Summary
PBP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 17.67% 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: 20/07/2026

Current price: $22.95

Expense ratio: 0.29%

Assets under management
$343.6M
-0.35% 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

1.15%

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

4.52%

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

6.93%

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

17.67%

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

28.27%

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

39.93%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.042%

31/03/2026
Worst day

-1.413%

18/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.03 $23.04 $22.92 $22.95 23,500
17/07/2026 $22.91 $23.17 $22.91 $23.07 42,400
16/07/2026 $23.08 $23.18 $23.08 $23.16 17,400
15/07/2026 $23.18 $23.18 $23.08 $23.17 30,100
14/07/2026 $23.03 $23.14 $23.03 $23.14 14,200
13/07/2026 $22.98 $23.14 $22.98 $23.08 35,800
10/07/2026 $23.05 $23.13 $23.00 $23.13 22,100
09/07/2026 $23.07 $23.11 $22.96 $23.11 158,000
08/07/2026 $22.98 $22.98 $22.83 $22.98 50,500
07/07/2026 $23.06 $23.06 $22.94 $23.00 57,600