DEF

Invesco Defensive Equity ETF
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69
*Unless otherwise stated, data provided by FactSet.

DEF Fund Description

DEF 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 MSCI ESG Analytics Insight

Invesco Defensive Equity ETF has an MSCI ESG Fund Rating of A based on a score of 5.74 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Invesco Defensive Equity ETF ranks in the 61st percentile within its peer group and in the 0th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DEF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

DEF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DEF 3.42% 3.71% 23.58% 10.04% 14.41% 9.63% 12.06%
DEF (NAV) 2.60% 3.19% 23.63% 10.46% 14.08% 9.62% 12.92%
Invesco Defensive Equity Index -- -- -- -- -- -- 12.92%
MSCI USA IMI 2.95% 2.90% 21.56% 4.34% 13.82% 10.28% 13.16%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DEF Summary Data

Invesco
12/15/06
Open-Ended Fund
0.59%
$302.09M
$1.01M
0.07%

DEF Portfolio Data

$73.82B
22.36
3.59
1.13%
12/23/19
102

DEF Index Data

Invesco Defensive Equity Index
Equal
Proprietary
MSCI USA IMI

DEF Portfolio Management

0.59%
--
--
--

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

DEF Factset Analytics Block Liquidity

As of 09/20/19
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

19,042
$1.01M
13,371
$709.63K
0.07%
$0.04
0.02%
0.49% / -0.37%
None
100.00%
50,000
0.27
0.02%
0.02%
0
$54.40
5

DEF Sector/Industry Breakdown


DEF
Segment Benchmark
24.11%
17.07%
18.16%
10.53%
16.45%
13.44%
13.00%
26.09%
9.26%
13.46%
6.10%
6.72%
4.89%
3.21%
4.15%
2.93%
2.92%
4.58%
0.96%
1.92%

DEF Top 10 Holdings[View All]

11.01%

DEF Countries


DEF
Segment Benchmark
100.00%
99.92%
--
0.08%

DEF Regions


DEF
Segment Benchmark
100.00%
100.00%

DEF Economic Development


DEF
Segment Benchmark
100.00%
100.00%

DEF Performance Statistics

0.92
0.81
0.81
0.85
0.31%
MSCI USA IMI

DEF MSCI ESG Ratings

A
5.74 / 10
--
60.54
7.97%
5.66%
185.42

DEF Benchmark Comparison Holdings

102
2426
99
23.18%

DEF Benchmark Comparison Summary


DEF
Segment Benchmark
102
2426
$73.82B
$205.15B
22.36
24.01
3.59
3.16
1.93%
1.84%
Low
Low

DEF Benchmark Comparison Market Cap Size


DEF
Segment Benchmark
88.45%
82.24%
10.55%
13.33%
1.00%
4.00%
0.00%
0.39%