Invesco Dynamic Leisure and Entertainment ETF (PEJ) Performance
PEJ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +6.7% since Dec 31, 2025
- 1 year
- +9.2% total return
- 5 years
- +5.3% a year
- 10 years
- +6.5% a year
- Since first price
- +7.9% a year since 2005
PEJ trailing returns vs SPY, QQQ, AGG
| Period | PEJ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.9% | +5.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.1% | +1.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.5% | +7.2% | +7.8% | +8.4% | −1.5% |
| YTD | +6.7% | +6.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +9.2% | +8.5% | +14.4% | +15.9% | −1.1% |
| 3 years | +85.1%+22.8%/yr | +82.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +29.7%+5.3%/yr | +26.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +87.2%+6.5%/yr | +77.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +299.6%+9.7%/yr | +266.6% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| 20 years | +333.7%+7.6%/yr | +272.9% | +696.9%+10.9%/yr | +1,839.9%+16.0%/yr | +79.6%+3.0%/yr |
| Since inceptionJun 23, 2005 | +411.1%+7.9%/yr | +338.7% | — | — | — |
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: PEJ vs SPY
From Jun 23, 2005: PEJ grew to $51,111, SPY to $93,456.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
PEJ returns by calendar year
15 of 20 full years positive. Best 2013 (+49.3%), worst 2008 (−39.9%). 2026 is year to date.
PEJ annual returns table
| Year | PEJ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +6.7% | −10.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +17.8% | −25.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +25.1% | −9.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +15.7% | −19.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −25.4% | −31.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +22.8% | −23.0% | +28.7% | +27.4% | −1.8% |
| 2020 | −10.3% | −56.8% | +18.3% | +48.6% | +7.5% |
| 2019 | +13.8% | −8.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −9.3% | −21.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +11.2% | −6.9% | +21.7% | +32.7% | +3.6% |
| 2016 | +9.7% | −15.0% | +12.0% | +7.1% | +2.4% |
| 2015 | +3.4% | −13.2% | +1.2% | +9.4% | +0.5% |
| 2014 | +5.3% | −13.4% | +13.5% | +19.2% | +6.0% |
| 2013 | +49.3% | −6.1% | +32.3% | +36.6% | −2.0% |
| 2012 | +23.6% | −8.9% | +16.0% | +18.1% | +3.8% |
| 2011 | +1.9% | −23.9% | +1.9% | +3.4% | +7.7% |
| 2010 | +39.1% | −20.4% | +15.1% | +19.9% | +6.4% |
| 2009 | +42.8% | −28.3% | +26.4% | +54.7% | +3.0% |
| 2008 | −39.9% | −59.3% | −36.8% | −41.7% | +7.9% |
| 2007 | −8.6% | −16.8% | +5.1% | +19.0% | +6.6% |
| 2006 | +18.6% | −14.4% | +15.8% | +7.1% | +3.9% |
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.
PEJ largest drawdowns
Now 5.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 6, 2007 | −66.0% | Nov 20, 2008 | Dec 2, 2010 | 1.4 years | 3.4 years |
| Jul 19, 2018 | −59.0% | Mar 18, 2020 | Feb 22, 2021 | 1.7 years | 2.6 years |
| Mar 15, 2021 | −36.4% | Sep 26, 2022 | Nov 25, 2024 | 1.5 years | 3.7 years |
| Feb 18, 2025 | −25.7% | Apr 8, 2025 | Jul 3, 2025 | 49 days | 4 months |
| Jul 7, 2011 | −23.9% | Oct 3, 2011 | Feb 8, 2012 | 3 months | 7 months |
| Mar 20, 2015 | −21.7% | Feb 8, 2016 | Nov 17, 2016 | 11 months | 1.7 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
PEJ risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2005 |
|---|---|---|---|---|
| Annualized return | +17.8% | +4.7% | +6.3% | +7.8% |
| Volatility (annualized) | 17.3% | 21.0% | 23.6% | 22.1% |
| Sharpe ratio | 0.79 | 0.15 | 0.29 | — |
| Sortino ratio | 1.32 | 0.22 | 0.40 | — |
| Best month | +11.0% | +13.6% | +23.3% | +23.3% |
| Worst month | −10.9% | −13.2% | −32.9% | −32.9% |
| Best 12 months | +40.7% | +40.7% | +90.3% | +90.3% |
| Worst 12 months | +2.9% | −30.8% | −42.9% | −50.5% |
| Positive months | 64% | 58% | 62% | 61% |
| Beta vs S&P 500 | 1.03 | 1.10 | 1.23 | — |
| Correlation with S&P 500 | 0.74 | 0.82 | 0.80 | — |
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.
PEJ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 245 | −50.5% | +11.2% | +90.3% | 71% |
| 3-year (a year) | 221 | −19.2% | +7.6% | +38.3% | 74% |
| 5-year (a year) | 197 | −8.1% | +6.2% | +35.5% | 87% |
| 10-year (a year) | 137 | +1.4% | +9.0% | +19.4% | 100% |
Every holding period starting at a month-end since 2005. Returns for 3 years and longer are annualized.
PEJ performance overview
Invesco Dynamic Leisure and Entertainment ETF (PEJ) returned +9.2% over the past year and +6.5% a year over ten years, with distributions reinvested. Since its first recorded price in 2005 it has returned +7.9% a year, turning $10,000 into about $51,111. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −66.0%, from Jul 6, 2007 to Nov 20, 2008, and it took 2.0 years to get back to the old high. PEJ finished 15 of its 20 full calendar years with a gain; the best year was 2013 (+49.3%) and the worst 2008 (−39.9%). Volatility has been 22.1% a year.
Related: PEJ chart, PEJ holdings, PEJ dividends. See the PEJ overview for the latest quote and fund facts.
PEJ performance FAQ
What is the PEJ return over the past year?
PEJ returned +9.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 8.5%.
What is the average annual return of PEJ?
PEJ has returned +5.3% a year over 5 years, +6.5% a year over 10 years, +7.9% a year since June 23, 2005 (total return, distributions reinvested).
How much would $10,000 invested in PEJ be worth?
$10,000 invested in PEJ at its first recorded close on June 23, 2005 would be worth about $51,111 on October 23, 2026 with distributions reinvested.
What was the worst year for PEJ?
The worst calendar year was 2008, with a total return of −39.9%. The best was 2013 at +49.3%.
What is the biggest drawdown of PEJ?
The largest peak-to-trough decline was −66.0% between July 6, 2007 and November 20, 2008. It recovered to the old high on December 2, 2010, 2.0 years after the bottom.
How volatile is PEJ?
Over the past 3 years PEJ had an annualized volatility of 17.3% and a Sharpe ratio of 0.79 (excess return over 1–3 month T-bills per unit of risk).