Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIZ (Invesco Dorsey Wright Developed Markets Momentum ETF) | 15.25% | 26.20% | 12.80% | 13.21% | 6.45% | 7.05% | NA | 4.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIZ (Invesco Dorsey Wright Developed Markets Momentum ETF) | 12/28/2007 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 12/28/2007.
AR inception is since 12/28/2007.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.47 | 26.20 | 12.80 | 13.21 | 6.45 | 7.05 | NA | 4.70 | 15.25 | 16.32 | 17.96 | -30.48 | 20.53 | 17.97 | 27.54 | -16.16 | 30.94 | -7.81 | -0.32 | -7.96 | 35.54 | 17.83 | -18.93 | 21.05 | 37.84 | -45.67 | 0.51 |
| Sharpe Ratio | NA | 0.83 | 0.33 | 0.51 | 0.23 | NA | NA | 0.15 | 1.49 | 0.62 | 0.95 | -1.23 | 1.20 | 0.52 | 2.52 | -1.10 | 3.45 | -0.45 | -0.02 | -0.58 | 2.45 | 0.99 | -0.59 | 0.75 | 1.21 | -1.10 | NA |
| Standard Deviation(%) | NA | 21.02 | 19.42 | 19.44 | 19.42 | NA | NA | 22.95 | 28.57 | 15.69 | 14.53 | 25.93 | 17.09 | 33.69 | 10.35 | 16.01 | 8.83 | 18.00 | 15.96 | 13.65 | 14.47 | 18.12 | 31.91 | 27.88 | 31.24 | 42.13 | 0.00 |
| Draw Down(%) | NA | 15.00 | 22.98 | 40.93 | 40.93 | NA | NA | 60.61 | 15.00 | 10.83 | 14.35 | 38.88 | 12.56 | 36.43 | 6.76 | 24.78 | 2.58 | 12.41 | 17.12 | 16.97 | 10.81 | 17.09 | 31.96 | 21.75 | 25.00 | 58.00 | 0.00 |
| Yield(%) | 0.00 | 1.55 | 1.86 | 1.86 | 1.58 | 2.16 | 1.36 | 1.60 | 0.00 | 1.95 | 2.16 | 1.39 | 1.19 | 0.43 | 1.99 | 0.87 | 1.68 | 2.02 | 1.08 | 1.48 | 3.67 | 2.22 | 2.27 | 0.51 | 2.80 | 1.17 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIZ (Invesco Dorsey Wright Developed Markets Momentum ETF) |
-5.43%
Dec 2013 - Dec 2016 |
-1.78%
May 2008 - May 2013 |
2.44%
Oct 2013 - Oct 2023 |
2.40%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIZ (Invesco Dorsey Wright Developed Markets Momentum ETF) |
23.23%
Feb 2009 - Feb 2012 |
22.67%
Feb 2009 - Feb 2014 |
10.67%
Feb 2009 - Feb 2019 |
9.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart