Invesco FTSE RAFI Developed Markets ex-U.S. ETF
Ticker
PXF
ISIN
US46138E735
Price
USD 48.58
Change Today
+0.11 / 0.227 %
Price 1 year ago
41.88 / 15.991 %
Morningstar
4
52 Week Low
42.95
52 Week High
52.64
200 Day Moving Average 49.01
49.01
50-day Moving Average
50.62
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.39 |
| Sortino Ratio | 0.54 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -20.42 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.90 |
| Volatility | 4.153% |
| Alpha | +5.06 |
| Beta | None |
| R Squared | +94.77 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.677% |
| Average Annual Volatility | 23.918% |
| Sharpe Ratio | 0.24 |
| Sortino Ratio | 0.16 |
| Maximum Drawdown | -64.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.09 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the FTSE RAFITM Developed ex U.S. 1000 Index (the "underlying index"). The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index, as well as American depositary receipts ("ADRs") and global depositary receipts ("GDRs") that represent securities in the underlying index. The underlying index is comprised of companies located in countries that are classified as "developed" within the country classification definition of FTSE, excluding the United States.
Market
US
Category
Foreign Large Value
Expense Ratio
0.45%
Fund family
Invesco
Morningstar
4
Yield
0.0332
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 23.62% |
| Industrials | 12.57% |
| Energy | 11.03% |
| Consumer cyclical | 9.70% |
| Basic materials | 8.69% |
| Consumer defensive | 8.15% |
| Healthcare | 7.73% |
| Communication services | 6.03% |
| Technology | 5.81% |
| Utilities | 4.49% |
| Realestate | 2.26% |
| Country | Ratio |
|---|---|
| Japan | 19.67 |
| United Kingdom | 15.15 |
| Germany | 9.81 |
| France | 9.69 |
| Canada | 9.25 |
| Switzerland | 6.92 |
| Australia | 4.82 |
| South Korea | 4.41 |
| Netherlands | 3.27 |
| Spain | 3.04 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 005930.KS | Samsung Electronics Co Ltd | 1.56% |
| NESN | Nestle SA | 1.24% |
| BP..L | BP PLC | 1.15% |
| TTE.PA | TotalEnergies SE | 1.13% |
| ROG | Roche Holding AG | 0.95% |
| RDSA.L | Royal Dutch Shell PLC Class A | 0.89% |
| RY.TO | Royal Bank of Canada | 0.88% |
| DAI.DE | Daimler AG | 0.8% |
| TD.TO | The Toronto-Dominion Bank | 0.8% |
| RDSB.L | Royal Dutch Shell PLC B | 0.77% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FTAD.L | SPDR FTSE UK All Share UCITS ETF | IE00B7452L4 | LSE | 0.20% | 4 | -- | -- |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| ISFA.AS | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE0005042456 | AMS | 0.20% | 4 | +2.85 | |
| ISFU.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| L100.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| L100.PA | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU1650492173 | PAR | 0.30% | 4 | +2.67 | |
| MIDD.L | iShares FTSE 250 UCITS ETF | IE00B00FV12 | LSE | 0.40% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| VDJP.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VJPN.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VMID.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 4 | -1.29 | |
| VMIG.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 5 | -- | -- |
| VUKE.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 4 | ||
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
| VWRA.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | -- |
| VWRD.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| VWRL.AS | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM25 | AMS | 0.22% | 4 | +0.04 | |
| VWRL.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| XDUK.L | Xtrackers FTSE 100 UCITS ETF | LU083878070 | LSE | 0.09% | 4 | ||
| XUKX.L | Xtrackers FTSE 100 Income UCITS ETF | LU029209723 | LSE | 0.09% | 4 | +2.76 |
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.