Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDP (Invesco Dorsey Wright Momentum ETF) | 25.07% | 37.22% | 24.59% | 11.34% | 13.59% | 12.81% | NA | … | … |
Data as of 06/04/2026, Common starting date is 03/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDP (Invesco Dorsey Wright Momentum ETF) | 03/01/2007 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.60 | 37.22 | 24.59 | 11.34 | 13.59 | 12.81 | NA | … | … | 25.07 | 8.37 | 26.06 | 20.88 | -24.49 | 7.72 | 36.60 | 33.13 | -5.96 | 23.30 | 2.35 | 1.13 | 12.21 | 31.68 | 18.18 | 1.53 | 26.57 | 28.02 | -46.21 | 13.82 |
| Sharpe Ratio | NA | 1.54 | 1.01 | 0.38 | 0.54 | NA | NA | … | … | 2.47 | 0.35 | 1.27 | 1.13 | -0.90 | 0.36 | 1.00 | 2.33 | -0.38 | 2.65 | 0.16 | 0.07 | 0.84 | 2.43 | 1.31 | 0.06 | 1.07 | 1.04 | -1.12 | 0.70 |
| Standard Deviation(%) | NA | 21.92 | 20.62 | 22.02 | 21.66 | NA | NA | … | … | 25.32 | 24.21 | 17.73 | 15.43 | 28.75 | 21.39 | 36.20 | 13.57 | 19.37 | 8.59 | 13.50 | 15.85 | 14.43 | 13.03 | 13.92 | 25.65 | 24.64 | 26.78 | 41.96 | 19.56 |
| Draw Down(%) | NA | 11.87 | 23.79 | 33.91 | 34.70 | NA | NA | … | … | 11.63 | 22.95 | 9.59 | 11.68 | 29.43 | 13.46 | 34.70 | 6.08 | 24.54 | 3.39 | 13.15 | 11.52 | 9.75 | 7.99 | 9.80 | 22.22 | 17.79 | 24.52 | 58.01 | 13.91 |
| Yield(%) | 0.00 | 0.15 | 0.26 | 0.24 | 0.45 | 0.66 | 0.56 | … | … | 0.00 | 0.19 | 0.19 | 0.51 | 0.35 | 0.00 | 0.15 | 0.34 | 0.16 | 0.34 | 0.84 | 0.39 | 0.17 | 0.36 | 1.00 | 0.16 | 0.29 | 0.67 | 0.14 | 0.10 |
Data as of 06/04/2026, Common starting date is 03/01/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDP (Invesco Dorsey Wright Momentum ETF) |
-10.59%
Jun 2007 – Jun 2010 |
-0.07%
May 2007 – May 2012 |
6.16%
May 2007 – May 2017 |
6.74%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDP (Invesco Dorsey Wright Momentum ETF) |
29.57%
Feb 2009 – Feb 2012 |
26.01%
Feb 2009 – Feb 2014 |
16.66%
Feb 2009 – Feb 2019 |
15.05%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart