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.
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
|
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).
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
The Inflation Adjusted Capital now would be 7189.04$, with a net total return of 618.90% (6.80% annualized).
The Inflation Adjusted Capital now would be 7046.48$, with a net total return of 604.65% (6.59% annualized).
Drawdowns
Worst drawdowns since August 1992.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
Monthly/Yearly Returns
Invesco DWA Momentum ETF (PDP) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
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.