Invesco Dow Jones Industrial Average Dividend… (DJD) Performance
DJD total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +19.4% since Dec 31, 2025
- 1 year
- +23.9% total return
- 5 years
- +12.2% a year
- 10 years
- +13.0% a year
- Since first price
- +12.7% a year since 2015
DJD trailing returns vs SPY, QQQ, AGG
| Period | DJD total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.1% | +5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +6.1% | +5.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +12.1% | +10.8% | +7.8% | +8.4% | −1.5% |
| YTD | +19.4% | +17.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +23.9% | +20.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.4%+22.0%/yr | +66.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +77.9%+12.2%/yr | +52.4% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +240.4%+13.0%/yr | +147.7% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 16, 2015 | +267.8%+12.7%/yr | +160.0% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DJD vs SPY
From Dec 16, 2015: DJD grew to $36,778, SPY to $43,699.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DJD returns by calendar year
9 of 10 full years positive. Best 2021 (+22.4%), worst 2022 (−0.7%). 2026 is year to date.
DJD annual returns table
| Year | DJD | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +19.4% | −5.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +15.8% | −12.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +13.7% | −6.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.4% | −10.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −0.7% | −19.9% | −18.2% | −32.6% | −13.0% |
| 2021 | +22.4% | −5.7% | +28.7% | +27.4% | −1.8% |
| 2020 | +0.9% | −34.7% | +18.3% | +48.6% | +7.5% |
| 2019 | +22.0% | −6.7% | +31.2% | +39.0% | +8.5% |
| 2018 | +0.0% | −14.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +22.3% | −2.8% | +21.7% | +32.7% | +3.6% |
| 2016 | +17.1% | −6.6% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DJD largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 17, 2020 | −34.7% | Mar 23, 2020 | Dec 4, 2020 | 2 months | 11 months |
| Apr 20, 2022 | −19.9% | Sep 30, 2022 | Dec 14, 2023 | 5 months | 1.7 years |
| Oct 3, 2018 | −14.0% | Dec 24, 2018 | Feb 25, 2019 | 3 months | 5 months |
| Feb 28, 2025 | −12.3% | Apr 8, 2025 | Jul 1, 2025 | 39 days | 4 months |
| Jan 26, 2018 | −11.9% | Apr 2, 2018 | Sep 14, 2018 | 2 months | 8 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DJD risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +18.3% | +11.4% | +12.3% | +12.2% |
| Volatility (annualized) | 11.6% | 14.6% | 14.5% | 14.4% |
| Sharpe ratio | 1.14 | 0.57 | 0.72 | 0.73 |
| Sortino ratio | 1.95 | 0.91 | 1.13 | 1.14 |
| Best month | +7.2% | +13.8% | +13.8% | +13.8% |
| Worst month | −5.8% | −8.8% | −11.4% | −11.4% |
| Best 12 months | +31.5% | +31.5% | +49.4% | +49.4% |
| Worst 12 months | +8.0% | −9.3% | −14.8% | −14.8% |
| Positive months | 69% | 63% | 67% | 66% |
| Beta vs S&P 500 | 0.57 | 0.70 | 0.78 | — |
| Correlation with S&P 500 | 0.61 | 0.75 | 0.82 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DJD rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 119 | −14.8% | +13.7% | +49.4% | 86% |
| 3-year (a year) | 95 | +3.3% | +10.9% | +21.4% | 100% |
| 5-year (a year) | 71 | +6.2% | +11.0% | +15.8% | 100% |
| 10-year (a year) | 11 | +11.9% | +12.5% | +13.4% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
DJD performance overview
Invesco Dow Jones Industrial Average Dividend… (DJD) returned +23.9% over the past year and +13.0% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +12.7% a year, turning $10,000 into about $36,778. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.7%, from Jan 17, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. DJD finished 9 of its 10 full calendar years with a gain; the best year was 2021 (+22.4%) and the worst 2022 (−0.7%). Volatility has been 14.4% a year.
Related: DJD chart, DJD holdings, DJD dividends, DJD valuation. See the DJD overview for the latest quote and fund facts.
DJD performance FAQ
What is the DJD return over the past year?
DJD returned +23.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 20.8%.
What is the average annual return of DJD?
DJD has returned +12.2% a year over 5 years, +13.0% a year over 10 years, +12.7% a year since December 16, 2015 (total return, distributions reinvested).
How much would $10,000 invested in DJD be worth?
$10,000 invested in DJD at its first recorded close on December 16, 2015 would be worth about $36,778 on October 23, 2026 with distributions reinvested.
What was the worst year for DJD?
The worst calendar year was 2022, with a total return of −0.7%. The best was 2021 at +22.4%.
What is the biggest drawdown of DJD?
The largest peak-to-trough decline was −34.7% between January 17, 2020 and March 23, 2020. It recovered to the old high on December 4, 2020, 8 months after the bottom.
How volatile is DJD?
Over the past 3 years DJD had an annualized volatility of 11.6% and a Sharpe ratio of 1.14 (excess return over 1–3 month T-bills per unit of risk).