IDLB Performance — Invesco FTSE International Low Beta Equal Weight ETF
Data updated: 2023-04-03
IDLB returned −5.92% over one year to Jan 2023. The annualised 3-year return is −0.38%. Against its Global Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $99, against $108 for the category, and to $94 over one year, against $89. Volatility over the past three years was 18.13% a year. In the 12 months to Jan 2023 the fund lost a net $1.2M, and assets reached $5.11M.
IDLB Growth of $100
What $100 invested in Invesco FTSE International Low Beta Equal Weight ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Blend category average over the same months.
| Period | IDLB | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $94 | $89 |
| 3 years (Feb 2020 – Jan 2023) | $99 | $108 |
| Since data start (Aug 2019 – Jan 2023) | $102 | $113 |
IDLB Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.92% |
| 3 years (annualised) | −0.38% |
IDLB Annual Returns
Calendar-year total returns of Invesco FTSE International Low Beta Equal Weight ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +5.84% |
| 2022 | −16.47% |
| 2021 | +3.14% |
| 2020 | +5.29% |
| 2019 (Aug–Dec) | +6.07% |
IDLB 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 | +5.8% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −6.0% | −0.2% | −0.8% | −6.0% | +0.7% | −7.9% | +4.1% | −3.6% | −10.6% | +2.5% | +11.1% | +1.0% |
| 2021 | −0.9% | −0.8% | +2.7% | +2.3% | +1.5% | −0.2% | +0.7% | +2.0% | −3.8% | +0.7% | −4.0% | +3.3% |
| 2020 | −2.9% | −8.2% | −12.2% | +6.7% | +4.3% | +1.1% | +2.8% | +5.5% | −0.6% | −3.3% | +10.3% | +4.1% |
| 2019 | — | — | — | — | — | — | — | −1.9% | +2.1% | +2.7% | +0.6% | +2.5% |
IDLB Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 18.13%
- 3-year Sharpe ratio: -0.27 (vs 4.5% risk-free rate)
- Best month: +11.11% (Nov 2022)
- Worst month: −12.22% (Mar 2020)
IDLB Fund Flows
Monthly money in and out of Invesco FTSE International Low Beta Equal Weight ETF, from SEC Form N-PORT.
- 12-month net flow: −$1.2M
- 12-month gross sales (incl. reinvestments): $437
- Sales ÷ redemptions: 0.00×
| 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 | $0 | $0 |
| Jul 2022 | $437 | $1.2M | −$1.2M |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
IDLB Assets Under Management
Net assets of Invesco FTSE International Low Beta Equal Weight ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $5.11M |
| 2022-10-31 | $4.32M |
| 2022-07-31 | $4.93M |
| 2022-04-30 | $6.45M |
| 2022-01-31 | $6.98M |
| 2021-10-31 | $7.63M |
| 2021-07-31 | $7.77M |
| 2021-04-30 | $7.65M |
| 2021-01-31 | $7.39M |
| 2020-10-31 | $9.14M |
| 2020-07-31 | $11.59M |
| 2020-04-30 | $16.66M |
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.