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ISIN
US46138E2634
CUSIP
46138E263
Issuer
Invesco
Inception Date
May 14, 2007
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Global Water Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

CGW Performance Chart

Invesco S&P Global Water Index ETF (CGW) is up 1.0% since the beginning of the year. CGW is currently trading at $64 per share. Investors who bought $1,000 worth of CGW shares 5 years ago would now be looking at an investment worth $1,301.


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S&P 500 Index

Returns By Period

Invesco S&P Global Water Index ETF (CGW) has returned 0.95% so far this year and 6.82% over the past 12 months. Over the last ten years, CGW has returned 10.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco S&P Global Water Index ETF

1D
0.16%
1M
1.71%
YTD
0.95%
6M
0.62%
1Y
6.82%
3Y*
10.01%
5Y*
5.41%
10Y*
10.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGW Monthly Returns History

Based on dividend-adjusted daily data since May 14, 2007, CGW's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +13.0%, while the worst month was Oct 2008 at -20.2%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CGW closed higher 53% of trading days. The best single day was Nov 21, 2008 with a return of +12.9%, while the worst single day was Nov 20, 2008 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.95%4.66%-6.73%1.78%-4.01%1.83%0.95%
20251.86%0.45%0.41%5.78%3.62%2.39%-0.58%3.35%0.03%-0.80%1.18%-0.73%18.10%
2024-3.92%4.38%4.46%-1.31%4.80%-3.73%7.60%0.66%2.20%-5.49%3.11%-7.07%4.55%
20238.09%-3.27%2.30%-0.34%-2.56%6.18%2.78%-4.73%-7.59%-2.52%11.44%6.54%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%-6.02%5.77%-1.15%5.58%31.70%

Benchmark Metrics

Invesco S&P Global Water Index ETF has an annualized alpha of -0.22%, beta of 0.90, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since May 14, 2007.

  • This ETF participated in 98.17% of S&P 500 Index downside but only 91.37% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.90 and R2 of 0.74, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.22%
Beta
0.90
0.74
Upside Capture
91.37%
Downside Capture
98.17%

Expense Ratio

CGW has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CGW ranks 15 for risk / return — in the bottom 15% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CGW Risk / Return Rank: 1515
Overall Rank
CGW Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CGW Sortino Ratio Rank: 1515
Sortino Ratio Rank
CGW Omega Ratio Rank: 1414
Omega Ratio Rank
CGW Calmar Ratio Rank: 1616
Calmar Ratio Rank
CGW Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.63

2.78

-2.15

Martin ratioReturn relative to average drawdown

1.52

12.44

-10.92

Dividends

Dividend History

Invesco S&P Global Water Index ETF provided a 1.57% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.00$1.00$1.23$0.82$0.68$0.96$0.66$0.61$0.67$0.61$0.47$0.45

Dividend yield

1.57%1.58%2.27%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
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

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.


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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 7.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.24%Mar 2009
1y 4mo3y 10mo
5y 2moNov 2007 - Jan 2013
COVID crash2020
-35.72%Mar 2020
1mo 2d6mo 23d
7mo 25dFeb 2020 - Oct 2020
Bear market2022
-32.74%Sep 2022
8mo 27d1y 7mo
2y 4moJan 2022 - May 2024
Rate-hike selloffLate 2018
-16.46%Dec 2018
10mo 29d2mo 24d
1y 1moJan 2018 - Mar 2019
2016 correction2016
-15.53%Jan 2016
8mo 11d4mo 12d
1y 18dMay 2015 - Jun 2016

Drawdown Indicators


CGWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.24%

-56.78%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-9.10%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-18.90%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-25.43%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-33.92%

-1.80%

Current Drawdown

Current decline from peak

-7.62%

-1.80%

-5.82%

Average Drawdown

Average peak-to-trough decline

-9.83%

-10.71%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

2.03%

+2.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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