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Invesco MSCI Sustainable Future ETF (ERTH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46137V4077
CUSIP46137V407
IssuerInvesco
Inception DateOct 24, 2006
RegionDeveloped Markets (Broad)
CategoryAlternative Energy Equities
Index TrackedMSCI Global Environment Select Index
Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco MSCI Sustainable Future ETF has a high expense ratio of 0.55%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with ERTH

Invesco MSCI Sustainable Future ETF

Popular comparisons: ERTH vs. SMOG, ERTH vs. OILK, ERTH vs. WTMF, ERTH vs. SPY, ERTH vs. SCHD, ERTH vs. VOOV, ERTH vs. VOO, ERTH vs. ETHO

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
120.08%
281.47%
ERTH (Invesco MSCI Sustainable Future ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco MSCI Sustainable Future ETF had a return of -10.39% year-to-date (YTD) and -10.23% in the last 12 months. Over the past 10 years, Invesco MSCI Sustainable Future ETF had an annualized return of 4.91%, while the S&P 500 had an annualized return of 10.89%, indicating that Invesco MSCI Sustainable Future ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-10.39%10.16%
1 month0.12%3.47%
6 months-3.23%22.20%
1 year-10.23%30.45%
5 years (annualized)3.72%13.16%
10 years (annualized)4.91%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-13.00%3.84%
2023-8.06%-8.32%-11.52%9.78%10.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ERTH
Invesco MSCI Sustainable Future ETF
-0.39
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Invesco MSCI Sustainable Future ETF Sharpe ratio is -0.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.39
2.79
ERTH (Invesco MSCI Sustainable Future ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco MSCI Sustainable Future ETF granted a 1.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.61 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.61$0.60$0.59$10.23$0.15$0.25$0.23$0.37$0.35$0.23$0.24$0.27

Dividend yield

1.45%1.28%1.22%15.33%0.21%0.50%0.61%0.87%1.06%0.79%0.83%0.85%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
2020$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.02$0.00$0.00$0.06
2018$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.02
2017$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.02$0.00$0.00$0.02
2016$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.15
2015$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.06$0.00$0.00$0.02
2014$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.04$0.00$0.00$0.02
2013$0.19$0.00$0.00$0.02$0.00$0.00$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-41.05%
0
ERTH (Invesco MSCI Sustainable Future ETF)
Benchmark (^GSPC)

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 64.46%, occurring on Nov 20, 2008. Recovery took 2077 trading sessions.

The current Invesco MSCI Sustainable Future ETF drawdown is 41.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.46%Dec 27, 2007229Nov 20, 20082077Feb 23, 20172306
-45.98%Nov 2, 2021500Oct 27, 2023
-36.65%Feb 21, 202019Mar 18, 202084Jul 17, 2020103
-21.96%Jan 29, 2018229Dec 24, 201879Apr 18, 2019308
-16.53%Jan 8, 202187May 13, 2021117Oct 28, 2021204

Volatility

Volatility Chart

The current Invesco MSCI Sustainable Future ETF volatility is 4.86%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
4.86%
2.80%
ERTH (Invesco MSCI Sustainable Future ETF)
Benchmark (^GSPC)