We construct invariant measures associated to the integrals of motion of the periodic derivative nonlinear Schrödinger equation (DNLS) for small data in L2 and we show these measures to be absolutely continuous with respect to the Gaussian measure. The key ingredient of the proof is the analysis of the gauge group of transformations associated to DNLS. As an intermediate step for our main result, we prove quasi-invariance with respect to the gauge maps of the Gaussian measure on L2 with covariance (I+(−Δ)k)−1 for any k⩾2
