Data Source: from January 1992 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
ETF: Invesco DWA Momentum ETF (PDP)
ETF • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
Aug 16 2022
2.83%
Current Month
August 2022

In the last 30 Years, the Invesco DWA Momentum ETF (PDP) ETF obtained a 9.49% compound annual return, with a 15.99% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.

The Invesco DWA Momentum ETF (PDP) ETF is part of the following Lazy Portfolios:

Portfolio Name Author PDP Weight
Robust Alpha Architect 30.0%
US Stocks Momentum 100.0%
Stocks/Bonds 60/40 Momentum 60.0%
Stocks/Bonds 40/60 Momentum 40.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Invesco DWA Momentum ETF (PDP) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

INVESCO DWA MOMENTUM ETF (PDP) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1992 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
10.97
10.98
0.00
1 - 0
3M
1.40
-1.06
-11.18
Jun 2022 - Jun 2022
2 - 1
6M
-7.32
-12.05
-16.48
Feb 2022 - Jun 2022
3 - 3
YTD
-20.05
-24.76
-27.95
Jan 2022 - Jun 2022
3 - 4
1Y
-17.46
-23.95
24.94
-30.28
Nov 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
7.13
2.11
21.56
-30.28
Nov 2021 - Jun 2022
21 - 15
58% pos
5Y(*)
9.71
5.60
19.44
-30.28
Nov 2021 - Jun 2022
37 - 23
62% pos
10Y(*)
11.41
8.59
15.46
-30.28
Nov 2021 - Jun 2022
76 - 44
63% pos
15Y(*)
7.46
4.97
18.04
-57.15
Nov 2007 - Feb 2009
112 - 68
62% pos
20Y(*)
8.53
5.86
16.55
-57.15
Nov 2007 - Feb 2009
154 - 86
64% pos
25Y(*)
6.84
4.25
16.80
-57.15
Nov 2007 - Feb 2009
182 - 118
61% pos
30Y(*)
9.49
6.80
15.99
-57.15
Nov 2007 - Feb 2009
230 - 130
64% pos
MAX(*)
01 Jan 1992
9.29
6.59
15.89
-57.15
Nov 2007 - Feb 2009
233 - 134
63% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of Invesco DWA Momentum ETF (PDP) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

INVESCO DWA MOMENTUM ETF (PDP) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs PDP
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.92
0.92
0.91
0.94
0.94
US Large Cap
SPY
0.91
0.90
0.90
0.94
0.94
US Small Cap
IJR
0.90
0.80
0.78
0.78
0.78
US REITs
VNQ
0.79
0.72
0.65
0.58
0.58
US Technology
QQQ
0.91
0.91
0.89
0.80
0.80
Preferred Stocks
PFF
0.86
0.79
0.73
0.45
0.45
EAFE Stocks
EFA
0.84
0.79
0.76
0.76
0.75
World All Countries
VT
0.90
0.88
0.87
0.89
0.89
Emerging Markets
EEM
0.51
0.62
0.57
0.68
0.68
Europe
VGK
0.82
0.77
0.74
0.78
0.77
Pacific
VPL
0.80
0.79
0.73
0.63
0.63
Latin America
FLLA
0.33
0.42
0.40
0.60
0.60
US Total Bond Market
BND
0.69
0.48
0.39
0.17
0.17
Long Term Treasuries
TLT
0.55
0.11
0.06
-0.10
-0.09
US Cash
BIL
-0.04
-0.14
-0.10
-0.01
-0.02
TIPS
TIP
0.76
0.60
0.44
0.22
0.23
Investment Grade Bonds
LQD
0.79
0.67
0.57
0.34
0.34
High Yield Bonds
HYG
0.78
0.80
0.76
0.67
0.67
International Bond Market
BNDX
0.61
0.44
0.38
0.16
0.16
Emerging Market Bonds
EMB
0.78
0.69
0.61
0.55
0.55
Gold
GLD
0.13
0.16
0.09
0.05
0.05
Commodities
DBC
0.00
0.39
0.32
0.32
0.31

Capital Growth as of Jul 31, 2022

An investment of 1000$, since August 1992, now would be worth 15159.71$, with a total return of 1415.97% (9.49% annualized).

The Inflation Adjusted Capital now would be 7189.04$, with a net total return of 618.90% (6.80% annualized).
An investment of 1000$, since January 1992, now would be worth 15139.26$, with a total return of 1413.93% (9.29% annualized).

The Inflation Adjusted Capital now would be 7046.48$, with a net total return of 604.65% (6.59% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.15% Nov 2007 Feb 2009 16 Jan 2013 47 63
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75
-30.28% Nov 2021 Jun 2022 8 in progress 1 9
-18.89% Sep 2018 Dec 2018 4 Jun 2019 6 10
-18.04% Feb 2020 Mar 2020 2 May 2020 2 4
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.87% Aug 2015 Jan 2016 6 Feb 2017 13 19
-6.98% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.09% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.49% Jul 1996 Jul 1996 1 Sep 1996 2 3
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2
-4.10% Feb 2018 Mar 2018 2 May 2018 2 4
-3.98% Nov 1994 Nov 1994 1 Feb 1995 3 4
-3.40% Apr 1993 Apr 1993 1 May 1993 1 2
-3.37% Nov 1993 Nov 1993 1 Jan 1994 2 3

Worst drawdowns since January 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.15% Nov 2007 Feb 2009 16 Jan 2013 47 63
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75
-30.28% Nov 2021 Jun 2022 8 in progress 1 9
-18.89% Sep 2018 Dec 2018 4 Jun 2019 6 10
-18.04% Feb 2020 Mar 2020 2 May 2020 2 4
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.87% Aug 2015 Jan 2016 6 Feb 2017 13 19
-6.98% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.45% Mar 1992 Jun 1992 4 Nov 1992 5 9
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.09% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.49% Jul 1996 Jul 1996 1 Sep 1996 2 3
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2
-4.10% Feb 2018 Mar 2018 2 May 2018 2 4
-3.98% Nov 1994 Nov 1994 1 Feb 1995 3 4
-3.40% Apr 1993 Apr 1993 1 May 1993 1 2

Rolling Returns ( more details)

Invesco DWA Momentum ETF (PDP) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.78 57.82
Apr 2020 - Mar 2021
-50.61
Mar 2008 - Feb 2009
20.22%
2 Years
10.99 43.39
Mar 2009 - Feb 2011
-30.98
Mar 2007 - Feb 2009
16.57%
3 Years
10.41 32.35
Apr 1995 - Mar 1998
-18.91
Mar 2006 - Feb 2009
18.67%
5 Years
9.65 28.45
Jan 1995 - Dec 1999
-9.22
Mar 2004 - Feb 2009
21.43%
7 Years
8.68 23.86
Jul 1992 - Jun 1999
-5.79
Mar 2002 - Feb 2009
3.17%
10 Years
7.68 16.66
Mar 2009 - Feb 2019
-4.78
Mar 1999 - Feb 2009
10.08%
15 Years
6.88 12.11
Jul 1992 - Jun 2007
3.61
Sep 2000 - Aug 2015
0.00%
20 Years
7.46 9.58
Dec 1994 - Nov 2014
4.22
Apr 2000 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco DWA Momentum ETF (PDP) ETF: Rolling Returns page.

Seasonality

Invesco DWA Momentum ETF (PDP) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.23
58%
0.59
65%
0.99
65%
1.82
68%
1.30
65%
-0.06
61%
1.50
65%
0.11
60%
-0.50
50%
1.27
67%
1.95
77%
0.99
63%
Best
Year
8.3
2019
7.9
2010
9.7
2000
12.4
2020
9.8
2020
6.0
2019
11.0
2022
6.5
2000
11.2
2010
9.7
2011
10.9
2020
6.5
1998
Worst
Year
-13.7
2022
-9.5
2001
-12.1
2020
-8.0
2022
-7.2
2010
-11.2
2022
-7.9
2002
-14.1
1998
-17.6
2008
-20.4
2008
-9.6
2008
-9.2
2018
Statistics calculated for the period Jan 1992 - Jul 2022

Monthly/Yearly Returns

Invesco DWA Momentum ETF (PDP) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
233 Positive Months (63%) - 134 Negative Months (37%)
Jan 1992 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-20.05 -24.76 -13.7 -2.6 2.1 -8.0 2.9 -11.2 11.0
2021
+7.72 +0.63 -2.4 1.6 -2.1 2.8 -1.1 3.6 2.2 2.9 -5.1 9.2 -2.3 -0.9
2020
+36.60 +34.77 2.5 -6.8 -12.1 12.4 9.8 1.2 9.0 5.8 -1.6 -1.3 10.9 4.9
2019
+33.13 +30.16 8.3 4.8 3.0 3.7 -3.1 6.0 2.3 0.8 -2.0 0.2 4.0 1.5
2018
-5.96 -7.73 6.4 -3.7 -0.5 0.0 5.2 -0.1 1.5 6.5 -0.4 -11.1 0.8 -9.2
2017
+23.30 +20.75 2.1 5.2 0.4 1.2 2.1 0.2 2.4 1.1 0.4 4.4 2.4 -0.6
2016
+2.35 +0.27 -7.3 1.0 5.3 -0.7 2.7 1.5 2.3 -0.7 -0.8 -2.9 1.8 0.6
2015
+1.13 +0.40 -0.3 5.5 0.7 -2.3 2.0 -0.4 2.4 -5.8 -3.2 6.5 -0.7 -2.6
2014
+12.21 +11.37 -1.9 6.0 -2.3 -0.8 3.8 1.7 -2.4 5.6 -2.0 2.6 2.9 -1.2
2013
+31.68 +29.73 4.7 1.3 4.4 2.7 0.3 -1.8 5.2 -2.2 5.4 2.5 3.3 2.3
2012
+18.18 +16.15 5.0 5.5 3.4 2.1 -5.6 0.6 0.3 3.4 0.6 -0.5 2.2 0.3
2011
+1.53 -1.39 2.9 3.3 2.6 3.5 -0.7 -1.0 -1.4 -5.5 -9.6 9.7 0.5 -1.5
2010
+26.57 +24.71 -5.4 7.9 7.0 4.3 -7.2 -6.7 7.8 -4.7 11.2 5.2 2.5 4.0
2009
+28.02 +24.63 -7.9 -9.0 6.7 7.7 1.3 2.1 9.9 3.9 7.0 -5.1 5.4 5.1
2008
-46.21 -46.26 -9.1 0.4 -1.4 5.9 4.7 -5.1 -6.2 -2.7 -17.6 -20.4 -9.6 5.1
2007
+5.14 +1.01 1.5 -2.0 1.2 4.4 3.4 -1.5 -3.1 1.3 3.9 1.4 -3.9 -1.1
2006
+15.85 +12.98 2.4 0.6 1.7 1.3 -3.0 0.3 0.4 2.2 2.7 3.2 2.0 1.3
2005
+4.83 +1.36 -2.2 2.1 -1.8 -1.9 3.2 0.2 3.8 -0.9 0.8 -2.4 4.4 -0.2
2004
+10.70 +7.21 2.0 1.4 -1.3 -1.9 1.7 1.8 -3.2 0.2 1.0 1.3 4.5 3.0
2003
+28.18 +25.81 -2.5 -1.3 0.2 8.5 5.5 1.1 1.8 2.1 -1.1 5.4 1.1 5.0
2002
-21.59 -23.41 -1.0 -1.8 3.3 -5.8 -0.6 -7.4 -7.9 0.7 -10.5 8.2 6.2 -5.7
2001
-11.75 -13.10 4.4 -9.5 -5.6 8.5 -0.6 -2.4 -1.0 -5.9 -8.2 1.3 7.8 0.6
2000
-9.73 -12.69 -5.0 -1.5 9.7 -3.5 -1.6 2.0 -1.6 6.5 -5.5 -0.5 -7.5 -0.5
1999
+20.39 +17.24 3.5 -3.2 4.2 3.8 -2.3 5.5 -3.1 -0.5 -2.2 6.4 1.7 5.7
1998
+28.69 +26.65 1.3 6.9 4.9 1.3 -2.1 4.3 -1.4 -14.1 6.4 8.1 5.6 6.5
1997
+33.48 +31.24 6.2 1.0 -4.4 6.3 6.3 4.1 7.9 -5.2 4.8 -2.5 3.9 1.9
1996
+22.49 +18.55 3.6 0.3 1.7 1.1 2.3 0.9 -4.5 1.9 5.6 3.2 7.3 -2.4
1995
+38.05 +34.63 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.4 4.2 -0.3 4.4 1.6
1994
+0.40 -2.21 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7
1993
+21.58 +18.33 3.6 1.3 4.4 -3.4 3.8 2.5 1.1 5.6 1.7 0.4 -3.4 2.7
1992
+7.92 +4.87 -1.4 2.6 -2.8 -0.7 1.5 -3.5 4.5 -3.3 1.3 2.9 4.4 2.7

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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