PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for GBLD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Invesco MSCI Green Building ETF's Sharpe Ratio with other ETFs in the Sustainable category across multiple time periods, showing how GBLD'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 Jun 5, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VCLNVirtus Duff & Phelps Clean Energy ETF3.19
LCTUBlackRock U.S. Carbon Transition Readiness ETF2.14
EFFEHarbor Osmosis Emerging Markets Resource Efficient ETF1.95
NZACSPDR MSCI ACWI Climate Paris Aligned ETF1.89
PLDRPutnam Sustainable Leaders ETF1.61
PFUTPutnam Sustainable Future ETF0.39
GBLDInvesco MSCI Green Building ETF
FSSTFidelity Sustainability U.S. Equity ETF
BASGBrown Advisory Sustainable Growth ETF
BASVBrown Advisory Sustainable Value ETF

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GBLD'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 GBLD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sharpe Ratio Calculator

How does GBLD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio