IDHD Performance — Invesco S&P International Developed High Dividend Low Volatility ETF
Data updated: 2023-04-03
IDHD returned −3.42% over one year to Jan 2023. The annualised 3-year return is +0.25%. Against its Emerging Markets Equity category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $101, against $107 for the category, and to $97 over one year, against $88. Volatility over the past three years was 18.35% a year. In the 12 months to Jan 2023 the fund took in a net $3.6M, and assets reached $20.72M.
IDHD Growth of $100
What $100 invested in Invesco S&P International Developed High Dividend Low Volatility ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | IDHD | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $97 | $88 |
| 3 years (Feb 2020 – Jan 2023) | $101 | $107 |
| Since data start (Aug 2019 – Jan 2023) | $105 | $110 |
IDHD Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.42% |
| 3 years (annualised) | +0.25% |
IDHD Annual Returns
Calendar-year total returns of Invesco S&P International Developed High Dividend Low Volatility ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +5.91% |
| 2022 | −9.73% |
| 2021 | +9.51% |
| 2020 | −5.23% |
| 2019 (Aug–Dec) | +6.01% |
IDHD Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +5.9% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −1.0% | −0.5% | +1.0% | −3.3% | +0.7% | −6.3% | +1.7% | −2.9% | −10.6% | +2.0% | +9.6% | +0.7% |
| 2021 | +0.9% | +0.4% | +4.0% | +0.8% | +2.6% | −1.3% | +0.7% | +0.5% | −2.9% | +2.7% | −3.1% | +4.1% |
| 2020 | −1.5% | −8.1% | −17.5% | +5.3% | +2.0% | +2.6% | +1.3% | +4.1% | −2.7% | −2.8% | +12.4% | +2.9% |
| 2019 | — | — | — | — | — | — | — | −1.9% | +3.1% | +3.3% | −0.7% | +2.1% |
IDHD Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 18.35%
- 3-year Sharpe ratio: -0.23 (vs 4.5% risk-free rate)
- Best month: +12.36% (Nov 2020)
- Worst month: −17.51% (Mar 2020)
IDHD Fund Flows
Monthly money in and out of Invesco S&P International Developed High Dividend Low Volatility ETF, from SEC Form N-PORT.
- 12-month net flow: $3.6M
- 12-month gross sales (incl. reinvestments): $6.0M
- Sales ÷ redemptions: 2.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $2.4M | −$2.4M |
| Jul 2022 | $3.5M | $0 | $3.5M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $2.5M | $0 | $2.5M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
IDHD Assets Under Management
Net assets of Invesco S&P International Developed High Dividend Low Volatility ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $20.72M |
| 2022-10-31 | $17.85M |
| 2022-07-31 | $22.79M |
| 2022-04-30 | $17.86M |
| 2022-01-31 | $18.50M |
| 2021-10-31 | $18.85M |
| 2021-07-31 | $18.99M |
| 2021-04-30 | $18.84M |
| 2021-01-31 | $18.10M |
| 2020-10-31 | $15.64M |
| 2020-07-31 | $16.04M |
| 2020-04-30 | $13.18M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.