PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco S&P Global Water Index ETF (CGW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138E2634

CUSIP

46138E263

Issuer

Invesco

Inception Date

May 14, 2007

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Global Water Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

CGW features an expense ratio of 0.57%, falling within the medium range.


Expense ratio chart for CGW: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CGW vs. FIW CGW vs. AQWA CGW vs. PHO CGW vs. GWRS CGW vs. DGT CGW vs. IVV CGW vs. VTI CGW vs. SPY CGW vs. DGRW CGW vs. ESPO
Popular comparisons:
CGW vs. FIW CGW vs. AQWA CGW vs. PHO CGW vs. GWRS CGW vs. DGT CGW vs. IVV CGW vs. VTI CGW vs. SPY CGW vs. DGRW CGW vs. ESPO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P Global Water Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
216.41%
290.66%
CGW (Invesco S&P Global Water Index ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P Global Water Index ETF had a return of 4.66% year-to-date (YTD) and 5.48% in the last 12 months. Over the past 10 years, Invesco S&P Global Water Index ETF had an annualized return of 8.61%, while the S&P 500 had an annualized return of 11.01%, indicating that Invesco S&P Global Water Index ETF did not perform as well as the benchmark.


CGW

YTD

4.66%

1M

-5.13%

6M

-1.75%

1Y

5.48%

5Y*

7.64%

10Y*

8.61%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of CGW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.92%4.38%4.46%-1.31%4.80%-3.73%7.60%0.66%2.20%-5.49%3.11%4.66%
20238.09%-3.27%2.30%-0.34%-2.56%6.18%2.78%-4.73%-7.59%-2.52%11.44%6.55%15.50%
2022-10.95%-4.33%1.48%-8.10%-0.19%-8.19%10.90%-6.13%-10.64%11.01%7.55%-3.52%-22.00%
20210.36%0.45%4.15%5.94%2.94%0.11%6.62%3.88%-6.03%5.77%-1.15%5.58%31.70%
20201.43%-7.47%-14.09%7.54%4.21%0.59%6.47%2.79%1.08%0.48%8.83%4.98%15.41%
20198.15%4.08%1.04%2.72%-3.93%7.13%-0.91%0.65%2.46%3.50%0.59%4.79%34.04%
20180.62%-6.04%1.43%-0.06%0.21%-1.88%5.17%0.09%-1.04%-7.57%4.15%-5.25%-10.47%
20173.97%1.69%3.29%3.35%2.02%-0.43%2.54%0.03%2.87%2.06%2.82%0.09%27.08%
2016-2.06%-1.35%7.17%4.16%0.92%1.52%1.27%-0.16%1.95%-5.11%-1.50%0.11%6.57%
2015-1.67%2.90%-0.70%3.62%0.65%-2.79%-0.83%-6.00%-0.90%7.27%1.41%-3.93%-1.67%
2014-3.44%8.39%0.28%-0.10%1.86%2.03%-5.68%2.32%-5.30%2.51%1.45%-0.31%3.26%
20134.34%1.72%1.44%1.25%0.50%-4.23%5.27%-2.77%7.45%3.70%1.92%3.54%26.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CGW is 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CGW is 2525
Overall Rank
The Sharpe Ratio Rank of CGW is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CGW is 2222
Sortino Ratio Rank
The Omega Ratio Rank of CGW is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CGW is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CGW is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CGW, currently valued at 0.50, compared to the broader market0.002.004.000.501.90
The chart of Sortino ratio for CGW, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.000.782.54
The chart of Omega ratio for CGW, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.35
The chart of Calmar ratio for CGW, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.502.81
The chart of Martin ratio for CGW, currently valued at 2.17, compared to the broader market0.0020.0040.0060.0080.00100.002.1712.39
CGW
^GSPC

The current Invesco S&P Global Water Index ETF Sharpe ratio is 0.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P Global Water Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.50
1.90
CGW (Invesco S&P Global Water Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P Global Water Index ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.82$0.68$0.96$0.66$0.61$0.67$0.61$0.47$0.45$0.50$0.42

Dividend yield

0.00%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%1.77%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P Global Water Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2013$0.42$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.35%
-3.58%
CGW (Invesco S&P Global Water Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P Global Water Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P Global Water Index ETF was 57.24%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.

The current Invesco S&P Global Water Index ETF drawdown is 9.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.24%Nov 1, 2007339Mar 9, 2009962Jan 2, 20131301
-35.72%Feb 20, 202023Mar 23, 2020141Oct 12, 2020164
-32.74%Jan 3, 2022185Sep 27, 2022410May 15, 2024595
-16.46%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-15.53%May 15, 2015173Jan 21, 201691Jun 1, 2016264

Volatility

Volatility Chart

The current Invesco S&P Global Water Index ETF volatility is 4.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
3.64%
CGW (Invesco S&P Global Water Index ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab