- Issuer
- Invesco
- Inception Date
- Aug 9, 2021
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco MSCI USA Universal Screened UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
ESGS.L Performance Chart
Invesco MSCI USA Universal Screened UCITS ETF (ESGS.L) is up 10.6% since the beginning of the year. ESGS.L is currently trading at £85 per share. Investors who bought £1,000 worth of ESGS.L shares 5 years ago would now be looking at an investment worth £1,798.
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Returns By Period
Invesco MSCI USA Universal Screened UCITS ETF (ESGS.L) has returned 10.62% so far this year and 20.69% over the past 12 months.
Invesco MSCI USA Universal Screened UCITS ETF
- 1D
- -0.42%
- 1M
- -1.16%
- 6M
- 9.99%
- YTD
- 10.62%
- 1Y
- 20.69%
- 3Y*
- 18.46%
- 5Y*
- 12.45%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
ESGS.L Monthly Returns History
Based on dividend-adjusted daily data since Jun 13, 2019, ESGS.L's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +9.8%, while the worst month was Jun 2019 at -20.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESGS.L closed higher 54% of trading days. The best single day was Nov 16, 2023 with a return of +24.3%, while the worst single day was Jun 17, 2019 at -20.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.64% | 0.86% | -4.64% | 9.83% | 7.02% | 1.68% | -2.17% | 10.62% | |||||
| 2025 | 4.51% | -5.24% | -8.22% | -3.66% | 5.95% | 2.70% | 6.29% | -0.85% | 3.14% | 5.46% | -0.46% | -1.19% | 7.44% |
| 2024 | 2.49% | 4.99% | 3.69% | -2.97% | 0.96% | 6.08% | -0.37% | -1.06% | 0.53% | 3.97% | 7.31% | -1.18% | 26.67% |
| 2023 | 3.24% | 0.36% | 0.45% | -0.53% | 2.80% | 4.07% | 2.32% | 0.80% | -1.24% | -3.02% | 5.32% | 5.17% | 21.17% |
| 2022 | -7.76% | -1.66% | 6.55% | -4.34% | -3.25% | -4.45% | 8.01% | 1.38% | -3.60% | 2.33% | -1.35% | -3.95% | -12.52% |
| 2021 | -0.21% | 0.35% | 5.10% | 5.16% | -1.93% | 5.40% | 1.68% | 4.19% | -1.91% | 4.43% | 3.69% | 1.23% | 30.30% |
Benchmark Metrics
Invesco MSCI USA Universal Screened UCITS ETF has an annualized alpha of 6.30%, beta of 0.48, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since June 13, 2019.
- This ETF participated in 97.19% of S&P 500 Index downside but only 90.38% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.48 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.30%
- Beta
- 0.48
- R²
- 0.19
- Upside Capture
- 90.38%
- Downside Capture
- 97.19%
Expense Ratio
ESGS.L has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
ESGS.L ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco MSCI USA Universal Screened UCITS ETF (ESGS.L) 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.
| ESGS.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.50 | +0.21 |
| Martin ratioReturn relative to average drawdown | 9.33 | 9.11 | +0.22 |
Dividends
Dividend History
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 USA Universal Screened UCITS 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 USA Universal Screened UCITS ETF was 29.04%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.
The current Invesco MSCI USA Universal Screened UCITS ETF drawdown is 2.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.04%Mar 2020 | 9mo 13d | 6mo 20d | 1y 3moJun 2019 - Oct 2020 | COVID crash2020 |
-21.65%Apr 2025 | 2mo 14d | 6mo 4d | 8mo 18dJan 2025 - Oct 2025 | 2025 selloff2025 |
-20.37%Nov 2023 | 11d | 10mo 17d | 10mo 28dNov 2023 - Oct 2024 | — |
-19.00%Jun 2022 | 6mo 8d | 1y 3mo | 1y 9moDec 2021 - Sep 2023 | Bear market2022 |
-8.16%Mar 2026 | 4mo 27d | 21d | 5mo 18dOct 2025 - Apr 2026 | — |
Drawdown Indicators
| ESGS.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.04% | -37.07% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -8.03% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -22.15% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -22.15% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -2.34% | -1.42% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -5.29% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.20% | +0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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