INVESCO DORSEY WRIGHT MOMENTUM ETF
Symbol: PDP
Exchange: NASDAQ
Sector: Technology
Category: Large Growth
Inception date: 01/03/2007
Latest date: 15/10/2026
Current price: $136.63
Expense ratio: 0.62%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.51%
Ann. -40.43% (Sharpe / Sortino numerator)
Volatility
33.88%
Sharpe ratio
-1.300
VaR 95%
-2.74%
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
-2.34%
Ann. 16.18% (Sharpe / Sortino numerator)
Volatility
27.38%
Sharpe ratio
0.458
VaR 95%
-2.74%
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
3.80%
Ann. 6.13% (Sharpe / Sortino numerator)
Volatility
26.52%
Sharpe ratio
0.094
VaR 95%
-2.74%
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
13.25%
Ann. 21.34% (Sharpe / Sortino numerator)
Volatility
24.23%
Sharpe ratio
0.731
VaR 95%
-2.68%
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
29.11%
Ann. 12.84% (Sharpe / Sortino numerator)
Volatility
22.58%
Sharpe ratio
0.408
VaR 95%
-2.54%
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
75.93%
Ann. 17.78% (Sharpe / Sortino numerator)
Volatility
20.33%
Sharpe ratio
0.696
VaR 95%
-2.05%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.064%
Best day
5.457%
Worst day
-4.069%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $135.21 | $136.66 | $133.84 | $136.63 | 32,500 |
| 14/10/2026 | $137.82 | $138.20 | $135.93 | $136.39 | 16,000 |
| 13/10/2026 | $138.57 | $139.11 | $138.13 | $139.07 | 19,600 |
| 12/10/2026 | $140.06 | $140.11 | $139.20 | $139.45 | 15,200 |
| 09/10/2026 | $139.66 | $141.02 | $139.66 | $140.67 | 20,000 |
| 08/10/2026 | $138.65 | $139.16 | $138.19 | $138.90 | 8,800 |
| 07/10/2026 | $139.45 | $139.97 | $139.19 | $139.51 | 19,200 |
| 06/10/2026 | $142.16 | $142.27 | $140.83 | $140.88 | 10,800 |
| 05/10/2026 | $140.11 | $141.54 | $139.92 | $141.22 | 19,900 |
| 02/10/2026 | $139.95 | $140.45 | $139.82 | $140.29 | 12,200 |