Invesco RAFI Strategic Developed ex-US ETF
Ticker
ISDX
ISIN
-
Price
USD 26.54
Change Today
-
Price 1 year ago
30.31 / -12.438 %
Morningstar
5
52 Week Low
23.24
52 Week High
30.22
200 Day Moving Average 26.77
26.77
50-day Moving Average
28.23
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.00 |
| Sortino Ratio | NaN |
| Maximum Drawdown | 0.0% |
| Maximum Drawdown Date | 2023-11-15 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.00 |
| Volatility | 0.0% |
| Alpha | +6.07 |
| Beta | -- |
| R Squared | +95.23 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.749% |
| Average Annual Volatility | 21.763% |
| Sharpe Ratio | 0.17 |
| Sortino Ratio | 0.06 |
| Maximum Drawdown | -40.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.08 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the Invesco Strategic Developed ex-US Index (the "underlying index"). The fund generally will invest at least 80% of its total assets in securities that comprise the underlying index and American depositary receipts ("ADRs") and global depositary receipts ("GDRs") that are based on securities in the underlying index. The underlying index is designed to measure the performance of equity securities in countries designated as developed market countries (excluding the U.S.).
Market
US
Category
Foreign Large Value
Expense Ratio
0.23%
Fund family
Invesco
Morningstar
5
Yield
0.051999997
Exchange
NGM
| Sector | Weight |
|---|---|
| Industrials | 16.36% |
| Consumer cyclical | 14.57% |
| Energy | 12.67% |
| Basic materials | 12.57% |
| Consumer defensive | 10.16% |
| Technology | 8.00% |
| Healthcare | 7.90% |
| Communication services | 6.79% |
| Financial services | 5.42% |
| Utilities | 5.19% |
| Realestate | 0.62% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| RDSA.L | Royal Dutch Shell PLC Class A | 2.58% |
| 005930.KS | Samsung Electronics Co Ltd | 1.98% |
| 7203 | Toyota Motor Corp | 1.48% |
| BP..L | BP PLC | 1.44% |
| ENB.TO | Enbridge Inc | 1.35% |
| TTE.PA | TotalEnergies SE | 1.28% |
| NESN | Nestle SA | 1.23% |
| VOW3.DE | Volkswagen AG Participating Preferred | 1.15% |
| BAM.A.TO | Brookfield Asset Management Inc Class A | 1.03% |
| ROG | Roche Holding AG | 1.01% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B8BXGM71.IR | Old Mut FTSE RAFI All Wld Idx CHybrid | IE00B8BXGM71 | YHD | 4 | -1.36 | +1.07 | |
| ISDX | Invesco RAFI Strategic Developed ex-US ETF | NGM | 0.23% | 5 | +6.07 | -- | |
| ISEM | Invesco RAFI Strategic Emerging Markets ETF | IE00B23D957 | NGM | 0.35% | 4 | +2.51 | -- |
| IUS | Invesco RAFI Strategic US ETF | US46138J742 | NGM | 0.19% | 5 | +6.95 | -- |
| IUSS | Invesco RAFI Strategic US Small Company ETF | WC1JZV2JQ4Z | NGM | 0.23% | 5 | +12.60 | -- |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | PCX | 0.39% | 4 | +3.06 | ||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | PCX | 0.29% | 4 | +8.69 | ||
| PEF.PA | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X81 | PAR | 0.39% | 4 | -1.26 | |
| PEF.SW | Invesco FTSE RAFI EUROPE | IE00B23D8X81 | EBS | 0.39% | 4 | ||
| PEH.PA | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D9570 | PAR | 0.49% | 4 | +0.12 | |
| PEHH.SW | Invesco FTSE RAFI Emerging | IE00B23D9570 | EBS | 0.49% | 4 | ||
| PFT.PA | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S39 | PAR | 0.39% | 4 | -0.73 | |
| PFT.SW | Invesco FTSE RAFI US 1000 | IE00B23D8S39 | EBS | 0.39% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PRUS.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | -0.73 | |
| PSRE.L | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X8 | LSE | 0.39% | 4 | -1.26 | |
| PSRF.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | ||
| PSRM.L | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D957 | LSE | 0.49% | 4 | ||
| PSRW.L | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ0 | LSE | 0.39% | 4 | +0.67 | |
| PSRW.PA | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ02 | PAR | 0.39% | 4 | +0.67 | |
| PSRW.SW | Invesco FTSE RAFI ALL-WORL | IE00B23LNQ02 | EBS | 0.39% | 4 | ||
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| QOZ.AX | BetaShares FTSE RAFI Australia 200 ETF | IE00B7KQ7B6 | 0.30% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.