Summary
DJD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 23.22% Volatility 13.98% Sharpe 0.80
Official loaded data — not a live quote.

INVESCO DOW JONES INDUSTRIAL AVERAGE DIVIDEND ETF

Symbol: DJD

Exchange: NYSE

Sector: Healthcare

Category: Large Value

Inception date: 16/12/2015

Latest date: 16/07/2026

Current price: $63.90

Expense ratio: 0.07%

Assets under management
$463.9M
0.87% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.82%

Ann. -43.93% (Sharpe / Sortino numerator)

Volatility

11.83%

Sharpe ratio

-4.019

VaR 95%

-1.53%

CVaR 95%: -1.66%
Max drawdown: -4.90%
Sortino ratio: -5.557
Calmar ratio: -8.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.99%

Ann. 14.58% (Sharpe / Sortino numerator)

Volatility

11.88%

Sharpe ratio

0.922

VaR 95%

-1.01%

CVaR 95%: -1.33%
Max drawdown: -6.26%
Sortino ratio: 1.586
Calmar ratio: 2.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.62%

Ann. 14.99% (Sharpe / Sortino numerator)

Volatility

11.14%

Sharpe ratio

1.020

VaR 95%

-0.98%

CVaR 95%: -1.28%
Max drawdown: -6.26%
Sortino ratio: 1.839
Calmar ratio: 2.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.22%

Ann. 14.85% (Sharpe / Sortino numerator)

Volatility

13.98%

Sharpe ratio

0.802

VaR 95%

-1.10%

CVaR 95%: -1.89%
Max drawdown: -7.63%
Sortino ratio: 1.099
Calmar ratio: 1.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.67%

Ann. 14.08% (Sharpe / Sortino numerator)

Volatility

12.63%

Sharpe ratio

0.827

VaR 95%

-1.05%

CVaR 95%: -1.67%
Max drawdown: -12.28%
Sortino ratio: 1.183
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

65.70%

Ann. 14.76% (Sharpe / Sortino numerator)

Volatility

12.17%

Sharpe ratio

0.915

VaR 95%

-1.04%

CVaR 95%: -1.58%
Max drawdown: -12.28%
Sortino ratio: 1.379
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.015%

06/02/2026
Worst day

-1.713%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $63.35 $63.94 $63.35 $63.90 47,200
15/07/2026 $63.40 $63.53 $63.03 $63.04 54,100
14/07/2026 $63.71 $63.92 $63.21 $63.87 66,800
13/07/2026 $64.56 $64.81 $64.33 $64.52 36,000
10/07/2026 $64.42 $64.46 $64.20 $64.36 30,600
09/07/2026 $63.95 $64.26 $63.81 $64.19 28,000
08/07/2026 $64.40 $64.40 $64.10 $64.12 57,300
07/07/2026 $65.04 $65.27 $64.70 $64.82 76,000
06/07/2026 $64.58 $64.70 $63.93 $64.37 63,100
02/07/2026 $64.04 $64.67 $64.02 $64.67 36,000