Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/16/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| PEZ (Invesco Dorsey Wright Consumer Cyclicals Momentum ETF) | 8.17% | -4.28% | 0.02% | 12.11% | 17.16% | 7.63% | 10.59% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEZ (Invesco Dorsey Wright Consumer Cyclicals Momentum ETF) | 10/12/2006 | 05/16/2025 |
The return data shown below all have the same latest date: 05/16/2025.
AR inception is since 10/12/2006.
AR inception is since 10/12/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.62 | 0.02 | 12.11 | 17.16 | 7.63 | 10.59 | NA | 8.17 | -4.28 | 20.06 | 29.55 | -29.60 | 20.34 | 38.97 | 18.05 | -6.85 | 19.87 | -3.54 | -0.79 | 8.59 | 39.21 | 17.81 | 1.17 | 29.21 | 25.75 | -32.51 | -11.17 | 5.87 |
| Sharpe Ratio | NA | -0.23 | 0.31 | 0.55 | 0.24 | NA | NA | 0.28 | -0.40 | 0.62 | 1.21 | -1.07 | 0.65 | 0.93 | 1.04 | -0.35 | 1.75 | -0.23 | -0.05 | 0.50 | 2.77 | 1.11 | 0.04 | 1.20 | 0.87 | -0.87 | -0.82 | 2.05 |
| Standard Deviation(%) | NA | 27.64 | 24.78 | 27.42 | 25.07 | NA | NA | 24.46 | 34.74 | 21.67 | 21.04 | 29.18 | 31.08 | 41.57 | 16.05 | 23.21 | 11.04 | 16.05 | 17.65 | 17.16 | 14.16 | 16.18 | 26.61 | 24.22 | 29.51 | 38.34 | 17.34 | 13.26 |
| Draw Down(%) | NA | 31.48 | 31.48 | 41.74 | 52.05 | NA | NA | 58.39 | 28.63 | 12.07 | 21.54 | 35.05 | 16.60 | 49.56 | 10.46 | 27.60 | 4.72 | 16.83 | 10.60 | 14.05 | 5.52 | 10.88 | 24.23 | 22.23 | 25.39 | 46.08 | 19.66 | 3.14 |
| Yield(%) | 0.00 | 0.00 | 0.43 | 0.58 | 0.48 | 0.99 | 0.76 | 0.84 | 0.00 | 0.14 | 0.78 | 0.29 | 0.27 | 0.53 | 0.01 | 0.37 | 0.50 | 0.81 | 0.64 | 0.16 | 0.63 | 1.26 | 0.75 | 0.85 | 0.34 | 0.70 | 0.48 | 0.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEZ (Invesco Dorsey Wright Consumer Cyclicals Momentum ETF) |
-10.91%
Jun 2007 - Jun 2010 |
-5.03%
Mar 2015 - Mar 2020 |
4.51%
Oct 2013 - Oct 2023 |
5.74%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEZ (Invesco Dorsey Wright Consumer Cyclicals Momentum ETF) |
29.91%
Feb 2009 - Feb 2012 |
26.97%
Feb 2009 - Feb 2014 |
15.94%
Feb 2009 - Feb 2019 |
14.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart