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Invesco MSCI Sustainable Future ETF (ERTH) Sharpe Ratio: 0.45

ETF · Currency in USD · Last updated Jul 14, 2026

ERTH is a passive ETF by Invesco tracking the investment results of the MSCI Global Environment Select Index. ERTH launched on Oct 24, 2006 and has a 0.55% expense ratio.

ERTH's Sharpe Ratio of 0.45 indicates that for each unit of volatility, it generates 0.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ERTH Sharpe Ratio Rank

ERTH Sharpe Ratio Rank: 17.818
Concerning

ERTH ranks above 17.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

ERTH Sharpe Ratio Market Positioning

The chart shows ERTH's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.43+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco MSCI Sustainable Future ETF's Sharpe Ratio with other ETFs in the Alternative Energy Equities category across multiple time periods, showing how ERTH's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IBATiShares Energy Storage & Materials ETF2.66
PWERMacquarie Energy Transition ETF1.85
PBDInvesco Global Clean Energy ETF1.61
HYDRGlobal X Hydrogen ETF1.58
FANFirst Trust Global Wind Energy ETF1.50
GRIDFirst Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund1.48
FRNWFidelity Clean Energy ETF1.46
QCLNFirst Trust NASDAQ Clean Edge Green Energy Index Fund1.41
CNRGSPDR S&P Kensho Clean Power ETF1.41
CTEXProShares S&P Kensho Cleantech ETF1.39
ERTHInvesco MSCI Sustainable Future ETF0.45

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ERTH's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ERTH consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ERTH fit in your portfolio?

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