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Invesco S&P 500 ESG Index ETF (ESG.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Invesco S&P 500 ESG Index ETF (ESG.TO)

ETF · Currency in CAD · Last updated Apr 1, 2026

The Invesco ESG S&P 500 Equal Weight ETF invests at least 90% of its total assets in securities that comprise the S&P 500 Equal Weight ESG Leaders Select Index, which includes companies from the S&P 500 Equal Weight Index that meet specific environmental, social, and governance (ESG) criteria, while maintaining similar overall industry group weights.

ETF Info

ISIN
US46138G5163
CUSIP
46138G516
Issuer
Invesco
Inception Date
Mar 5, 2020
Category
S&P 500, ESG
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Equal Weight ESG Leaders Select Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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Invesco S&P 500 ESG Index ETF

Often compared with ESG.TO:
ESG.TO vs. INAI.TOESG.TO vs. TLV.TOESG.TO vs. ZSP-U.TOESG.TO vs. HIU.TOESG.TO vs. GEQT.TOESG.TO vs. QQCI.TOESG.TO vs. EQLI.TOESG.TO vs. QQCE.TOESG.TO vs. QQC-F.TOESG.TO vs. USCC.TOMore ESG.TO alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Invesco S&P 500 ESG 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.

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S&P 500 Index

Different Benchmark Currency

ESG.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Invesco S&P 500 ESG Index ETF (ESG.TO) has returned -3.46% so far this year and 14.25% over the past 12 months.

Invesco S&P 500 ESG Index ETF

1D
3.05%
1M
-3.23%
YTD
-3.46%
6M
-2.19%
1Y
14.25%
3Y*
18.23%
5Y*
14.03%
10Y*
—

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 5, 2020, ESG.TO's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, your investment would double in approximately 4.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +11.1%, while the worst month was Mar 2020 at -9.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ESG.TO closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -7.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%-0.86%-3.23%-3.46%
20252.57%-1.52%-7.17%-4.60%4.67%5.27%4.37%1.28%5.13%3.56%0.46%-2.61%10.99%
20243.09%5.96%3.20%-2.00%4.11%3.95%1.94%-0.30%2.06%2.31%6.12%-0.98%33.33%
20234.30%0.57%3.16%1.92%1.45%3.61%3.06%1.34%-4.83%-0.29%6.64%2.17%25.19%
2022-6.10%-3.08%3.77%-7.18%-1.19%-7.03%8.64%-1.52%-4.77%6.58%3.59%-5.13%-14.05%
20210.49%1.80%3.03%2.90%-1.68%5.88%2.97%4.28%-3.66%4.73%3.71%4.61%32.71%

Benchmark Metrics

Invesco S&P 500 ESG Index ETF has an annualized alpha of 6.71%, beta of 0.72, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since March 06, 2020.

  • This ETF captured 110.20% of S&P 500 Index gains but only 94.66% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 6.71% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
6.71%
Beta
0.72
R²
0.62
Upside Capture
110.20%
Downside Capture
94.66%

Expense Ratio

ESG.TO has an expense ratio of 0.20%, which is considered low.

Return for Risk

Risk / Return Rank

ESG.TO ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

ESG.TO Risk / Return Rank: 4141
Overall Rank
ESG.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ESG.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
ESG.TO Omega Ratio Rank: 4343
Omega Ratio Rank
ESG.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
ESG.TO Martin Ratio Rank: 4141
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 500 ESG Index ETF (ESG.TO) and compare them to a chosen benchmark (S&P 500 Index).

ESG.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.69

+0.08

Sortino ratio

Return per unit of downside risk

1.19

1.06

+0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.09

1.14

-0.05

Martin ratio

Return relative to average drawdown

3.97

4.22

-0.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore ESG.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ESG.TO Sortino RatioESG.TO Sharpe Ratio

Dividends

Dividend History

Invesco S&P 500 ESG Index ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of CA$0.42 per share. The fund has been increasing its distributions for 2 consecutive years.

0.90%1.00%1.10%1.20%1.30%1.40%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
DividendCA$0.42CA$0.42CA$0.42CA$0.38CA$0.38CA$0.36CA$0.24

Dividend yield

0.87%0.85%0.92%1.11%1.38%1.11%0.95%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P 500 ESG Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.10CA$0.10
2025CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.12CA$0.42
2024CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.11CA$0.42
2023CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.38
2022CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.38
2021CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.36

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 500 ESG 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 500 ESG Index ETF was 22.31%, occurring on Jun 16, 2022. Recovery took 270 trading sessions.

The current Invesco S&P 500 ESG Index ETF drawdown is 6.93%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.31%Dec 30, 2021117Jun 16, 2022270Jul 14, 2023387
-19.85%Dec 27, 202471Apr 8, 202585Aug 11, 2025156
-17.36%Mar 9, 202010Mar 20, 202019Apr 17, 202029
-9.69%Nov 28, 202583Mar 30, 2026———
-7.82%Jul 17, 202415Aug 7, 202443Oct 8, 202458

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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