Summary
PWB
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 23.12% Volatility 23.19% Sharpe 1.19
Official loaded data — not a live quote.

INVESCO LARGE CAP GROWTH ETF

Symbol: PWB

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 03/03/2005

Latest date: 15/10/2026

Current price: $156.36

Expense ratio: 0.55%

Assets under management
$2.7B
1.46% 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

2.91%

Ann. -43.50% (Sharpe / Sortino numerator)

Volatility

27.23%

Sharpe ratio

-1.731

VaR 95%

-2.27%

CVaR 95%: -2.92%
Max drawdown: -9.89%
Sortino ratio: -2.988
Calmar ratio: -4.40

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

-1.82%

Ann. -1.22% (Sharpe / Sortino numerator)

Volatility

23.74%

Sharpe ratio

-0.205

VaR 95%

-2.29%

CVaR 95%: -3.06%
Max drawdown: -12.11%
Sortino ratio: -0.315
Calmar ratio: -0.10

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

10.28%

Ann. 3.33% (Sharpe / Sortino numerator)

Volatility

21.62%

Sharpe ratio

-0.014

VaR 95%

-2.44%

CVaR 95%: -2.98%
Max drawdown: -12.11%
Sortino ratio: -0.020
Calmar ratio: 0.28

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

23.12%

Ann. 31.33% (Sharpe / Sortino numerator)

Volatility

23.19%

Sharpe ratio

1.195

VaR 95%

-2.11%

CVaR 95%: -3.40%
Max drawdown: -12.11%
Sortino ratio: 1.550
Calmar ratio: 2.59

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

55.83%

Ann. 20.37% (Sharpe / Sortino numerator)

Volatility

20.82%

Sharpe ratio

0.804

VaR 95%

-2.05%

CVaR 95%: -3.11%
Max drawdown: -22.10%
Sortino ratio: 1.040
Calmar ratio: 0.92

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

127.42%

Ann. 25.75% (Sharpe / Sortino numerator)

Volatility

18.72%

Sharpe ratio

1.182

VaR 95%

-1.81%

CVaR 95%: -2.74%
Max drawdown: -22.10%
Sortino ratio: 1.551
Calmar ratio: 1.17

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.095%

Best day

4.478%

30/07/2026
Worst day

-4.889%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $154.11 $156.57 $152.48 $156.36 90,300
14/10/2026 $159.90 $160.19 $156.73 $157.31 62,800
13/10/2026 $160.50 $161.78 $159.64 $161.69 191,400
12/10/2026 $163.85 $163.85 $162.18 $162.36 133,000
09/10/2026 $164.87 $164.87 $163.28 $164.39 75,400
08/10/2026 $164.90 $165.61 $162.20 $163.30 135,600
07/10/2026 $165.67 $166.30 $165.07 $166.18 107,000
06/10/2026 $167.49 $168.22 $166.75 $167.66 67,000
05/10/2026 $165.86 $166.73 $165.40 $166.47 116,400
02/10/2026 $165.82 $166.35 $165.24 $165.88 79,800