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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco MSCI USA Universal Screened UCITS ETF Acc, 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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Returns By Period
Invesco MSCI USA Universal Screened UCITS ETF Acc (ESGU.L) has returned -7.17% so far this year and 14.27% over the past 12 months.
Invesco MSCI USA Universal Screened UCITS ETF Acc
- 1D
- 0.65%
- 1M
- -6.42%
- YTD
- -7.17%
- 6M
- -3.60%
- 1Y
- 14.27%
- 3Y*
- 17.00%
- 5Y*
- 9.93%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2019, ESGU.L's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.1%, while the worst month was Feb 2020 at -9.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESGU.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -8.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.25% | -1.05% | -6.42% | -7.17% | |||||||||
| 2025 | 3.57% | -4.05% | -5.75% | -0.60% | 7.07% | 4.44% | 2.65% | 1.26% | 2.60% | 3.07% | 0.29% | 0.47% | 15.30% |
| 2024 | 2.39% | 4.11% | 3.70% | -3.79% | 2.65% | 5.42% | 1.02% | 1.48% | 2.52% | -0.10% | 5.85% | -2.44% | 24.79% |
| 2023 | 5.66% | -1.36% | 2.48% | 1.17% | 1.28% | 6.58% | 3.56% | -0.68% | -4.75% | -3.64% | 9.72% | 6.00% | 28.08% |
| 2022 | -8.24% | -1.68% | 4.41% | -8.64% | -2.91% | -8.07% | 8.41% | -3.01% | -7.76% | 5.61% | 2.41% | -3.07% | -21.90% |
| 2021 | 0.22% | 1.85% | 4.07% | 5.35% | 0.70% | 2.63% | 2.39% | 3.09% | -3.63% | 5.59% | 0.46% | 3.11% | 28.69% |
Benchmark Metrics
Invesco MSCI USA Universal Screened UCITS ETF Acc has an annualized alpha of 7.24%, beta of 0.52, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since June 14, 2019.
- Beta of 0.52 may look defensive, but with R² of 0.32 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 0.32 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 7.24%
- Beta
- 0.52
- R²
- 0.32
- Upside Capture
- 98.74%
- Downside Capture
- 95.08%
Expense Ratio
ESGU.L has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
ESGU.L ranks 56 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco MSCI USA Universal Screened UCITS ETF Acc (ESGU.L) and compare them to a chosen benchmark (S&P 500 Index).
| ESGU.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.90 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.39 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.40 | +0.41 |
Martin ratioReturn relative to average drawdown | 8.09 | 6.61 | +1.48 |
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 ESGU.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Acc. 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 Acc was 32.86%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Invesco MSCI USA Universal Screened UCITS ETF Acc drawdown is 8.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 21, 2020 | 105 |
| -27.79% | Dec 31, 2021 | 196 | Oct 12, 2022 | 322 | Jan 19, 2024 | 518 |
| -19.2% | Feb 3, 2025 | 46 | Apr 7, 2025 | 56 | Jun 27, 2025 | 102 |
| -9.09% | Jan 16, 2026 | 52 | Mar 30, 2026 | — | — | — |
| -8.85% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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