Summary
PBP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.27% Volatility 14.27% Sharpe 0.51
Official loaded data — not a live quote.

INVESCO S&P 500 BUYWRITE ETF

Symbol: PBP

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 20/12/2007

Latest date: 03/06/2026

Current price: $22.88

Expense ratio: 0.29%

Assets under management
$335.2M
0.00% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

2.02%

Ann. -30.60% (Sharpe / Sortino numerator)

Volatility

14.30%

Sharpe ratio

-2.394

VaR 95%

-1.42%

CVaR 95%: -1.44%
Max drawdown: -4.93%
Sortino ratio: -4.245
Calmar ratio: -6.20

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.

Period total return

3.41%

Ann. -5.97% (Sharpe / Sortino numerator)

Volatility

10.76%

Sharpe ratio

-0.892

VaR 95%

-1.34%

CVaR 95%: -1.41%
Max drawdown: -6.06%
Sortino ratio: -1.279
Calmar ratio: -0.98

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

7.29%

Ann. 11.87% (Sharpe / Sortino numerator)

Volatility

8.86%

Sharpe ratio

0.930

VaR 95%

-1.02%

CVaR 95%: -1.26%
Max drawdown: -6.06%
Sortino ratio: 1.233
Calmar ratio: 1.96

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

19.27%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

14.27%

Sharpe ratio

0.513

VaR 95%

-1.01%

CVaR 95%: -2.04%
Max drawdown: -6.74%
Sortino ratio: 0.544
Calmar ratio: 1.63

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

26.49%

Ann. 10.52% (Sharpe / Sortino numerator)

Volatility

12.16%

Sharpe ratio

0.567

VaR 95%

-1.04%

CVaR 95%: -1.80%
Max drawdown: -15.42%
Sortino ratio: 0.627
Calmar ratio: 0.68

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

36.42%

Ann. 10.97% (Sharpe / Sortino numerator)

Volatility

10.70%

Sharpe ratio

0.686

VaR 95%

-0.92%

CVaR 95%: -1.59%
Max drawdown: -15.42%
Sortino ratio: 0.772
Calmar ratio: 0.71

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.042%

31/03/2026
Worst day

-1.414%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $22.88 $22.90 $22.84 $22.88 18,300
02/06/2026 $22.91 $22.92 $22.83 $22.92 35,100
01/06/2026 $22.87 $22.89 $22.81 $22.89 24,000
29/05/2026 $22.84 $22.86 $22.82 $22.86 27,700
28/05/2026 $22.82 $22.84 $22.75 $22.84 27,600
27/05/2026 $22.76 $22.80 $22.75 $22.80 15,500
26/05/2026 $22.78 $22.79 $22.72 $22.77 39,400
22/05/2026 $22.75 $22.78 $22.68 $22.71 27,200
21/05/2026 $22.60 $22.67 $22.51 $22.66 37,000
20/05/2026 $22.54 $22.60 $22.45 $22.56 16,400