Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIE (Invesco Dorsey Wright Emerging Markets Momentum ETF) | -9.11% | -15.40% | -6.05% | 5.04% | 1.14% | 2.16% | NA | -0.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIE (Invesco Dorsey Wright Emerging Markets Momentum ETF) | 12/28/2007 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
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 (%) | 13.07 | -15.40 | -6.05 | 5.04 | 1.14 | 2.16 | NA | -0.71 | -9.11 | -0.27 | 13.70 | -28.76 | 14.30 | 21.24 | 25.59 | -22.01 | 41.81 | 0.00 | -14.19 | -2.85 | -1.06 | 17.51 | -12.53 | 25.14 | 57.69 | -62.76 | 0.56 |
| Sharpe Ratio | NA | -118.07 | -56.87 | 11.30 | -3.99 | NA | NA | -7.48 | -136.13 | -37.95 | 59.54 | -134.72 | 63.64 | 59.47 | 164.51 | -110.95 | 317.86 | -1.12 | -70.33 | -19.37 | -5.44 | 112.43 | -41.60 | 96.83 | 155.62 | -131.32 | NA |
| Standard Deviation(%) | NA | 21.68 | 19.65 | 20.56 | 21.33 | NA | NA | 25.02 | 27.69 | 18.08 | 16.00 | 22.45 | 22.43 | 35.18 | 14.70 | 21.09 | 13.02 | 18.42 | 20.22 | 14.79 | 20.02 | 15.66 | 30.20 | 25.88 | 37.01 | 48.38 | 0.00 |
| Draw Down(%) | NA | 28.72 | 30.59 | 40.34 | 40.34 | NA | NA | 72.98 | 20.44 | 14.04 | 13.68 | 36.75 | 14.77 | 36.25 | 9.17 | 28.86 | 6.22 | 12.41 | 26.25 | 16.10 | 25.21 | 14.05 | 29.65 | 18.34 | 30.00 | 71.58 | 0.00 |
| Yield(%) | 0.00 | 2.00 | 2.29 | 2.89 | 1.98 | 1.83 | 0.91 | 1.07 | 0.00 | 2.32 | 2.84 | 2.38 | 1.42 | 1.54 | 2.35 | 2.49 | 2.28 | 1.49 | 0.70 | 0.52 | 1.17 | 0.78 | 0.69 | 0.41 | 1.06 | 0.25 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIE (Invesco Dorsey Wright Emerging Markets Momentum ETF) |
-10.32%
Feb 2008 - Feb 2011 |
-3.97%
Apr 2011 - Apr 2016 |
-0.57%
Feb 2008 - Feb 2018 |
-0.65%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIE (Invesco Dorsey Wright Emerging Markets Momentum ETF) |
34.25%
Feb 2009 - Feb 2012 |
19.60%
Feb 2009 - Feb 2014 |
9.53%
Feb 2009 - Feb 2019 |
8.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart