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Invesco MSCI USA ESG Universal Screened UCITS ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE000T5R61X5

WKN

A3C9MR

Issuer

Invesco

Inception Date

Jan 26, 2022

Leveraged

1x

Index Tracked

Russell 1000 TR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ESPB.L has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for ESPB.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.94%
13.89%
ESPB.L (Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc had a return of 3.07% year-to-date (YTD) and 23.64% in the last 12 months.


ESPB.L

YTD

3.07%

1M

0.80%

6M

8.93%

1Y

23.64%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of ESPB.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.74%3.07%
20242.31%4.17%3.66%-3.96%2.72%5.26%1.24%1.29%2.52%-0.10%5.81%-2.51%24.29%
20235.53%-1.49%2.23%0.98%1.21%6.61%3.40%-0.73%-5.02%-3.74%9.63%5.83%26.08%
20221.00%4.41%-8.82%-3.18%-8.10%8.14%-3.51%-8.18%5.32%1.98%-3.15%-14.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESPB.L is 72, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ESPB.L is 7272
Overall Rank
The Sharpe Ratio Rank of ESPB.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ESPB.L is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ESPB.L is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ESPB.L is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ESPB.L is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc (ESPB.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ESPB.L, currently valued at 1.68, compared to the broader market0.002.004.001.681.74
The chart of Sortino ratio for ESPB.L, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.0012.002.322.36
The chart of Omega ratio for ESPB.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.32
The chart of Calmar ratio for ESPB.L, currently valued at 2.74, compared to the broader market0.005.0010.0015.0020.002.742.62
The chart of Martin ratio for ESPB.L, currently valued at 9.48, compared to the broader market0.0020.0040.0060.0080.00100.009.4810.69
ESPB.L
^GSPC

The current Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc Sharpe ratio is 1.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.68
1.52
ESPB.L (Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc doesn't pay dividends

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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.65%
-2.49%
ESPB.L (Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged 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 ESG Universal Screened UCITS ETF GBP Hedged Acc was 24.51%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.

The current Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc drawdown is 0.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.51%Mar 30, 2022134Oct 12, 2022298Dec 15, 2023432
-7.62%Jul 17, 202414Aug 5, 202419Sep 2, 202433
-7.55%Feb 16, 202215Mar 8, 202210Mar 22, 202225
-6.48%Mar 22, 202420Apr 22, 202416May 15, 202436
-5.54%Dec 9, 202423Jan 13, 20259Jan 24, 202532

Volatility

Volatility Chart

The current Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc volatility is 3.52%, 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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.52%
3.63%
ESPB.L (Invesco MSCI USA ESG Universal Screened UCITS ETF GBP Hedged Acc)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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