- ISIN
- US46137V4077
- CUSIP
- 46137V407
- Issuer
- Invesco
- Inception Date
- Oct 24, 2006
- Region
- Developed Markets (Broad)
- Category
- Alternative Energy Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Global Environment Select Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $141M
Share Price Chart
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Performance
ERTH Performance Chart
Invesco MSCI Sustainable Future ETF (ERTH) is up 3.2% since the beginning of the year. ERTH is currently trading at $48 per share. Investors who bought $1,000 worth of ERTH shares 5 years ago would now be looking at an investment worth $768.
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Returns By Period
Invesco MSCI Sustainable Future ETF (ERTH) has returned 3.16% so far this year and 18.34% over the past 12 months. Over the last ten years, ERTH has returned 7.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Invesco MSCI Sustainable Future ETF
- 1D
- 0.10%
- 1M
- -1.94%
- YTD
- 3.16%
- 6M
- 1.78%
- 1Y
- 18.34%
- 3Y*
- 2.31%
- 5Y*
- -5.15%
- 10Y*
- 7.64%
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%
ERTH Monthly Returns History
Based on dividend-adjusted daily data since Oct 24, 2006, ERTH's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +20.2%, while the worst month was Oct 2008 at -30.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ERTH closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +15.5%, while the worst single day was Oct 15, 2008 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.75% | 0.67% | -1.76% | 4.95% | 3.16% | -5.32% | 3.16% | ||||||
| 2025 | -0.80% | 0.07% | -3.12% | 1.17% | 6.47% | 2.03% | 1.75% | 4.55% | 5.94% | 1.33% | -2.20% | 0.35% | 18.47% |
| 2024 | -12.98% | 3.84% | -0.82% | -4.47% | 5.53% | -7.05% | 7.43% | 0.00% | 6.79% | -6.36% | 0.47% | -4.63% | -13.56% |
| 2023 | 10.19% | -6.19% | -0.45% | -5.15% | 0.18% | 5.54% | 7.55% | -8.07% | -8.32% | -11.52% | 9.77% | 10.20% | 0.12% |
| 2022 | -10.70% | 3.01% | 0.23% | -11.02% | 3.02% | -4.07% | 9.82% | -4.70% | -12.98% | -2.22% | 9.50% | -8.40% | -27.59% |
| 2021 | 0.91% | 0.42% | -0.65% | -1.05% | -0.83% | 7.53% | -3.14% | 0.31% | -5.64% | 13.88% | -2.94% | -4.65% | 2.64% |
Benchmark Metrics
Invesco MSCI Sustainable Future ETF has an annualized alpha of -3.27%, beta of 1.09, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since October 24, 2006.
- This ETF participated in 121.48% of S&P 500 Index downside but only 105.73% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.27% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.09 and R2 of 0.70, 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
- -3.27%
- Beta
- 1.09
- R²
- 0.70
- Upside Capture
- 105.73%
- Downside Capture
- 121.48%
Expense Ratio
ERTH has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ERTH ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) 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.
| ERTH | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.78 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.93 | 12.44 | -6.51 |
Dividends
Dividend History
Invesco MSCI Sustainable Future ETF provided a 2.31% dividend yield over the last twelve months, with an annual payout of $1.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.11 | $0.69 | $0.40 | $0.60 | $0.59 | $10.23 | $0.15 | $0.35 | $0.23 | $0.37 | $0.35 | $0.23 |
Dividend yield | 2.31% | 1.46% | 1.00% | 1.28% | 1.22% | 15.33% | 0.21% | 0.71% | 0.61% | 0.87% | 1.06% | 0.79% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco MSCI Sustainable Future ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.41 | $0.47 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.21 | $0.69 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.05 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.03 | $0.59 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $9.95 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.03 | $10.23 |
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 MSCI Sustainable Future 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 MSCI Sustainable Future ETF was 64.45%, occurring on Nov 20, 2008. Recovery took 2077 trading sessions.
The current Invesco MSCI Sustainable Future ETF drawdown is 30.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -64.45%Nov 2008 | 10mo 29d | 8y 3mo | 9y 2moDec 2007 - Feb 2017 |
2025 selloff2025 | -51.72%Apr 2025 | 3y 5mo | — | 4y 7moNov 2021 - now |
COVID crash2020 | -36.65%Mar 2020 | 26d | 4mo 1d | 4mo 27dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -21.96%Dec 2018 | 10mo 29d | 3mo 25d | 1y 2moJan 2018 - Apr 2019 |
2021 correction2021 | -16.53%May 2021 | 4mo 5d | 5mo 18d | 9mo 23dJan 2021 - Oct 2021 |
Drawdown Indicators
| ERTH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.45% | -56.78% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -9.10% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -33.82% | -18.90% | -14.92% |
Max Drawdown (5Y)Largest decline over 5 years | -51.72% | -25.43% | -26.29% |
Max Drawdown (10Y)Largest decline over 10 years | -51.72% | -33.92% | -17.80% |
Current DrawdownCurrent decline from peak | -30.50% | -1.80% | -28.70% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -10.71% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.03% | +1.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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