Summary
PIE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 70.47% Volatility 23.50% Sharpe 1.84
Official loaded data — not a live quote.

INVESCO DORSEY WRIGHT EMERGING MARKETS MOMENTUM ETF

Symbol: PIE

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 28/12/2007

Latest date: 03/06/2026

Current price: $32.85

Expense ratio: 0.90%

Assets under management
$200.6M
-0.76% 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

5.39%

Ann. -57.36% (Sharpe / Sortino numerator)

Volatility

35.43%

Sharpe ratio

-1.722

VaR 95%

-3.49%

CVaR 95%: -4.38%
Max drawdown: -4.73%
Sortino ratio: -2.633
Calmar ratio: -12.12

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

22.84%

Ann. 40.43% (Sharpe / Sortino numerator)

Volatility

26.49%

Sharpe ratio

1.389

VaR 95%

-3.24%

CVaR 95%: -3.85%
Max drawdown: -9.93%
Sortino ratio: 1.758
Calmar ratio: 4.07

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

38.21%

Ann. 15.34% (Sharpe / Sortino numerator)

Volatility

23.75%

Sharpe ratio

0.493

VaR 95%

-2.43%

CVaR 95%: -3.77%
Max drawdown: -9.93%
Sortino ratio: 0.619
Calmar ratio: 1.54

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

70.47%

Ann. 46.94% (Sharpe / Sortino numerator)

Volatility

23.50%

Sharpe ratio

1.843

VaR 95%

-2.07%

CVaR 95%: -3.67%
Max drawdown: -13.10%
Sortino ratio: 2.246
Calmar ratio: 3.58

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

61.72%

Ann. 13.88% (Sharpe / Sortino numerator)

Volatility

21.13%

Sharpe ratio

0.485

VaR 95%

-2.07%

CVaR 95%: -3.19%
Max drawdown: -28.69%
Sortino ratio: 0.634
Calmar ratio: 0.48

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

88.22%

Ann. 14.74% (Sharpe / Sortino numerator)

Volatility

19.54%

Sharpe ratio

0.568

VaR 95%

-1.95%

CVaR 95%: -2.91%
Max drawdown: -28.69%
Sortino ratio: 0.763
Calmar ratio: 0.51

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

0.222%

Best day

4.554%

08/04/2026
Worst day

-5.194%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.10 $33.20 $32.76 $32.85 34,300
02/06/2026 $33.03 $33.31 $32.83 $33.17 21,600
01/06/2026 $32.77 $33.29 $32.75 $33.16 185,900
29/05/2026 $32.80 $32.94 $32.44 $32.65 50,500
28/05/2026 $32.68 $32.90 $32.22 $32.82 20,100
27/05/2026 $33.31 $33.31 $32.74 $33.00 43,100
26/05/2026 $32.81 $33.31 $32.81 $33.24 591,000
22/05/2026 $31.68 $31.99 $31.57 $31.83 48,000
21/05/2026 $30.55 $31.08 $30.55 $30.94 14,700
20/05/2026 $30.12 $30.52 $30.12 $30.45 17,100