DEF

Invesco Defensive Equity ETF
C

70
*Unless otherwise stated, data provided by FactSet.

DEF Fund Description

The Invesco Defensive Equity ETF tracks an index that aims to outperform in down markets while maintaining upside potential. The equal-weighted index picks 100 US stocks using proprietary methods.

DEF Factset Analytics Insight

DEF does defense in a different way. Typically defensive stock portfolios base their methods on a fund’s beta, but DEF starts with the S&P 500, calculates each constituent’s probability of maintaining revenues that support its current stock price, and keeps the top 80%. After that, the remaining stocks are then ranked by beta, eliminating the top 25%. Next, down-market volatility is tested, keeping the half of the stocks that score the lowest. Finally, the initial metric of probability of supporting the current stock price is revisited, where the fund selects the 100 stocks with the highest probability. The fund is equal-weighted.

Note: On October 24, 2016, DEF changed its index from the Sabrient Defensive Euity Index to the current index.

DEF CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
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Select ETFs to compare their performance:
PERFORMANCE [as of 06/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEF 2.10% -0.44% 1.59% 11.84% 9.91% 10.00% 8.07%
DEF (NAV) 2.88% 0.11% 2.39% 12.19% 10.71% 10.32% 9.15%
Guggenheim Defensive Equity Index -- -- -- -- -- -- 9.15%
MSCI USA Investable Markets_net 2.71% 2.04% 5.52% 17.09% 11.43% 13.24% 10.09%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEF Top 10 Countries

DEF Top 10 Sectors

DEF Top 10 Holdings [View All]

DEF Summary Data

Invesco
12/15/06
Open-Ended Fund
0.60%
$175.70M
$434.86K
0.19%

DEF Portfolio Data

$49.22B
22.16
3.54
1.60%
12/26/18
100

DEF Index Data

Equal
Proprietary
MSCI USA Investable Markets_net

DEF Portfolio Management

0.60%
-0.58%
-0.41%
-1.72%

DEF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DEF Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DEF Factset Analytics Block Liquidity

As of 06/19/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DEF. DEF is rated a 5 out of 5.

DEF Tradability

9,375
$434.86K
6,443
$297.91K
0.19%
$0.09
-0.02%
0.78% / -0.45%
None
100.00%
50,000
0.13
0.02%
0.02%
--
$47.31
5

DEF Sector/Industry Breakdown


DEF
Segment Benchmark
18.38%
12.84%
17.40%
18.05%
16.39%
10.54%
14.31%
23.44%
11.44%
6.80%
10.09%
12.96%
6.09%
2.79%
5.65%
2.92%
1.23%
5.82%

DEF TOP 10 HOLDINGS[View All]

1.22%
1.22%
1.19%
1.13%
1.13%
1.12%
1.12%
1.12%
1.12%
1.11%
11.48%

DEF Countries


DEF
Segment Benchmark
100.99%
99.93%
--
0.07%

DEF Regions


DEF
Segment Benchmark
100.99%
100.00%

DEF Economic Development


DEF
Segment Benchmark
100.00%
100.00%

DEF Performance Statistics

0.92
0.85
0.81
0.90
0.23%
MSCI USA Investable Markets_net

DEF BENCHMARK COMPARISON HOLDINGS

100
2374
99
16.84%

DEF BENCHMARK COMPARISON SUMMARY


DEF
Segment Benchmark
100
2374
$49.22B
$167.55B
22.16
25.56
3.54
3.08
1.82%
1.82%
Low
--

DEF BENCHMARK COMPARISON MARKET CAP SIZE


DEF
Segment Benchmark
83.04%
80.35%
16.96%
14.88%
0.00%
4.47%
0.00%
0.31%