PBDM Performance — Invesco PureBeta FTSE Developed ex-North America ETF
Data updated: 2023-06-29
PBDM returned +7.99% over one year to Apr 2023. The annualised 3-year return is +11.42%. The fund beat its Global Blend category average: $100 invested three years ago grew to $138, against $119 for the category, and to $108 over one year, against $97. Volatility over the past three years was 18.70% a year. In the 12 months to Apr 2023 the fund lost a net $78.5M, and assets reached $13.23M.
PBDM Growth of $100
What $100 invested in Invesco PureBeta FTSE Developed ex-North America ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Blend category average over the same months.
| Period | PBDM | Category average |
|---|---|---|
| 1 year (May 2022 – Apr 2023) | $108 | $97 |
| 3 years (May 2020 – Apr 2023) | $138 | $119 |
| Since data start (Aug 2019 – Apr 2023) | $124 | $112 |
PBDM Trailing Returns
Total returns to Apr 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.99% |
| 3 years (annualised) | +11.42% |
PBDM Annual Returns
Calendar-year total returns of Invesco PureBeta FTSE Developed ex-North America ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Apr) | +10.91% |
| 2022 | −15.17% |
| 2021 | +9.99% |
| 2020 | +10.20% |
| 2019 (Aug–Dec) | +9.06% |
PBDM 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 | +8.1% | −2.4% | +2.2% | +2.8% | — | — | — | — | — | — | — | — |
| 2022 | −4.4% | −2.3% | 0.0% | −6.7% | +1.7% | −9.6% | +5.0% | −4.6% | −10.5% | +5.9% | +12.6% | −1.1% |
| 2021 | −0.9% | +2.1% | +2.3% | +3.0% | +3.4% | −1.2% | +0.3% | +1.7% | −3.5% | +2.6% | −4.8% | +5.2% |
| 2020 | −2.4% | −8.6% | −13.7% | +7.0% | +4.6% | +3.3% | +2.5% | +5.2% | −2.2% | −3.7% | +15.6% | +5.4% |
| 2019 | — | — | — | — | — | — | — | −2.5% | +3.1% | +3.7% | +1.0% | +3.6% |
PBDM Risk
Risk measures from monthly returns over May 2020 – Apr 2023.
- 3-year volatility (annualised): 18.70%
- 3-year Sharpe ratio: 0.37 (vs 4.5% risk-free rate)
- Best month: +15.60% (Nov 2020)
- Worst month: −10.45% (Sep 2022)
PBDM Fund Flows
Monthly money in and out of Invesco PureBeta FTSE Developed ex-North America ETF, from SEC Form N-PORT.
- 12-month net flow: −$78.5M
- 12-month gross sales (incl. reinvestments): $11K
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $7K | $66.3M | −$66.3M |
| Feb 2023 | $2K | $0 | $2K |
| Jan 2023 | $767 | $7.3M | −$7.3M |
| Dec 2022 | $306 | $2.4M | −$2.4M |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $432 | $2.3M | −$2.3M |
| May 2022 | $0 | $0 | $0 |
PBDM Assets Under Management
Net assets of Invesco PureBeta FTSE Developed ex-North America ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-04-30 | $13.23M |
| 2023-01-31 | $83.18M |
| 2022-10-31 | $77.99M |
| 2022-07-31 | $86.89M |
| 2022-04-30 | $93.76M |
| 2022-01-31 | $103.74M |
| 2021-10-31 | $70.56M |
| 2021-07-31 | $8.83M |
| 2021-04-30 | $8.67M |
| 2021-01-31 | $8.11M |
| 2020-10-31 | $2.24M |
| 2020-07-31 | $2.28M |
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.