INVESCO MSCI USA ETF
Symbol: PBUS
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 22/09/2017
Latest date: 17/07/2026
Current price: $74.60
Expense ratio: 0.04%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.68%
Ann. -39.17% (Sharpe / Sortino numerator)
Volatility
18.20%
Sharpe ratio
-2.352
VaR 95%
-1.70%
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
5.11%
Ann. -16.05% (Sharpe / Sortino numerator)
Volatility
14.72%
Sharpe ratio
-1.337
VaR 95%
-1.65%
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
10.37%
Ann. -4.31% (Sharpe / Sortino numerator)
Volatility
13.75%
Sharpe ratio
-0.577
VaR 95%
-1.55%
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
19.42%
Ann. 17.05% (Sharpe / Sortino numerator)
Volatility
18.40%
Sharpe ratio
0.729
VaR 95%
-1.61%
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
37.12%
Ann. 13.71% (Sharpe / Sortino numerator)
Volatility
16.42%
Sharpe ratio
0.614
VaR 95%
-1.65%
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
71.81%
Ann. 18.66% (Sharpe / Sortino numerator)
Volatility
15.00%
Sharpe ratio
1.002
VaR 95%
-1.46%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.074%
Best day
2.905%
Worst day
-2.739%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $74.32 | $74.93 | $74.31 | $74.60 | 191,900 |
| 16/07/2026 | $75.35 | $75.68 | $75.07 | $75.28 | 176,000 |
| 15/07/2026 | $75.76 | $75.80 | $75.29 | $75.69 | 47,800 |
| 14/07/2026 | $75.55 | $75.55 | $75.18 | $75.48 | 84,200 |
| 13/07/2026 | $75.33 | $75.57 | $75.05 | $75.13 | 96,400 |
| 10/07/2026 | $75.42 | $75.73 | $75.10 | $75.71 | 39,700 |
| 09/07/2026 | $75.04 | $75.45 | $74.90 | $75.43 | 34,100 |
| 08/07/2026 | $74.66 | $74.85 | $74.25 | $74.80 | 84,500 |
| 07/07/2026 | $75.31 | $75.31 | $74.84 | $75.07 | 127,900 |
| 06/07/2026 | $75.00 | $75.52 | $75.00 | $75.36 | 238,700 |