 |
| Standard Deviation(%) | NA | 15.94 | 15.13 | 17.78 | NA | NA | NA | … | … | 10.40 | 16.54 | 8.86 | 29.86 | 10.81 | 17.03 | 8.42 | 11.17 |
| Draw Down(%) | NA | 19.74 | 20.66 | 36.64 | NA | NA | NA | … | … | 6.17 | 20.66 | 4.54 | 36.64 | 8.06 | 14.58 | 3.01 | 2.63 |
| Yield(%) | 0.00 | 4.32 | 5.61 | 4.48 | 3.18 | 2.12 | 1.59 | … | … | 0.95 | 4.18 | 5.14 | 3.49 | 6.41 | 4.30 | 5.05 | 0.45 |
Data as of 04/06/2023, Common starting date is 12/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDHD (Invesco S&P International Developed High Dividend Low Volatility ETF) |
-3.59%
Mar 2017 – Mar 2020 |
-0.67%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDHD (Invesco S&P International Developed High Dividend Low Volatility ETF) |
10.80%
Mar 2020 – Mar 2023 |
6.02%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart